# EDGAR Filing Document

**Accession Number:** 0000106444
**File Stem:** 0000106444-25-000123
**Filing Date:** 2025-9
**Character Count:** 4526741
**Document Hash:** 1df0366ee7897aedd6fbe269059e6223
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000106444-25-000123.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0000106444-25-000123

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20260131

**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:** 251343544

**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           |

## 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:** 2026-01-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $12337336273.06

**Total Liabilities:** $1254749750.12

**Net Assets:** $11082586522.94

**Delayed Delivery Securities:** $1218653154.89

**Cash Not Reported:** $530551458.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2128.15511250 | **1-Year:** -42587.31645987 | **5-Year:** -110702.18249898 | **10-Year:** -156211.00691200 | **30-Year:** -36947.78104333

**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 C000007088 | -0.76%               | 1.63%                | -0.43%               |
| Class ID C000007087 | -0.77%               | 1.51%                | -0.34%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3130811.79             | $-116377313.48                             |
| Month 2  | $-779315.41              | $136729973.45                              |
| Month 3  | $-9334990.31             | $-63867780.16                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ginnie Mae I Pool                                             | GN 480409                      | CUSIP: 36209SVA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        133 | PA      | $132.88        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609580                      | CUSIP: 36202UFV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39403 | PA      | $39517.20      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 427299                      | CUSIP: 36207BUY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        453 | PA      | $453.64        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491310                      | CUSIP: 36210FYF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3300 | PA      | $3346.82       | 0.00%             | 2028-12-15      | 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        |      12098 | PA      | $12298.12      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615958                      | CUSIP: 36290SJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        589 | PA      | $590.27        | 0.00%             | 2033-09-15      | 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        |      14545 | PA      | $14600.90      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491075                      | CUSIP: 36210FQ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         35 | PA      | $35.85         | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612529                      | CUSIP: 36202XPN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28093 | PA      | $28552.32      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645697                      | CUSIP: 36292DKJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96610 | PA      | $95266.17      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457929                      | CUSIP: 36208QVW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2750 | PA      | $2789.02       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562658                      | CUSIP: 36213SB38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1799 | PA      | $1806.31       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497287                      | CUSIP: 36210NNC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        405 | PA      | $410.46        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572176                      | CUSIP: 36200TT99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34266 | PA      | $34744.91      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610864                      | CUSIP: 36202VTV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78481 | PA      | $79631.10      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544452                      | CUSIP: 36212UZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4315 | PA      | $4429.22       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743132                      | CUSIP: 3620AXSV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16844 | PA      | $16561.22      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613780                      | CUSIP: 36290N2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247996 | PA      | $248798.35     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490828                      | CUSIP: 36210FHD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        285 | PA      | $289.26        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 674282                      | CUSIP: 36295MCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84195 | PA      | $82758.86      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562286                      | CUSIP: 36213RUK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     199824 | PA      | $205402.89     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580405                      | CUSIP: 36201DYA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103523 | PA      | $103918.59     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5658                      | CUSIP: 36178DJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5767 | PA      | $5338.79       | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600212                      | CUSIP: 36200FYH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19206 | PA      | $19348.27      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503561                      | CUSIP: 36210VMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        234 | PA      | $240.18        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737285                      | CUSIP: 3620ARCW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41311 | PA      | $39690.77      | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604064                      | CUSIP: 36200MB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32361 | PA      | $32745.41      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473134                      | CUSIP: 36209JSX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4993 | PA      | $5125.46       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608410                      | CUSIP: 36202S3T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13221 | PA      | $13418.38      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619033                      | CUSIP: 36290VV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2433 | PA      | $2504.29       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC7373                      | CUSIP: 3617BBFN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     284754 | PA      | $258080.98     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756928                      | CUSIP: 36230RVV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30792 | PA      | $28728.67      | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0932                      | CUSIP: 36179NA99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4936063 | PA      | $4348591.02    | 0.04%             | 2043-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721212                      | CUSIP: 3620A7GV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3341 | PA      | $3355.32       | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6711                      | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15827424 | PA      | $14327495.65   | 0.13%             | 2050-06-20      | 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        |   27031885 | PA      | $27183893.53   | 0.25%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492736                      | CUSIP: 36210HLR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1096 | PA      | $1125.39       | 0.00%             | 2029-06-15      | 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        |       7596 | PA      | $7797.33       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433954                      | CUSIP: 36207KBX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6470 | PA      | $6641.20       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643292                      | CUSIP: 36292AUR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2955 | PA      | $2967.82       | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574777                      | CUSIP: 36200WQ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9183 | PA      | $9220.13       | 0.00%             | 2034-05-15      | 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        |       5384 | PA      | $5460.26       | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723082                      | CUSIP: 3620A9J36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7256 | PA      | $6950.59       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649248                      | CUSIP: 36292HHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98426 | PA      | $100147.86     | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733429                      | CUSIP: 3620ALY24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     475340 | PA      | $422230.87     | 0.00%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566403                      | CUSIP: 36213WGL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3048 | PA      | $3128.94       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602819                      | CUSIP: 36200JVL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5231 | PA      | $5342.45       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3513                        | CUSIP: 36202D3W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2102 | PA      | $2112.69       | 0.00%             | 2034-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633211                      | CUSIP: 36291NN49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19640 | PA      | $19722.83      | 0.00%             | 2034-07-15      | 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        |      26721 | PA      | $27221.84      | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666427                      | CUSIP: 36295CLG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49958 | PA      | $46363.69      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4542                      | CUSIP: 36180GBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     335963 | PA      | $303498.29     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594111                      | CUSIP: 36201VAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111460 | PA      | $111906.01     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553925                      | CUSIP: 36213GLE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5432 | PA      | $5575.19       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649247                      | CUSIP: 36292HHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21038 | PA      | $21128.90      | 0.00%             | 2035-10-15      | 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        |      62193 | PA      | $62462.30      | 0.00%             | 2038-04-15      | 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        |      44131 | PA      | $43599.55      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641398                      | CUSIP: 36291XRT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27518 | PA      | $27819.96      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466552                      | CUSIP: 36209BH50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15711 | PA      | $15932.80      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619595                      | CUSIP: 36290WKG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23335 | PA      | $23422.31      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE3135                      | CUSIP: 36180VPU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71816 | PA      | $64550.24      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683120                      | CUSIP: 36295W4D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     265275 | PA      | $266431.28     | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472978                      | CUSIP: 36209JM32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2615 | PA      | $2684.62       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8427                      | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  109584808 | PA      | $105017028.05  | 0.95%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 533183                      | CUSIP: 36212GJ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1598 | PA      | $1640.13       | 0.00%             | 2031-03-15      | 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        |       4771 | PA      | $4896.96       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611534                      | CUSIP: 36202WLP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66360 | PA      | $67135.99      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620582                      | CUSIP: 36290XM72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30445 | PA      | $30561.38      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483898                      | CUSIP: 36209WRT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2086 | PA      | $2141.54       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1903                      | CUSIP: 36180UDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38289 | PA      | $34515.58      | 0.00%             | 2043-05-15      | 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        |     100678 | PA      | $90604.49      | 0.00%             | 2043-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429399                      | CUSIP: 36207D7L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         58 | PA      | $58.04         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635880                      | CUSIP: 36291RM58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94346 | PA      | $95879.16      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544546                      | CUSIP: 36212U5F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1626 | PA      | $1668.81       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 757048                      | CUSIP: 36230RZM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34610 | PA      | $34838.80      | 0.00%             | 2040-11-20      | 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        |       7819 | PA      | $7850.66       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2861                      | CUSIP: 36179CFA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20211 | PA      | $18143.74      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720181                      | CUSIP: 3620A6CS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40040 | PA      | $38545.04      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631559                      | CUSIP: 36291LTQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12347 | PA      | $12542.65      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 405576                      | CUSIP: 36206AQ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        477 | PA      | $476.82        | 0.00%             | 2026-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4510                      | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1297733 | PA      | $1183671.88    | 0.01%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554704                      | CUSIP: 36213HGM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4340 | PA      | $4427.54       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778977                      | CUSIP: 36176XFS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39796 | PA      | $38018.21      | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AX8692                      | CUSIP: 36196LUR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177201 | PA      | $161100.66     | 0.00%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592291                      | CUSIP: 36201S7C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        953 | PA      | $967.37        | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701090                      | CUSIP: 36296T2X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35299 | PA      | $36232.62      | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677235                      | CUSIP: 36295QLQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     629131 | PA      | $618129.24     | 0.01%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778599                      | CUSIP: 36176WX48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14712 | PA      | $14096.02      | 0.00%             | 2041-11-15      | 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        |      48475 | PA      | $38811.27      | 0.00%             | 2044-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611988                      | CUSIP: 36202W2V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3385 | PA      | $3428.94       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555992                      | CUSIP: 36213JUR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8879 | PA      | $9113.37       | 0.00%             | 2031-09-15      | 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        |       1423 | PA      | $1443.37       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614596                      | CUSIP: 36290QXZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28100 | PA      | $28188.62      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433931                      | CUSIP: 36207KA83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6012 | PA      | $6170.87       | 0.00%             | 2028-08-15      | 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        |       7933 | PA      | $7956.64       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621403                      | CUSIP: 36290YKQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19312 | PA      | $19620.44      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4746                        | CUSIP: 36202FHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4390855 | PA      | $4318966.13    | 0.04%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ1712                      | CUSIP: 36182V3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101591 | PA      | $90342.53      | 0.00%             | 2044-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604002                      | CUSIP: 36200MAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29988 | PA      | $30349.81      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465826                      | CUSIP: 36209APK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3185 | PA      | $3269.69       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4559                        | CUSIP: 36202FB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4046 | PA      | $4072.21       | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719261                      | CUSIP: 3620A5B65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180752 | PA      | $177655.27     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728316                      | CUSIP: 3620AFDV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3453 | PA      | $3467.56       | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593270                      | CUSIP: 36201UCF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30736 | PA      | $31117.72      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BF9693                      | CUSIP: 3617GGXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1459815 | PA      | $1361055.03    | 0.01%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602888                      | CUSIP: 36200JXR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34757 | PA      | $35352.38      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457930                      | CUSIP: 36208QVX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3720 | PA      | $3772.10       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500685                      | CUSIP: 36210SF29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1304 | PA      | $1338.29       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF6718                      | CUSIP: 36181NPB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27477 | PA      | $26883.39      | 0.00%             | 2043-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6873                      | CUSIP: 36198TT69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137658 | PA      | $122185.65     | 0.00%             | 2044-12-15      | 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        |     202283 | PA      | $192808.21     | 0.00%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487382                      | CUSIP: 36210BM77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6316 | PA      | $6405.33       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8347                      | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  199437229 | PA      | $191124166.86  | 1.72%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566480                      | CUSIP: 36213WJZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23015 | PA      | $23097.01      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618843                      | CUSIP: 36290VP40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14608 | PA      | $14746.69      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610195                      | CUSIP: 36202U3C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7682 | PA      | $7892.78       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723433                      | CUSIP: 3620A9V24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7168 | PA      | $7198.79       | 0.00%             | 2039-11-15      | 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        |       3506 | PA      | $3462.26       | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 663447                      | CUSIP: 36294YBQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69010 | PA      | $70287.80      | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7333                      | CUSIP: 36180KEE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99818 | PA      | $92105.01      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q21719                      | CUSIP: 3132JN4C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21236 | PA      | $20844.67      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490914                      | CUSIP: 36210FK39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4936 | PA      | $5005.05       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4007                        | CUSIP: 36202ENY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5866 | PA      | $6136.87       | 0.00%             | 2037-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8995                      | CUSIP: 36180M7G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41563 | PA      | $37176.97      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07068                      | CUSIP: 3128M9FH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     193017 | PA      | $194207.55     | 0.00%             | 2041-07-01      | 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        |     473042 | PA      | $453488.49     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461576                      | CUSIP: 36208UXD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3120 | PA      | $3202.11       | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4924                        | CUSIP: 36202FPH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4986 | PA      | $5018.77       | 0.00%             | 2041-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737037                      | CUSIP: 3620AQZA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2032 | PA      | $2041.15       | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403394                      | CUSIP: 36205XC77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3747 | PA      | $3805.29       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2020-47 AC                 | CUSIP: 38382EAJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9271872 | PA      | $7442913.35    | 0.07%             | 2050-04-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3452                      | CUSIP: 36179RZR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137706 | PA      | $119269.30     | 0.00%             | 2046-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614159                      | CUSIP: 36290QJC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4170 | PA      | $4212.47       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477544                      | CUSIP: 36209PP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8666 | PA      | $8894.77       | 0.00%             | 2028-11-15      | 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        |       1337 | PA      | $1356.30       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 475339                      | CUSIP: 36209MBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135458 | PA      | $129257.89     | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BY8987                      | CUSIP: 3140NR6Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64543 | PA      | $64324.81      | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666426                      | CUSIP: 36295CLF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4466 | PA      | $4057.25       | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505755                      | CUSIP: 36210XZU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5208 | PA      | $5345.60       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9408                      | CUSIP: 36180NNZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1505267 | PA      | $1360977.59    | 0.01%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 639117                      | CUSIP: 36291VAS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68732 | PA      | $69759.43      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496221                      | CUSIP: 36210MG62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5452 | PA      | $5529.08       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593851                      | CUSIP: 36201UWL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23822 | PA      | $24163.17      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636922                      | CUSIP: 36291SSK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49994 | PA      | $50826.91      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742401                      | CUSIP: 3620AWX62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8361 | PA      | $8210.18       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712973                      | CUSIP: 36297JCJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3124 | PA      | $3137.87       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580971                      | CUSIP: 36201EMU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11127 | PA      | $11377.33      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588137                      | CUSIP: 36201NLS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64417 | PA      | $65227.72      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613815                      | CUSIP: 36290N3Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3971 | PA      | $4031.22       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3588                      | CUSIP: 36178A6Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96166 | PA      | $89558.65      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738235                      | CUSIP: 3620ASEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     275501 | PA      | $264532.34     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582429                      | CUSIP: 36201GA62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41389 | PA      | $41735.95      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM4299                      | CUSIP: 3140J8X57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     242100 | PA      | $238965.69     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771330                      | CUSIP: 36176NVX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     388623 | PA      | $362358.41     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593835                      | CUSIP: 36201UV43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12933 | PA      | $13106.81      | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552967                      | CUSIP: 36213FJL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1110 | PA      | $1136.22       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629886                      | CUSIP: 36291JXP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3219 | PA      | $3237.18       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738548                      | CUSIP: 3620ASP94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2863 | PA      | $2875.49       | 0.00%             | 2041-07-15      | 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        |     238669 | PA      | $239441.22     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539286                      | CUSIP: 36212PCX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160407 | PA      | $148572.31     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615393                      | CUSIP: 36290RUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14795 | PA      | $14855.12      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568027                      | CUSIP: 36213YA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16403 | PA      | $16845.03      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779912                      | CUSIP: 36177HAM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11053 | PA      | $10389.19      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631765                      | CUSIP: 36291LZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35818 | PA      | $36299.92      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592043                      | CUSIP: 36201SWC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3669 | PA      | $3722.43       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781905                      | CUSIP: 36241KDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6014 | PA      | $6038.86       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685831                      | CUSIP: 36296A4Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22050 | PA      | $21632.51      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-193 A                 | CUSIP: 38383Y7M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11402050 | PA      | $8620251.03    | 0.08%             | 2051-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 657907                      | CUSIP: 36294R3Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1005 | PA      | $1024.86       | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475651                      | CUSIP: 36209ML85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         39 | PA      | $40.11         | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8379                      | CUSIP: 36178VJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200372 | PA      | $177312.56     | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627997                      | CUSIP: 36291GUW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1394 | PA      | $1399.14       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA7402                      | CUSIP: 3133KPGK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     181225 | PA      | $163024.07     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616892                      | CUSIP: 36290TKD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61197 | PA      | $61452.35      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZA2710                      | CUSIP: 31329LAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6951 | PA      | $6867.66       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577655                      | CUSIP: 36201AWQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33798 | PA      | $34671.11      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633688                      | CUSIP: 36291N6Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4999 | PA      | $5082.81       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC3808                      | CUSIP: 3617B7GR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     459385 | PA      | $416353.33     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584198                      | CUSIP: 36201H7K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15736 | PA      | $15917.17      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473675                      | CUSIP: 36209KFQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4794 | PA      | $4921.09       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546754                      | CUSIP: 36212XMB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32776 | PA      | $32916.05      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769888                      | CUSIP: 36176MCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70419 | PA      | $69222.32      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464501                      | CUSIP: 36208YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4198 | PA      | $4308.93       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4470                        | CUSIP: 36202E6F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38891 | PA      | $39883.15      | 0.00%             | 2039-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622477                      | CUSIP: 36291AQ69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29286 | PA      | $29393.47      | 0.00%             | 2033-09-15      | 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        |      42327 | PA      | $43557.81      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457150                      | CUSIP: 36208PZP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3235 | PA      | $3320.36       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649403                      | CUSIP: 36292HNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4742 | PA      | $4825.91       | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614106                      | CUSIP: 36290QGP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4690 | PA      | $4708.49       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709549                      | CUSIP: 36297EH24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129160 | PA      | $124055.77     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585052                      | CUSIP: 36201J5M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165824 | PA      | $168027.01     | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615519                      | CUSIP: 36290RYQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4121 | PA      | $4075.60       | 0.00%             | 2033-09-15      | 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        |      12528 | PA      | $12580.36      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507513                      | CUSIP: 36211AYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2449 | PA      | $2513.96       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618960                      | CUSIP: 36290VTR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13271 | PA      | $13315.71      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 3 8/25                    | CUSIP: 21H030682<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -365125000 | PA      | $-319028699.00 | -2.88%            | 2025-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5305                        | CUSIP: 36202F3N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27142 | PA      | $25959.44      | 0.00%             | 2042-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507768                      | CUSIP: 36211BCD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3437 | PA      | $3527.70       | 0.00%             | 2029-04-15      | 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        |      14800 | PA      | $15178.26      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637750                      | CUSIP: 36291TQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19614 | PA      | $19907.04      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778686                      | CUSIP: 36176W2T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121348 | PA      | $119184.42     | 0.00%             | 2041-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1922                      | CUSIP: 36177YD37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80950 | PA      | $74833.74      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560146                      | CUSIP: 36213PHX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7946 | PA      | $8122.52       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602389                      | CUSIP: 36200JF62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25839 | PA      | $25942.72      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600772                      | CUSIP: 36200GMV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54479 | PA      | $55340.01      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7535                      | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  107518476 | PA      | $94069527.37   | 0.85%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437480                      | CUSIP: 36207N6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5125 | PA      | $5197.40       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644790                      | CUSIP: 36292CKB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9466 | PA      | $9630.61       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605118                      | CUSIP: 36200NG39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6602 | PA      | $6619.35       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462198                      | CUSIP: 36208VNP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4393 | PA      | $4508.97       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783247                      | CUSIP: 36241LTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     455479 | PA      | $437210.84     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701809                      | CUSIP: 36296UVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131812 | PA      | $129630.59     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563674                      | CUSIP: 36213TFP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53135 | PA      | $54271.33      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475955                      | CUSIP: 36209MWQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8187 | PA      | $8403.09       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6664                      | CUSIP: 36181AMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70319 | PA      | $63389.32      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6177                      | CUSIP: 36178D2J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53235 | PA      | $46986.02      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5306                        | CUSIP: 36202F3P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30741 | PA      | $30213.19      | 0.00%             | 2042-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629971                      | CUSIP: 36291J2C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8450 | PA      | $8485.42       | 0.00%             | 2034-06-15      | 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        |     123929 | PA      | $124459.61     | 0.00%             | 2035-09-15      | 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        |      22739 | PA      | $22449.19      | 0.00%             | 2035-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780770                      | CUSIP: 36225A2B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15863 | PA      | $16086.20      | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 673303                      | CUSIP: 36295LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     264461 | PA      | $233989.01     | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537474                      | CUSIP: 36212MCK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6878 | PA      | $7060.18       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714036                      | CUSIP: 36297KHM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31226 | PA      | $31361.61      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1071                      | CUSIP: 36181GFL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1783321 | PA      | $1602242.59    | 0.01%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628097                      | CUSIP: 36291GX27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34542 | PA      | $35054.50      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C03487                      | CUSIP: 31292K2U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19627 | PA      | $19748.20      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509391                      | CUSIP: 36211C2Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1343 | PA      | $1378.84       | 0.00%             | 2029-07-15      | 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        |      26880 | PA      | $26992.30      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491004                      | CUSIP: 36210FNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4164 | PA      | $4222.48       | 0.00%             | 2028-12-15      | 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        |      48870 | PA      | $49778.75      | 0.00%             | 2032-09-15      | 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        |       3019 | PA      | $3061.08       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456900                      | CUSIP: 36208PRV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        967 | PA      | $967.04        | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613875                      | CUSIP: 36290N6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69721 | PA      | $70707.42      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535749                      | CUSIP: 36212KEW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17087 | PA      | $17538.56      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619565                      | CUSIP: 36290WJJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        734 | PA      | $737.10        | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637292                      | CUSIP: 36291S7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6091 | PA      | $6188.77       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473541                      | CUSIP: 36209KBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7429 | PA      | $7625.71       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553465                      | CUSIP: 36213FZ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1619 | PA      | $1551.77       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731537                      | CUSIP: 3620AJV63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37230 | PA      | $36546.66      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06620                      | CUSIP: 3128M8VM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84933 | PA      | $83671.35      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548609                      | CUSIP: 36213AN26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5338 | PA      | $5475.86       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768387                      | CUSIP: 36176KNC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62879 | PA      | $60279.78      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626250                      | CUSIP: 36291EWK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8040 | PA      | $8073.62       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488229                      | CUSIP: 36210CLJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         39 | PA      | $39.62         | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6865                      | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17994074 | PA      | $15157810.67   | 0.14%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782442                      | CUSIP: 36241KWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5479 | PA      | $5502.47       | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2934                      | CUSIP: 36178AHK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48780 | PA      | $44415.68      | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615962                      | CUSIP: 36290SJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4004 | PA      | $4114.39       | 0.00%             | 2033-06-15      | 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        |      74683 | PA      | $77042.96      | 0.00%             | 2035-11-15      | 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        |       1281 | PA      | $1315.38       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627109                      | CUSIP: 36291FVA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13811 | PA      | $14059.55      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q25069                      | CUSIP: 3132M5JN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84803 | PA      | $83218.92      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609352                      | CUSIP: 36202T5M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7196 | PA      | $7301.85       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1088                      | CUSIP: 36179NF52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     240226 | PA      | $211205.72     | 0.00%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0463                      | CUSIP: 36179MQQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147699 | PA      | $141073.65     | 0.00%             | 2042-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567993                      | CUSIP: 36213X7E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5145 | PA      | $5283.28       | 0.00%             | 2033-02-15      | 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        |      27695 | PA      | $28085.42      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510400                      | CUSIP: 36211D7M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21568 | PA      | $21912.53      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780734                      | CUSIP: 36225AY79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3449 | PA      | $3540.01       | 0.00%             | 2028-03-15      | 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        |       3663 | PA      | $3759.50       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434294                      | CUSIP: 36207KNK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3825 | PA      | $3878.71       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK7857                      | CUSIP: 36183RWS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88363 | PA      | $83923.91      | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627861                      | CUSIP: 36291GQN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38754 | PA      | $39412.05      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489980                      | CUSIP: 36210EJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1457 | PA      | $1495.59       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603872                      | CUSIP: 36200K2D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9246 | PA      | $9352.45       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753184                      | CUSIP: 36230MRD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     368255 | PA      | $341179.81     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487071                      | CUSIP: 36210BCG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24856 | PA      | $25512.99      | 0.00%             | 2029-04-15      | 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        |      22950 | PA      | $23556.70      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585199                      | CUSIP: 36201KDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12670 | PA      | $12851.34      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437092                      | CUSIP: 36207NRM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        248 | PA      | $252.80        | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620943                      | CUSIP: 36290XZG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1273 | PA      | $1290.30       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606771                      | CUSIP: 36201YCG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4211 | PA      | $4225.10       | 0.00%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712010                      | CUSIP: 36297HAK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     179814 | PA      | $180589.94     | 0.00%             | 2039-06-15      | 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        |      17632 | PA      | $17316.64      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0996                      | CUSIP: 36180CC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1841272 | PA      | $1624293.99    | 0.01%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541503                      | CUSIP: 36212RRY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27140 | PA      | $27862.92      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC3733                      | CUSIP: 36179DEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     311382 | PA      | $275836.32     | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602246                      | CUSIP: 36200JBP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4523 | PA      | $4592.42       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625985                      | CUSIP: 36291ENA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1264 | PA      | $1268.70       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6403                      | CUSIP: 36178EDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     548720 | PA      | $493002.93     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457871                      | CUSIP: 36208QT48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5267 | PA      | $5406.19       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650080                      | CUSIP: 36292JFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35178 | PA      | $35328.83      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501481                      | CUSIP: 36210TCS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1498 | PA      | $1537.91       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750297                      | CUSIP: 3620C6RS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29344 | PA      | $28774.92      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505684                      | CUSIP: 36210XXM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        304 | PA      | $312.34        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4644                      | CUSIP: 3617BLER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87312 | PA      | $79133.77      | 0.00%             | 2047-09-15      | 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        |      11083 | PA      | $10016.03      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541587                      | CUSIP: 36212RUL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5009 | PA      | $5028.78       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474580                      | CUSIP: 36209LFV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2204 | PA      | $2234.78       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566496                      | CUSIP: 36213WKH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6506 | PA      | $6531.60       | 0.00%             | 2033-09-15      | 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        |      45039 | PA      | $45228.23      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL4911                      | CUSIP: 3138EMN56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8264 | PA      | $8169.38       | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721203                      | CUSIP: 3620A7GL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167380 | PA      | $168102.75     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578001                      | CUSIP: 36201BDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27864 | PA      | $28228.93      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438553                      | CUSIP: 36207QE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1437 | PA      | $1411.48       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599416                      | CUSIP: 36200E3Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7251 | PA      | $7339.27       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751247                      | CUSIP: 36230KL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10333 | PA      | $9919.03       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487134                      | CUSIP: 36210BEF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133960 | PA      | $134514.94     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6543                      | CUSIP: 36179VHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2991921 | PA      | $2796990.33    | 0.03%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 450367                      | CUSIP: 36208GJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9389 | PA      | $9637.61       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499817                      | CUSIP: 36210RG20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8164 | PA      | $8379.58       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705145                      | CUSIP: 36296YL26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3679 | PA      | $3532.70       | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644749                      | CUSIP: 36292CH23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8074 | PA      | $8107.12       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-79 BZ                 | CUSIP: 38378THG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6762680 | PA      | $5932024.86    | 0.05%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720097                      | CUSIP: 3620A57J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1144304 | PA      | $1125364.99    | 0.01%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610202                      | CUSIP: 36202U3K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12606 | PA      | $12860.34      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721337                      | CUSIP: 3620A7LS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     382910 | PA      | $375877.06     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7501                      | CUSIP: 36181BKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     459921 | PA      | $427194.09     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 417338                      | CUSIP: 36206PS35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        538 | PA      | $538.67        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590111                      | CUSIP: 36201QR88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12310 | PA      | $12361.77      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3568                        | CUSIP: 36202D6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2573 | PA      | $2586.81       | 0.00%             | 2034-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621698                      | CUSIP: 36290YUX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        410 | PA      | $405.24        | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616691                      | CUSIP: 36290TC49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53392 | PA      | $54205.86      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559743                      | CUSIP: 36213NZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9507 | PA      | $9736.68       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653531                      | CUSIP: 36292NA83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5795 | PA      | $5897.62       | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643570                      | CUSIP: 36292A6F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20421 | PA      | $20530.38      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 455018                      | CUSIP: 36208MPB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1539 | PA      | $1579.42       | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553063                      | CUSIP: 36213FML4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7913 | PA      | $7939.93       | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723847                      | CUSIP: 3620AAEU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110022 | PA      | $110495.61     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI3113                      | CUSIP: 36198PN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116639 | PA      | $113961.10     | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733733                      | CUSIP: 3620AMEE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     187004 | PA      | $187803.05     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724825                      | CUSIP: 3620ABHA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7167 | PA      | $7096.58       | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697852                      | CUSIP: 36296QH51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5754 | PA      | $5778.91       | 0.00%             | 2039-02-15      | 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        |     168002 | PA      | $168737.54     | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644587                      | CUSIP: 36292CCY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35233 | PA      | $35381.75      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553918                      | CUSIP: 36213GK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16393 | PA      | $16826.16      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483842                      | CUSIP: 36209WP30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6428 | PA      | $6518.38       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600734                      | CUSIP: 36200GLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9009 | PA      | $9225.11       | 0.00%             | 2034-01-15      | 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        |        896 | PA      | $908.15        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604485                      | CUSIP: 36200MRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30105 | PA      | $30791.62      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08559                      | CUSIP: 3128MJTR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     177844 | PA      | $174642.51     | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633365                      | CUSIP: 36291NTW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24287 | PA      | $24713.89      | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702082                      | CUSIP: 36296U6T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40227 | PA      | $39526.48      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798083                      | CUSIP: 36177S6V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103671 | PA      | $99056.29      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479494                      | CUSIP: 36209RUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     185010 | PA      | $177129.22     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567320                      | CUSIP: 36213XG57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8226 | PA      | $8447.97       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560149                      | CUSIP: 36213PH20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25241 | PA      | $25620.85      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781046                      | CUSIP: 36225BET1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125617 | PA      | $127386.46     | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598226                      | CUSIP: 36200DSP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17534 | PA      | $17776.53      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737904                      | CUSIP: 3620ARX97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     188482 | PA      | $175957.64     | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93643                      | CUSIP: 312942BL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8625 | PA      | $8274.05       | 0.00%             | 2040-09-01      | 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        |       3739 | PA      | $3558.19       | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635505                      | CUSIP: 36291RAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27291 | PA      | $28108.55      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614192                      | CUSIP: 36290QKD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126925 | PA      | $127314.22     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781635                      | CUSIP: 36225BY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     238803 | PA      | $244517.64     | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738520                      | CUSIP: 3620ASPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138077 | PA      | $135540.96     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793027                      | CUSIP: 36177MLH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     640120 | PA      | $613196.84     | 0.01%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621662                      | CUSIP: 36290YTT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3544 | PA      | $3593.71       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555361                      | CUSIP: 36213H5W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3974 | PA      | $4079.60       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602891                      | CUSIP: 36200JXU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90301 | PA      | $91841.55      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782935                      | CUSIP: 36241LHL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     175133 | PA      | $172132.33     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684159                      | CUSIP: 36295YB44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82621 | PA      | $82980.79      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458916                      | CUSIP: 36208RYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1148 | PA      | $1178.59       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756823                      | CUSIP: 36230RSL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21322 | PA      | $21410.51      | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443704                      | CUSIP: 36207V3M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4140 | PA      | $4198.01       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AX8694                      | CUSIP: 36196LUT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3274 | PA      | $2976.15       | 0.00%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613829                      | CUSIP: 36290N4N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22404 | PA      | $22485.79      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623598                      | CUSIP: 36291BX36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4571 | PA      | $4640.36       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584199                      | CUSIP: 36201H7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31394 | PA      | $31805.87      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603942                      | CUSIP: 36200K5B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62237 | PA      | $63084.91      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 639027                      | CUSIP: 36291U4L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67709 | PA      | $68791.55      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649265                      | CUSIP: 36292HJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19661 | PA      | $19745.05      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461398                      | CUSIP: 36208URT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4070 | PA      | $4177.40       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758473                      | CUSIP: 36230TMW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6314 | PA      | $6047.42       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463868                      | CUSIP: 36208XJM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7341 | PA      | $7534.91       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706806                      | CUSIP: 36297BGP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106098 | PA      | $103901.17     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498394                      | CUSIP: 36210PUT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        877 | PA      | $889.10        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620202                      | CUSIP: 36290XAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4691 | PA      | $4770.76       | 0.00%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438567                      | CUSIP: 36207QFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128098 | PA      | $128633.29     | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752989                      | CUSIP: 36230MKA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27550 | PA      | $26490.89      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564661                      | CUSIP: 36213UJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2184 | PA      | $2241.70       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749695                      | CUSIP: 3620C53C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26688 | PA      | $25645.95      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740470                      | CUSIP: 3620AUT38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78706 | PA      | $77341.12      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5854                      | CUSIP: 36179FQF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4027 | PA      | $3600.80       | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781702                      | CUSIP: 36225B3K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        193 | PA      | $197.30        | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745908                      | CUSIP: 3620C1U95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151833 | PA      | $145501.82     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618516                      | CUSIP: 36290VDV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        932 | PA      | $954.09        | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7690                      | CUSIP: 36181BRK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135075 | PA      | $121359.90     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544531                      | CUSIP: 36212U4Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2637 | PA      | $2692.96       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705914                      | CUSIP: 36297AGX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17235 | PA      | $16509.90      | 0.00%             | 2041-05-15      | 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        |      38171 | PA      | $36572.42      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3964                      | CUSIP: 36180FMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34334 | PA      | $31681.13      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BD4756                      | CUSIP: 3140FCJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      88683 | PA      | $75131.68      | 0.00%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553960                      | CUSIP: 36213GMH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6737 | PA      | $6923.12       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723739                      | CUSIP: 3620AABG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     341141 | PA      | $327408.53     | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588355                      | CUSIP: 36201NTL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10661 | PA      | $10694.49      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753313                      | CUSIP: 36230MVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201873 | PA      | $194018.28     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498470                      | CUSIP: 36210PW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2481 | PA      | $2482.55       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633720                      | CUSIP: 36291PAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93103 | PA      | $94566.75      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4703                      | CUSIP: 3617BLGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     431021 | PA      | $390646.13     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645419                      | CUSIP: 36292DAU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39148 | PA      | $39821.49      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478072                      | CUSIP: 36209QCH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5544 | PA      | $5690.88       | 0.00%             | 2028-05-15      | 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        |       1820 | PA      | $1845.87       | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550684                      | CUSIP: 36213CXM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1168 | PA      | $1153.47       | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470903                      | CUSIP: 36209GDG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        985 | PA      | $1010.67       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626677                      | CUSIP: 36291FFS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19982 | PA      | $20261.35      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614639                      | CUSIP: 36290QZC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97145 | PA      | $97531.93      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK4653                      | CUSIP: 36183NE24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     525338 | PA      | $464807.67     | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562697                      | CUSIP: 36213SDA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51872 | PA      | $52578.59      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697655                      | CUSIP: 36296QBY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1020 | PA      | $1046.57       | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521364                      | CUSIP: 36211SFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2112 | PA      | $2088.14       | 0.00%             | 2035-06-15      | 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        |     262700 | PA      | $256397.19     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565002                      | CUSIP: 36213UU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        546 | PA      | $559.97        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621256                      | CUSIP: 36290YE53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6063 | PA      | $6239.98       | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9015                      | CUSIP: 36180NAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87625 | PA      | $78890.55      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764836                      | CUSIP: 36176FPV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4596 | PA      | $4409.30       | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4652                      | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  114450346 | PA      | $104283698.80  | 0.94%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574671                      | CUSIP: 36200WMU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10693 | PA      | $10737.51      | 0.00%             | 2034-04-15      | 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        |      26188 | PA      | $26954.10      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 681601                      | CUSIP: 36295VGJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69644 | PA      | $69942.91      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717795                      | CUSIP: 3620A3NL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     344856 | PA      | $332088.86     | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553915                      | CUSIP: 36213GK42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12654 | PA      | $12990.96      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4220                        | CUSIP: 36202EVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65202 | PA      | $65618.84      | 0.00%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611457                      | CUSIP: 36202WJA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7690 | PA      | $7861.28       | 0.00%             | 2033-04-15      | 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        |       1721 | PA      | $1766.34       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A95582                      | CUSIP: 312944FX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10354 | PA      | $9944.46       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541497                      | CUSIP: 36212RRS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14567 | PA      | $14886.40      | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475072                      | CUSIP: 36209LW93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2881 | PA      | $2957.66       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625057                      | CUSIP: 36291DME0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143809 | PA      | $146001.00     | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607631                      | CUSIP: 36202SA81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41987 | PA      | $42991.64      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783361                      | CUSIP: 36241LWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     777934 | PA      | $746063.07     | 0.01%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8260                      | CUSIP: 36178GE91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130955 | PA      | $118199.76     | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462455                      | CUSIP: 36208VWQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1945 | PA      | $1996.76       | 0.00%             | 2028-01-15      | 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        |      15898 | PA      | $16318.24      | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2148                      | CUSIP: 36178ML58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     501390 | PA      | $465311.90     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564344                      | CUSIP: 36213T5D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        512 | PA      | $525.92        | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643373                      | CUSIP: 36292AXA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25214 | PA      | $25323.26      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586312                      | CUSIP: 36201LKZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72406 | PA      | $73480.09      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4919                      | CUSIP: 31418EPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1191131 | PA      | $1191201.38    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471630                      | CUSIP: 36209G4P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15345 | PA      | $15560.91      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2015-18 ZC                 | CUSIP: 3136AM3R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13209705 | PA      | $12215511.23   | 0.11%             | 2040-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626479                      | CUSIP: 36291E6Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17989 | PA      | $18486.80      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3863                        | CUSIP: 36202EJG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     282227 | PA      | $283912.67     | 0.00%             | 2036-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764183                      | CUSIP: 36176EXL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     300851 | PA      | $295151.82     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492132                      | CUSIP: 36210GVZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6547 | PA      | $6638.81       | 0.00%             | 2029-01-15      | 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        |       8650 | PA      | $8878.42       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618958                      | CUSIP: 36290VTP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24387 | PA      | $24778.93      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619840                      | CUSIP: 36290WS52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17700 | PA      | $17878.41      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565405                      | CUSIP: 36213VDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2005 | PA      | $2026.09       | 0.00%             | 2031-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547917                      | CUSIP: 36212YVJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11355 | PA      | $11655.12      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A94611                      | CUSIP: 312943DQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1172 | PA      | $1155.37       | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A87580                      | CUSIP: 312934M58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      81715 | PA      | $82222.32      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551694                      | CUSIP: 36213D3B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1774 | PA      | $1812.54       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614643                      | CUSIP: 36290QZG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64999 | PA      | $65970.63      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737663                      | CUSIP: 3620ARQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24911 | PA      | $23927.03      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624388                      | CUSIP: 36291CUM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23185 | PA      | $23553.59      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3500                        | CUSIP: 36202D3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1767178 | PA      | $1803224.60    | 0.02%             | 2034-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 421728                      | CUSIP: 36206UPM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         19 | PA      | $19.50         | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4287                      | CUSIP: 36179DXQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1672509 | PA      | $1479798.79    | 0.01%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723432                      | CUSIP: 3620A9VZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40897 | PA      | $41074.82      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473953                      | CUSIP: 36209KQE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1441 | PA      | $1442.02       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5801                      | CUSIP: 36178SNS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     340262 | PA      | $314896.44     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4446                      | CUSIP: 36180F5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4520 | PA      | $4130.46       | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614548                      | CUSIP: 36290QWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107893 | PA      | $108287.23     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470462                      | CUSIP: 36209FTT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1439 | PA      | $1459.04       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462920                      | CUSIP: 36208WG56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        227 | PA      | $232.74        | 0.00%             | 2028-06-15      | 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        |       1435 | PA      | $1473.13       | 0.00%             | 2028-03-15      | 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        |      21068 | PA      | $21364.67      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 416479                      | CUSIP: 36206NUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1123 | PA      | $1138.73       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770445                      | CUSIP: 36176MWE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110131 | PA      | $105538.82     | 0.00%             | 2041-06-15      | 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        |     237397 | PA      | $228306.19     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598252                      | CUSIP: 36200DTH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19378 | PA      | $19914.04      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494526                      | CUSIP: 36210KLF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9488 | PA      | $9621.76       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658017                      | CUSIP: 36294SAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        346 | PA      | $351.12        | 0.00%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737991                      | CUSIP: 3620AR2Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151641 | PA      | $145671.50     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493626                      | CUSIP: 36210JLF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14854 | PA      | $15063.54      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608762                      | CUSIP: 36202TJF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2685 | PA      | $2725.99       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686467                      | CUSIP: 36296BTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12419 | PA      | $12660.62      | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748374                      | CUSIP: 3620C4MX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39007 | PA      | $36316.31      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 412605                      | CUSIP: 36206JKS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        193 | PA      | $192.68        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603493                      | CUSIP: 36200KNJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24116 | PA      | $24384.89      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650709                      | CUSIP: 36292J3S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2615 | PA      | $2660.64       | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN6687                      | CUSIP: 36186PNC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     442850 | PA      | $393518.66     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618878                      | CUSIP: 36290VQ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        468 | PA      | $469.42        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535778                      | CUSIP: 36212KFT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5595 | PA      | $5742.82       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6886                      | CUSIP: 36183QUK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15717 | PA      | $13992.97      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620525                      | CUSIP: 36290XLE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2432 | PA      | $2441.91       | 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        |     199322 | PA      | $200033.73     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1092                      | CUSIP: 36179NF94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9140 | PA      | $8988.38       | 0.00%             | 2043-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AO0323                      | CUSIP: 3138LQLD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13144 | PA      | $12974.06      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742217                      | CUSIP: 3620AWSE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31410 | PA      | $30862.75      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460323                      | CUSIP: 36208TLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3392 | PA      | $3481.54       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644640                      | CUSIP: 36292CEM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18063 | PA      | $18628.03      | 0.00%             | 2035-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599801                      | CUSIP: 36200FKN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8600 | PA      | $8714.48       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599167                      | CUSIP: 36200ETY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2441 | PA      | $2509.41       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641635                      | CUSIP: 36291XY86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114454 | PA      | $116361.80     | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562699                      | CUSIP: 36213SDC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54622 | PA      | $55289.69      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710832                      | CUSIP: 36297FVZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147805 | PA      | $142144.92     | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641779                      | CUSIP: 36291X6Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        715 | PA      | $717.81        | 0.00%             | 2035-09-15      | 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        |       1608 | PA      | $1654.09       | 0.00%             | 2034-07-15      | 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        |      17674 | PA      | $18041.41      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613872                      | CUSIP: 36290N6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33098 | PA      | $33202.23      | 0.00%             | 2033-09-15      | 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        |       2932 | PA      | $2881.51       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618478                      | CUSIP: 36290VCP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48493 | PA      | $49232.61      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563688                      | CUSIP: 36213TF57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10162 | PA      | $10278.78      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 511469                      | CUSIP: 36211FFJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         60 | PA      | $61.77         | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                         | NOM TSY FICC                   | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |   50000000 | PA      | $50000000.00   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498383                      | CUSIP: 36210PUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1206 | PA      | $1237.99       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3829                        | CUSIP: 36202EHE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62228 | PA      | $62598.36      | 0.00%             | 2036-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642233                      | CUSIP: 36291YPS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9633 | PA      | $9791.53       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588402                      | CUSIP: 36201NU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10333 | PA      | $10361.66      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460754                      | CUSIP: 36208TZT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        190 | PA      | $195.51        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726000                      | CUSIP: 3620ACRV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14078 | PA      | $13838.71      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611469                      | CUSIP: 36202WJN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3264 | PA      | $3311.86       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q03168                      | CUSIP: 3132GJFH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        750 | PA      | $738.36        | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710483                      | CUSIP: 36297FJ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24627 | PA      | $23684.29      | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512616                      | CUSIP: 36211GN90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6331 | PA      | $6498.47       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616362                      | CUSIP: 36290SWX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75134 | PA      | $75434.21      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572257                      | CUSIP: 36200TWS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61368 | PA      | $62349.65      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8635                      | CUSIP: 36178GSY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     517463 | PA      | $465689.47     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487602                      | CUSIP: 36210BU37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14698 | PA      | $15086.63      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598687                      | CUSIP: 36200ECY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109757 | PA      | $111419.42     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475865                      | CUSIP: 36209MTW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         75 | PA      | $76.52         | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600031                      | CUSIP: 36200FSU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5610 | PA      | $5666.06       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791615                      | CUSIP: 36177KYM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34191 | PA      | $32680.35      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637995                      | CUSIP: 36291TXY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35174 | PA      | $35776.10      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592376                      | CUSIP: 36201TCM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26608 | PA      | $26970.57      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658181                      | CUSIP: 36294SFW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40536 | PA      | $41250.90      | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738890                      | CUSIP: 3620AS2X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13749 | PA      | $13211.49      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698334                      | CUSIP: 36296QY78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1371 | PA      | $1320.34       | 0.00%             | 2039-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599610                      | CUSIP: 36200FDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11135 | PA      | $11181.85      | 0.00%             | 2035-10-15      | 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        |      21452 | PA      | $21512.28      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563500                      | CUSIP: 36213S7M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20511 | PA      | $20807.91      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594430                      | CUSIP: 36201VLK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        481 | PA      | $489.75        | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8058                      | CUSIP: 36178U5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     380680 | PA      | $353187.61     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ4685                      | CUSIP: 36183AF21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155291 | PA      | $142743.67     | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636572                      | CUSIP: 36291SFM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2994 | PA      | $3006.62       | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488059                      | CUSIP: 36210CE82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1505 | PA      | $1545.26       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583166                      | CUSIP: 36201GZ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20773 | PA      | $21070.93      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE4274                      | CUSIP: 36180WXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170077 | PA      | $152069.47     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640146                      | CUSIP: 36291WET4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63058 | PA      | $64006.79      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606859                      | CUSIP: 36201YE85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63473 | PA      | $63728.67      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598045                      | CUSIP: 36200DL27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        129 | PA      | $132.91        | 0.00%             | 2033-01-15      | 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        |       4193 | PA      | $4252.38       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612859                      | CUSIP: 36202XZY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18198 | PA      | $18452.76      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471623                      | CUSIP: 36209G4G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7564 | PA      | $7670.39       | 0.00%             | 2028-11-15      | 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        |      36542 | PA      | $37386.36      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588174                      | CUSIP: 36201NMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19087 | PA      | $19283.06      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530985                      | CUSIP: 36212D2S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        545 | PA      | $559.54        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622293                      | CUSIP: 36291AKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4869 | PA      | $4888.75       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485684                      | CUSIP: 36209YRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        287 | PA      | $294.52        | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07665                      | CUSIP: 3128M9Z62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79373 | PA      | $79865.48      | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648503                      | CUSIP: 36292GNU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     218449 | PA      | $221942.09     | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719472                      | CUSIP: 3620A5JR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7198 | PA      | $6897.54       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1732                      | CUSIP: 36180C4R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2852818 | PA      | $2524503.39    | 0.02%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620088                      | CUSIP: 36290W2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9392 | PA      | $9658.18       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8268                      | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19615739 | PA      | $18798103.91   | 0.17%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459014                      | CUSIP: 36208R3X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14740 | PA      | $14947.23      | 0.00%             | 2029-03-15      | 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        |     146293 | PA      | $149712.27     | 0.00%             | 2032-09-15      | 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        |       1646 | PA      | $1679.74       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625972                      | CUSIP: 36291EMV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2540 | PA      | $2538.63       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 668651                      | CUSIP: 36295EZQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6246 | PA      | $6273.17       | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558945                      | CUSIP: 36213M5E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1635 | PA      | $1658.33       | 0.00%             | 2033-04-15      | 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        |       2294 | PA      | $2353.23       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781562                      | CUSIP: 36225BWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107648 | PA      | $110494.73     | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481402                      | CUSIP: 36209TX79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6582 | PA      | $6674.54       | 0.00%             | 2028-12-15      | 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        |        818 | PA      | $838.76        | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5906                      | CUSIP: 36178DR37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     260415 | PA      | $241268.27     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478216                      | CUSIP: 36209QGZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        679 | PA      | $697.28        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552775                      | CUSIP: 36213FCL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1422 | PA      | $1455.68       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608138                      | CUSIP: 36202SS33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23224 | PA      | $23536.71      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6867                      | CUSIP: 36178TTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222521 | PA      | $206218.61     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573994                      | CUSIP: 36200VUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10012 | PA      | $10234.49      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616685                      | CUSIP: 36290TCW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113952 | PA      | $115774.00     | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653560                      | CUSIP: 36292NB58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4868 | PA      | $5004.97       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2524                      | CUSIP: 36180UYV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181191 | PA      | $169047.88     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 257727                      | CUSIP: 36219SHC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2061 | PA      | $2088.62       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8901                      | CUSIP: 36180M3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     228345 | PA      | $205328.40     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 639489                      | CUSIP: 36291VNE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20883 | PA      | $21214.64      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608426                      | CUSIP: 36202S4K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24665 | PA      | $24949.27      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642303                      | CUSIP: 36291YRY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22976 | PA      | $23364.16      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606654                      | CUSIP: 36201X5P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12512 | PA      | $12684.68      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564751                      | CUSIP: 36213UL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19375 | PA      | $19749.73      | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727901                      | CUSIP: 3620AEU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     350413 | PA      | $335737.74     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609590                      | CUSIP: 36202UF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74522 | PA      | $75273.04      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776803                      | CUSIP: 36176UX83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     198922 | PA      | $190033.49     | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488246                      | CUSIP: 36210CL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        500 | PA      | $513.51        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635985                      | CUSIP: 36291RRE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23149 | PA      | $23241.40      | 0.00%             | 2034-12-15      | 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        |      62648 | PA      | $62850.25      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635533                      | CUSIP: 36291RBA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46427 | PA      | $47189.58      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487547                      | CUSIP: 36210BTC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4178 | PA      | $4288.34       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611881                      | CUSIP: 36202WXJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16699 | PA      | $16765.63      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1432                      | CUSIP: 36178LSV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25854 | PA      | $23919.86      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710747                      | CUSIP: 36297FTC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1167396 | PA      | $1123058.02    | 0.01%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492692                      | CUSIP: 36210HKD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8789 | PA      | $8912.69       | 0.00%             | 2029-03-15      | 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        |      11467 | PA      | $11756.71      | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483234                      | CUSIP: 36209VY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2601 | PA      | $2669.40       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703535                      | CUSIP: 36296WSY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2224 | PA      | $2233.96       | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614435                      | CUSIP: 36290QSY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25637 | PA      | $26028.12      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545904                      | CUSIP: 36212WNV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        296 | PA      | $302.83        | 0.00%             | 2031-09-15      | 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        |        964 | PA      | $953.44        | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4453                      | CUSIP: 36178B5N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98872 | PA      | $94538.80      | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598088                      | CUSIP: 36200DND1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5051 | PA      | $5101.88       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503354                      | CUSIP: 36210VE31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        541 | PA      | $555.06        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622483                      | CUSIP: 36291ARC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9558 | PA      | $9591.40       | 0.00%             | 2033-10-15      | 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        |       3812 | PA      | $3839.10       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465574                      | CUSIP: 36209AFP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5116 | PA      | $5251.57       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607813                      | CUSIP: 36202SGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5689 | PA      | $5767.37       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AC0186                      | CUSIP: 36178YF34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1332723 | PA      | $1235355.64    | 0.01%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499538                      | CUSIP: 36210Q4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8840 | PA      | $8964.22       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0321                      | CUSIP: 36198KLA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     764561 | PA      | $680424.81     | 0.01%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475201                      | CUSIP: 36209L3J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1406 | PA      | $1443.03       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2522                      | CUSIP: 36179QYT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14041179 | PA      | $13329800.85   | 0.12%             | 2045-01-20      | 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        |      35376 | PA      | $33600.04      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471809                      | CUSIP: 36209HDN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2958 | PA      | $3036.37       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627808                      | CUSIP: 36291GNZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2810 | PA      | $2894.40       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6567                      | CUSIP: 36181AJL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86291 | PA      | $77433.86      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643735                      | CUSIP: 36292BEG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54782 | PA      | $55699.74      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629475                      | CUSIP: 36291JJU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52005 | PA      | $52207.80      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2104 PG                    | CUSIP: 3133THA56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48784 | PA      | $49418.66      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93485                      | CUSIP: 3129412S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2769 | PA      | $2786.07       | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722112                      | CUSIP: 3620A8GV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24330 | PA      | $23906.30      | 0.00%             | 2040-01-15      | 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        |       3501 | PA      | $3348.98       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445350                      | CUSIP: 36207XWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         93 | PA      | $95.26         | 0.00%             | 2028-02-15      | 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        |      14438 | PA      | $14811.01      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724859                      | CUSIP: 3620ABJC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132270 | PA      | $122243.34     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483213                      | CUSIP: 36209VYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6259 | PA      | $6424.12       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490408                      | CUSIP: 36210EYD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4192 | PA      | $4250.59       | 0.00%             | 2029-04-15      | 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        |      11666 | PA      | $11830.61      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486447                      | CUSIP: 36210AL47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13270 | PA      | $13620.89      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ0710                      | CUSIP: 36182UYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84006 | PA      | $79760.55      | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733356                      | CUSIP: 3620ALWR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32526 | PA      | $33141.60      | 0.00%             | 2040-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774597                      | CUSIP: 36176SKJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45121 | PA      | $43215.50      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS4680                      | CUSIP: 3132A5FV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12465 | PA      | $10560.20      | 0.00%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q55052                      | CUSIP: 3132XXTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     137784 | PA      | $125358.52     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774605                      | CUSIP: 36176SKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59089 | PA      | $58064.48      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583174                      | CUSIP: 36201G2F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11042 | PA      | $11060.80      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652549                      | CUSIP: 36292L5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8017 | PA      | $8155.17       | 0.00%             | 2036-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484292                      | CUSIP: 36209W7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2340 | PA      | $2401.94       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612807                      | CUSIP: 36202XYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23199 | PA      | $23502.67      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB0622                      | CUSIP: 36178KVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67265 | PA      | $60738.80      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583668                      | CUSIP: 36201HMR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59546 | PA      | $60448.14      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05262                      | CUSIP: 3128M7FB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11883 | PA      | $11732.75      | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487060                      | CUSIP: 36210BB53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24760 | PA      | $25109.32      | 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        |       1183 | PA      | $1214.50       | 0.00%             | 2031-03-15      | 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        |       4255 | PA      | $4373.75       | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612888                      | CUSIP: 36202X2V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10077 | PA      | $10192.92      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456623                      | CUSIP: 36208PG85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3671 | PA      | $3768.31       | 0.00%             | 2028-08-15      | 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        |       1259 | PA      | $1292.55       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620118                      | CUSIP: 36290W4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4525 | PA      | $4543.99       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781538                      | CUSIP: 36225BV70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10063 | PA      | $10329.28      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574679                      | CUSIP: 36200WM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69516 | PA      | $70451.97      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615540                      | CUSIP: 36290RZD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3815 | PA      | $3916.70       | 0.00%             | 2033-09-15      | 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        |       7113 | PA      | $7212.74       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791813                      | CUSIP: 36177LAP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     226304 | PA      | $209205.91     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553122                      | CUSIP: 36213FPF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26072 | PA      | $26408.95      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475690                      | CUSIP: 36209MNF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7379 | PA      | $7482.55       | 0.00%             | 2028-11-15      | 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        |      16259 | PA      | $16325.89      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474047                      | CUSIP: 36209KTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7500 | PA      | $7698.81       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552454                      | CUSIP: 36213EWP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2590 | PA      | $2615.94       | 0.00%             | 2032-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618327                      | CUSIP: 36290U4L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103272 | PA      | $106256.98     | 0.00%             | 2036-04-15      | 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        |       4583 | PA      | $4704.16       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AO7977                      | CUSIP: 3138LY2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     286430 | PA      | $282342.28     | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606311                      | CUSIP: 36201XR83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     178806 | PA      | $184427.37     | 0.00%             | 2036-05-15      | 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        |        328 | PA      | $337.05        | 0.00%             | 2029-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4640                        | CUSIP: 36202FEM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2095 | PA      | $2160.48       | 0.00%             | 2040-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770708                      | CUSIP: 36176NAH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1289 | PA      | $1294.17       | 0.00%             | 2041-06-15      | 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        |     174781 | PA      | $175483.75     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456779                      | CUSIP: 36208PM47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        220 | PA      | $226.30        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637427                      | CUSIP: 36291TD88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68216 | PA      | $69336.34      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562467                      | CUSIP: 36213RZ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5131 | PA      | $5143.79       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760038                      | CUSIP: 36176AEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49518 | PA      | $48615.07      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530246                      | CUSIP: 36212DBP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        208 | PA      | $213.51        | 0.00%             | 2031-01-15      | 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        |        393 | PA      | $398.65        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675381                      | CUSIP: 36295NJ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28106 | PA      | $28639.34      | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620425                      | CUSIP: 36290XHA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12054 | PA      | $12164.36      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611282                      | CUSIP: 36202WCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92316 | PA      | $91289.82      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0424                      | CUSIP: 36177WPH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22379 | PA      | $20645.18      | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577633                      | CUSIP: 36201AV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82948 | PA      | $84624.16      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581618                      | CUSIP: 36201FDX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50057 | PA      | $50570.39      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706800                      | CUSIP: 36297BGH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113587 | PA      | $111249.61     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483905                      | CUSIP: 36209WR20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6418 | PA      | $6587.22       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2391                      | CUSIP: 36178MUQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16718 | PA      | $14983.57      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705911                      | CUSIP: 36297AGU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1864124 | PA      | $1786055.06    | 0.02%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1105                      | CUSIP: 36178LGN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     283878 | PA      | $262572.85     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594167                      | CUSIP: 36201VCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3812 | PA      | $3824.16       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469786                      | CUSIP: 36209E2T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3621 | PA      | $3716.82       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606128                      | CUSIP: 36201XLH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11529 | PA      | $11576.93      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590352                      | CUSIP: 36201QZR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25631 | PA      | $25935.60      | 0.00%             | 2032-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486850                      | CUSIP: 36210AZP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6727 | PA      | $6905.21       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618953                      | CUSIP: 36290VTJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74011 | PA      | $75131.88      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490264                      | CUSIP: 36210ETV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12232 | PA      | $12403.95      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747929                      | CUSIP: 3620C34N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1680585 | PA      | $1611733.64    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772090                      | CUSIP: 36176PRK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     384214 | PA      | $356164.85     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477547                      | CUSIP: 36209PP84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2992 | PA      | $3070.82       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489216                      | CUSIP: 36210DN98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7286 | PA      | $7388.34       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501457                      | CUSIP: 36210TB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16142 | PA      | $16369.03      | 0.00%             | 2029-03-15      | 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        |      17754 | PA      | $17506.71      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7514                      | CUSIP: 36181BK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1833392 | PA      | $1646553.77    | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615193                      | CUSIP: 36290RNJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10229 | PA      | $10380.20      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604747                      | CUSIP: 36200MZL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7128 | PA      | $7157.35       | 0.00%             | 2033-11-15      | 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        |       1281 | PA      | $1286.46       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8428                      | CUSIP: 36178VLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1073719 | PA      | $945730.03     | 0.01%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765945                      | CUSIP: 36176GWE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4548 | PA      | $4471.32       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627288                      | CUSIP: 36291F2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65828 | PA      | $66085.34      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV7449                      | CUSIP: 36195JH26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     827047 | PA      | $751901.78     | 0.01%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629577                      | CUSIP: 36291JM23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32898 | PA      | $33427.29      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678599                      | CUSIP: 36295R3G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17649 | PA      | $17724.82      | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609457                      | CUSIP: 36202UB28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54489 | PA      | $54708.48      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619603                      | CUSIP: 36290WKQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4286 | PA      | $4339.50       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493708                      | CUSIP: 36210JNZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3979 | PA      | $4035.33       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631362                      | CUSIP: 36291LMK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25767 | PA      | $25876.94      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A83575                      | CUSIP: 3129296L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     284975 | PA      | $286738.72     | 0.00%             | 2038-12-01      | 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        |       7440 | PA      | $7247.46       | 0.00%             | 2033-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 890850                      | CUSIP: 31410LWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53903 | PA      | $53133.24      | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473632                      | CUSIP: 36209KED6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        155 | PA      | $157.63        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621793                      | CUSIP: 36290YXW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        302 | PA      | $309.93        | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520136                      | CUSIP: 36211QY96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56763 | PA      | $57576.27      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563471                      | CUSIP: 36213S6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29972 | PA      | $30089.56      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646281                      | CUSIP: 36292D6S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26532 | PA      | $26990.73      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612872                      | CUSIP: 36202X2D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161178 | PA      | $161753.23     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749378                      | CUSIP: 3620C5Q75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165369 | PA      | $162129.76     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621975                      | CUSIP: 36290Y6L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51827 | PA      | $52041.30      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765881                      | CUSIP: 36176GUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63000 | PA      | $61794.06      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614570                      | CUSIP: 36290QW76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13783 | PA      | $13831.10      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622232                      | CUSIP: 36291AHH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117711 | PA      | $119592.93     | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595947                      | CUSIP: 36200BBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2621 | PA      | $2625.73       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486631                      | CUSIP: 36210ASU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4394 | PA      | $4510.70       | 0.00%             | 2028-10-15      | 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        |       1076 | PA      | $1091.60       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482832                      | CUSIP: 36209VLM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        542 | PA      | $556.68        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749037                      | CUSIP: 3620C5EJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31899 | PA      | $31556.18      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611602                      | CUSIP: 36202WNT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41210 | PA      | $41735.72      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555953                      | CUSIP: 36213JTJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1961 | PA      | $2013.30       | 0.00%             | 2031-04-15      | 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        |        140 | PA      | $143.51        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488220                      | CUSIP: 36210CK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26212 | PA      | $26581.50      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749680                      | CUSIP: 3620C52M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33192 | PA      | $32599.74      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480069                      | CUSIP: 36209SJN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1908 | PA      | $1958.09       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610564                      | CUSIP: 36202VJH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2297 | PA      | $2325.45       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487710                      | CUSIP: 36210BYF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64707 | PA      | $63650.73      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709777                      | CUSIP: 36297EQ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4397 | PA      | $4416.27       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729511                      | CUSIP: 3620AGN43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     524458 | PA      | $515397.44     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623500                      | CUSIP: 36291BUZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153113 | PA      | $155432.69     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621673                      | CUSIP: 36290YT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17245 | PA      | $17524.01      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467113                      | CUSIP: 36209B3W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5076 | PA      | $5209.72       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605799                      | CUSIP: 36200N7L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20169 | PA      | $20493.21      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG3574                      | CUSIP: 36181W6K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131177 | PA      | $121431.49     | 0.00%             | 2043-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 576281                      | CUSIP: 36200YFW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61355 | PA      | $62127.56      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604443                      | CUSIP: 36200MP49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87984 | PA      | $90162.35      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613876                      | CUSIP: 36290N6M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21206 | PA      | $21509.35      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629493                      | CUSIP: 36291JKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1295 | PA      | $1299.78       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL4048                      | CUSIP: 3138ELQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10945 | PA      | $10780.81      | 0.00%             | 2028-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445882                      | CUSIP: 36207YJ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4082 | PA      | $4189.69       | 0.00%             | 2029-04-15      | 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        |      24962 | PA      | $25313.56      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464432                      | CUSIP: 36208X4R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13297 | PA      | $13648.63      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571920                      | CUSIP: 36200TK98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8393 | PA      | $8614.66       | 0.00%             | 2031-11-15      | 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        |       4016 | PA      | $4122.39       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565158                      | CUSIP: 36213UZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7411 | PA      | $7432.82       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495071                      | CUSIP: 36210K6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1375 | PA      | $1411.52       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486759                      | CUSIP: 36210AWU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28095 | PA      | $28490.36      | 0.00%             | 2028-12-15      | 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        |        989 | PA      | $1014.99       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2056 Z                     | CUSIP: 3133TDZM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20966 | PA      | $21270.82      | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703183                      | CUSIP: 36296WFY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7023 | PA      | $6900.62       | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | 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      | $1827153.38    | 0.02%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612522                      | CUSIP: 36202XPF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11443 | PA      | $11608.81      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647306                      | CUSIP: 36292FDK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11416 | PA      | $11600.05      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3345                        | CUSIP: 36202DWE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2071 | PA      | $2079.01       | 0.00%             | 2033-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720786                      | CUSIP: 3620A6XP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23293 | PA      | $22897.17      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 514279                      | CUSIP: 36211JJY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1556 | PA      | $1597.11       | 0.00%             | 2029-06-15      | 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        |       2203 | PA      | $2261.24       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613025                      | CUSIP: 36290NA28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10880 | PA      | $10764.23      | 0.00%             | 2033-08-15      | 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        |     383490 | PA      | $367779.22     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2830                      | CUSIP: 36179CEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145469 | PA      | $134478.70     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0220                      | CUSIP: 36179MG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5066861 | PA      | $4691136.31    | 0.04%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585194                      | CUSIP: 36201KC79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19035 | PA      | $19287.87      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-169 ZK                | CUSIP: 38378YJZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16699803 | PA      | $14404374.68   | 0.13%             | 2043-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782493                      | CUSIP: 36241KXW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25419 | PA      | $25529.45      | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0855                      | CUSIP: 36179M5Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7233 | PA      | $7279.46       | 0.00%             | 2043-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602904                      | CUSIP: 36200JX96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4161 | PA      | $4213.00       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560327                      | CUSIP: 36213PPL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2105 | PA      | $2160.27       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622161                      | CUSIP: 36291AFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44336 | PA      | $44513.68      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783237                      | CUSIP: 36241LS23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10120315 | PA      | $9711310.47    | 0.09%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621936                      | CUSIP: 36290Y4V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7271 | PA      | $7298.50       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783604                      | CUSIP: 3622A2AD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     334779 | PA      | $310036.86     | 0.00%             | 2042-06-20      | 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        |      61066 | PA      | $58316.41      | 0.00%             | 2042-06-15      | 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        |       3887 | PA      | $3962.50       | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734670                      | CUSIP: 3620ANFK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13995 | PA      | $13748.90      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572144                      | CUSIP: 36200TS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     289954 | PA      | $291189.03     | 0.00%             | 2034-12-15      | 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        |        812 | PA      | $814.71        | 0.00%             | 2033-08-15      | 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        |       1485 | PA      | $1491.30       | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604661                      | CUSIP: 36200MWW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99947 | PA      | $100303.46     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753596                      | CUSIP: 36230M7H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     369147 | PA      | $355660.63     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610422                      | CUSIP: 36202VD32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14011 | PA      | $14054.39      | 0.00%             | 2033-08-15      | 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        |      33200 | PA      | $33333.72      | 0.00%             | 2034-06-15      | 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        |      11997 | PA      | $12186.07      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 576282                      | CUSIP: 36200YFX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18830 | PA      | $19083.86      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705125                      | CUSIP: 36296YLE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114948 | PA      | $112961.86     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602774                      | CUSIP: 36200JT75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1676 | PA      | $1681.68       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580836                      | CUSIP: 36201EHM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14087 | PA      | $14134.23      | 0.00%             | 2034-06-15      | 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        |      11990 | PA      | $12042.03      | 0.00%             | 2037-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627890                      | CUSIP: 36291GRK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        497 | PA      | $504.08        | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587441                      | CUSIP: 36201MS60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141412 | PA      | $143091.10     | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603391                      | CUSIP: 36200KKC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4219 | PA      | $4269.86       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565134                      | CUSIP: 36213UY79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1771 | PA      | $1776.09       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN1857                      | CUSIP: 3138LEB34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1744402 | PA      | $1619179.97    | 0.01%             | 2031-06-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586283                      | CUSIP: 36201LJ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        925 | PA      | $940.29        | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611506                      | CUSIP: 36202WKT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1798 | PA      | $1822.15       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753764                      | CUSIP: 36230NFD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     327409 | PA      | $314176.63     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603571                      | CUSIP: 36200KQY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11349 | PA      | $11502.00      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692479                      | CUSIP: 36296JJY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8619 | PA      | $8656.20       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704473                      | CUSIP: 36296XT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24991 | PA      | $24129.00      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2595                      | CUSIP: 36177Y3C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212345 | PA      | $195833.47     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 424109                      | CUSIP: 36206XDN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        834 | PA      | $856.00        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8783                      | CUSIP: 36180MXL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     911206 | PA      | $820379.13     | 0.01%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490212                      | CUSIP: 36210ER92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6160 | PA      | $6250.45       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589530                      | CUSIP: 36201P4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2048 | PA      | $2044.26       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471674                      | CUSIP: 36209G6K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        995 | PA      | $1021.49       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719227                      | CUSIP: 3620A5A41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     391442 | PA      | $384680.07     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503392                      | CUSIP: 36210VF97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2304 | PA      | $2364.65       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495743                      | CUSIP: 36210LWC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1114 | PA      | $1143.82       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628895                      | CUSIP: 36291HUU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112008 | PA      | $112463.35     | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620282                      | CUSIP: 36290XCT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22448 | PA      | $23120.72      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3747                        | CUSIP: 36202EEU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     649908 | PA      | $653702.64     | 0.01%             | 2035-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445622                      | CUSIP: 36207YAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        634 | PA      | $642.05        | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1524                      | CUSIP: 36179NVR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3678 | PA      | $3702.09       | 0.00%             | 2043-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465577                      | CUSIP: 36209AFS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3407 | PA      | $3454.95       | 0.00%             | 2028-11-15      | 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        |      13085 | PA      | $13137.13      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782135                      | CUSIP: 36241KLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8234 | PA      | $8376.05       | 0.00%             | 2037-01-15      | 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        |      16146 | PA      | $15849.52      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446681                      | CUSIP: 36208CFW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        359 | PA      | $368.91        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530170                      | CUSIP: 36212C6F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7000 | PA      | $7184.96       | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457097                      | CUSIP: 36208PX29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        883 | PA      | $906.78        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C91335                      | CUSIP: 3128P7PU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8340 | PA      | $8239.36       | 0.00%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 518987                      | CUSIP: 36211PRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5939 | PA      | $6025.69       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472209                      | CUSIP: 36209HR64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        230 | PA      | $233.54        | 0.00%             | 2029-01-15      | 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        |       5342 | PA      | $5280.37       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 668877                      | CUSIP: 36295FCN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135518 | PA      | $136101.65     | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597773                      | CUSIP: 36200DCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5435 | PA      | $5498.49       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566517                      | CUSIP: 36213WK62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33790 | PA      | $33910.71      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483578                      | CUSIP: 36209WFT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        694 | PA      | $712.51        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5139                        | CUSIP: 36202FV86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     379464 | PA      | $363234.04     | 0.00%             | 2041-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786690                      | CUSIP: 3622ACKB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24501896 | PA      | $24639677.85   | 0.22%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603224                      | CUSIP: 36200KD53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38027 | PA      | $38525.81      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619281                      | CUSIP: 36290V6S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26323 | PA      | $26744.39      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631220                      | CUSIP: 36291LG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10119 | PA      | $10161.90      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720929                      | CUSIP: 3620A64N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103942 | PA      | $102088.49     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541622                      | CUSIP: 36212RVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59363 | PA      | $59610.10      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6188                      | CUSIP: 36178D2V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130596 | PA      | $121129.91     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97040                      | CUSIP: 312945ZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11307 | PA      | $10865.10      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620616                      | CUSIP: 36290XN97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100631 | PA      | $102145.04     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781963                      | CUSIP: 36241KFC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3970 | PA      | $4075.24       | 0.00%             | 2035-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749102                      | CUSIP: 3620C5GK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53296 | PA      | $52417.72      | 0.00%             | 2041-04-15      | 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        |     108276 | PA      | $106352.81     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615205                      | CUSIP: 36290RNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26235 | PA      | $26324.24      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493545                      | CUSIP: 36210JHW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1470 | PA      | $1500.52       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07034                      | CUSIP: 3128M9EF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     142483 | PA      | $143361.57     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3107                      | CUSIP: 36179RNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     350569 | PA      | $341844.63     | 0.00%             | 2045-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610228                      | CUSIP: 36202U4M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50748 | PA      | $51465.98      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1354                      | CUSIP: 36178LQF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     202517 | PA      | $187627.83     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762613                      | CUSIP: 36176DAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8854 | PA      | $8680.94       | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496474                      | CUSIP: 36210MQ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3983 | PA      | $4002.15       | 0.00%             | 2029-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 517023                      | CUSIP: 36211MLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3455 | PA      | $3508.85       | 0.00%             | 2029-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453438                      | CUSIP: 36208KV71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10728 | PA      | $10878.69      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580363                      | CUSIP: 36201DWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10590 | PA      | $10728.68      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633661                      | CUSIP: 36291N5W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24043 | PA      | $24438.04      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574574                      | CUSIP: 36200WJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11958 | PA      | $12294.56      | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606982                      | CUSIP: 36201YJ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10462 | PA      | $10620.33      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609672                      | CUSIP: 36202UJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102192 | PA      | $102591.53     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462444                      | CUSIP: 36208VWD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4246 | PA      | $4358.50       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613856                      | CUSIP: 36290N5R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35947 | PA      | $36092.59      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495405                      | CUSIP: 36210LKS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3323 | PA      | $3411.26       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649260                      | CUSIP: 36292HJD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20766 | PA      | $21233.76      | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619584                      | CUSIP: 36290WJ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16311 | PA      | $16131.81      | 0.00%             | 2033-08-15      | 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        |      24502 | PA      | $23449.19      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590097                      | CUSIP: 36201QRS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10781 | PA      | $10914.92      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666283                      | CUSIP: 36295CFY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     199565 | PA      | $180513.08     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486598                      | CUSIP: 36210ART6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6109 | PA      | $6270.68       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648120                      | CUSIP: 36292GAV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11140 | PA      | $11339.12      | 0.00%             | 2036-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701942                      | CUSIP: 36296UZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98427 | PA      | $98855.51      | 0.00%             | 2039-06-15      | 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        |      35008 | PA      | $35225.16      | 0.00%             | 2040-04-01      | 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        |       5403 | PA      | $5421.77       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697840                      | CUSIP: 36296QHR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39489 | PA      | $38849.82      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598726                      | CUSIP: 36200ED73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277143 | PA      | $278132.50     | 0.00%             | 2033-07-15      | 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        |       7317 | PA      | $7504.26       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612390                      | CUSIP: 36202XKB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4491 | PA      | $4509.02       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606717                      | CUSIP: 36201YAS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22843 | PA      | $23227.35      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491771                      | CUSIP: 36210GJQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         73 | PA      | $73.60         | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3974                        | CUSIP: 36202EMX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2324 | PA      | $2337.75       | 0.00%             | 2037-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630148                      | CUSIP: 36291KBR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31339 | PA      | $31840.08      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584107                      | CUSIP: 36201H3Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35103 | PA      | $35526.51      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG3587                      | CUSIP: 36181W6Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44447 | PA      | $40959.04      | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650399                      | CUSIP: 36292JRU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45349 | PA      | $45540.18      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499452                      | CUSIP: 36210QZR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3589 | PA      | $3639.83       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5233                        | CUSIP: 36202FY67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     673301 | PA      | $644213.08     | 0.01%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 795204                      | CUSIP: 36177PYA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66142 | PA      | $61653.20      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501574                      | CUSIP: 36210TFP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2298 | PA      | $2297.48       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772032                      | CUSIP: 36176PPR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82245 | PA      | $78726.65      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615496                      | CUSIP: 36290RXZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13071 | PA      | $12931.59      | 0.00%             | 2033-08-15      | 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        |      50775 | PA      | $48612.41      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5115                        | CUSIP: 36202FVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1649868 | PA      | $1621771.50    | 0.01%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487044                      | CUSIP: 36210BBM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44595 | PA      | $45315.83      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4383                      | CUSIP: 36179S2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   41855688 | PA      | $39351047.53   | 0.36%             | 2047-04-20      | 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        |     163324 | PA      | $146031.36     | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591926                      | CUSIP: 36201SSP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126265 | PA      | $127920.50     | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6092                      | CUSIP: 36179UXV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11502847 | PA      | $11108751.84   | 0.10%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520786                      | CUSIP: 36211RRF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3580 | PA      | $3594.70       | 0.00%             | 2035-03-15      | 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        |      10992 | PA      | $11038.04      | 0.00%             | 2035-06-15      | 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        |      10708 | PA      | $10310.30      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487492                      | CUSIP: 36210BRM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12203 | PA      | $12374.53      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625560                      | CUSIP: 36291D5V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9893 | PA      | $9932.92       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598205                      | CUSIP: 36200DR21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17691 | PA      | $18053.85      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564978                      | CUSIP: 36213UUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6771 | PA      | $6923.91       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648347                      | CUSIP: 36292GHY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154172 | PA      | $154829.70     | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495891                      | CUSIP: 36210L2Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1643 | PA      | $1665.71       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603770                      | CUSIP: 36200KW78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3178 | PA      | $3220.58       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 601417                      | CUSIP: 36200HDW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21683 | PA      | $21433.49      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497284                      | CUSIP: 36210NM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        685 | PA      | $684.00        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594082                      | CUSIP: 36201U6T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5972 | PA      | $5994.07       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460727                      | CUSIP: 36208TYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5784 | PA      | $5865.66       | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592954                      | CUSIP: 36201TWP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37598 | PA      | $38275.94      | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733724                      | CUSIP: 3620AMD58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2590 | PA      | $2544.55       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429680                      | CUSIP: 36207EJZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23391 | PA      | $23643.17      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640911                      | CUSIP: 36291XAL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17150 | PA      | $17421.32      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598271                      | CUSIP: 36200DT45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3259 | PA      | $3293.95       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2871                      | CUSIP: 36178NFL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130907 | PA      | $118056.90     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0108                      | CUSIP: 36180BDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     260588 | PA      | $240514.56     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO3555                      | CUSIP: 3617A35Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     415252 | PA      | $367405.55     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole                                               | CREDIT AGRICOLE TRIPARTY TSY   | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | RA               | CORP              | US        |   47700000 | PA      | $47700000.00   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737551                      | CUSIP: 3620ARL82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33497 | PA      | $32245.74      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4976                        | CUSIP: 36202FQ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5117 | PA      | $4760.58       | 0.00%             | 2041-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560807                      | CUSIP: 36213QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1899 | PA      | $1950.21       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625629                      | CUSIP: 36291EA68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67511 | PA      | $68324.67      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557670                      | CUSIP: 36213LQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19130 | PA      | $19636.16      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583070                      | CUSIP: 36201GW76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25586 | PA      | $26014.54      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4097                        | CUSIP: 36202ERS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4124 | PA      | $4150.38       | 0.00%             | 2038-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632189                      | CUSIP: 36291MKA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46202 | PA      | $46971.89      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758118                      | CUSIP: 36230TAT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9143 | PA      | $8234.96       | 0.00%             | 2042-12-15      | 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        |    4880960 | PA      | $2728572.92    | 0.02%             | 2051-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623459                      | CUSIP: 36291BTQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36581 | PA      | $37139.05      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475654                      | CUSIP: 36209MMB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5321 | PA      | $5395.84       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616937                      | CUSIP: 36290TLS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1308 | PA      | $1349.15       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613874                      | CUSIP: 36290N6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10042 | PA      | $10074.02      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480671                      | CUSIP: 36209S6G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        552 | PA      | $566.88        | 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        |        504 | PA      | $510.88        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599730                      | CUSIP: 36200FHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7475 | PA      | $7667.77       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5141                        | CUSIP: 36202FWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21962 | PA      | $22106.41      | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466407                      | CUSIP: 36209BDL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        532 | PA      | $545.89        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603329                      | CUSIP: 36200KHE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8671 | PA      | $8900.06       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741688                      | CUSIP: 3620AV6Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103968 | PA      | $101944.62     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721234                      | CUSIP: 3620A7HK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64954 | PA      | $65233.66      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783931                      | CUSIP: 3622A2LL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     418112 | PA      | $419930.25     | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 417388                      | CUSIP: 36206PUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        186 | PA      | $185.73        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643845                      | CUSIP: 36292BHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31515 | PA      | $32044.91      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566492                      | CUSIP: 36213WKD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61706 | PA      | $62652.88      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610977                      | CUSIP: 36202VXE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111345 | PA      | $111788.40     | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503560                      | CUSIP: 36210VMH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5130 | PA      | $5202.49       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562348                      | CUSIP: 36213RWH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2878 | PA      | $2889.51       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB9847                      | CUSIP: 31417G5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2583 | PA      | $2522.00       | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471242                      | CUSIP: 36209GP35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4035 | PA      | $4141.22       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597748                      | CUSIP: 36200DBR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21987 | PA      | $22518.99      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611596                      | CUSIP: 36202WNM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2035 | PA      | $2056.21       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687378                      | CUSIP: 36296CUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11498 | PA      | $11548.05      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA7680                      | CUSIP: 36178FQ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19254 | PA      | $17798.94      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468367                      | CUSIP: 36209DJL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2208 | PA      | $2238.63       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705311                      | CUSIP: 36296YR87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154042 | PA      | $151235.71     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647734                      | CUSIP: 36292FSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84407 | PA      | $84768.37      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457105                      | CUSIP: 36208PYA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16893 | PA      | $17131.29      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641616                      | CUSIP: 36291XYM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3880 | PA      | $3829.58       | 0.00%             | 2035-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590459                      | CUSIP: 36201Q5U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56722 | PA      | $57918.52      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0027                      | CUSIP: 36177WA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77023 | PA      | $71261.51      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658330                      | CUSIP: 36294SLK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        369 | PA      | $376.20        | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606980                      | CUSIP: 36201YJZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21732 | PA      | $22327.32      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611439                      | CUSIP: 36202WHQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        554 | PA      | $561.40        | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457724                      | CUSIP: 36208QPH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2239 | PA      | $2298.42       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782321                      | CUSIP: 36241KSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4103 | PA      | $4120.51       | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490609                      | CUSIP: 36210FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2864 | PA      | $2940.15       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641236                      | CUSIP: 36291XLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4919 | PA      | $4940.44       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569710                      | CUSIP: 36200Q3T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6384 | PA      | $6454.53       | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727815                      | CUSIP: 3620AESC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41216 | PA      | $40440.91      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9312                      | CUSIP: 36180NKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94036 | PA      | $84418.39      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750523                      | CUSIP: 3620C6YU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39722 | PA      | $38163.97      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462933                      | CUSIP: 36208WHJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3055 | PA      | $3135.42       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586904                      | CUSIP: 36201MAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46377 | PA      | $47395.24      | 0.00%             | 2032-09-15      | 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        |       3006 | PA      | $3048.41       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495765                      | CUSIP: 36210LW25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1400 | PA      | $1400.72       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452831                      | CUSIP: 36208KA82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        700 | PA      | $718.04        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731026                      | CUSIP: 3620AJD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19564 | PA      | $19221.44      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635403                      | CUSIP: 36291Q3L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120140 | PA      | $122215.56     | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0535                      | CUSIP: 36179MSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100236 | PA      | $95705.61      | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604585                      | CUSIP: 36200MUJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66673 | PA      | $65950.34      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 193706                      | CUSIP: 36217HDK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1269 | PA      | $1302.19       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633775                      | CUSIP: 36291PCL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28829 | PA      | $29302.07      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591919                      | CUSIP: 36201SSG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6167 | PA      | $6237.54       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621274                      | CUSIP: 36290YFP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2391 | PA      | $2398.99       | 0.00%             | 2033-09-15      | 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        |       5386 | PA      | $5523.85       | 0.00%             | 2032-12-15      | 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        |        181 | PA      | $186.09        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767041                      | CUSIP: 36176H5A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1246243 | PA      | $1117870.81    | 0.01%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583086                      | CUSIP: 36201GXP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20719 | PA      | $20908.98      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610295                      | CUSIP: 36202U7G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     357317 | PA      | $358740.39     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489825                      | CUSIP: 36210ED63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4926 | PA      | $5056.07       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563641                      | CUSIP: 36213TEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10309 | PA      | $10454.12      | 0.00%             | 2032-09-15      | 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        |      48937 | PA      | $49075.19      | 0.00%             | 2033-04-15      | 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        |       2193 | PA      | $2234.84       | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453456                      | CUSIP: 36208KWR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10510 | PA      | $10658.02      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602758                      | CUSIP: 36200JTP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        327 | PA      | $327.80        | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610246                      | CUSIP: 36202U5F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84614 | PA      | $85868.66      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780509                      | CUSIP: 36225AR69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2115 | PA      | $2116.49       | 0.00%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692739                      | CUSIP: 36296JS48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2337 | PA      | $2381.94       | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678510                      | CUSIP: 36295RYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5158 | PA      | $5180.62       | 0.00%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0127                      | CUSIP: 36181FD81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     527322 | PA      | $488825.25     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9627                      | CUSIP: 36179KVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     480402 | PA      | $444226.50     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491011                      | CUSIP: 36210FN44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        257 | PA      | $260.73        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521328                      | CUSIP: 36211SD95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49809 | PA      | $51293.39      | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770446                      | CUSIP: 36176MWF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75426 | PA      | $73991.81      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07828                      | CUSIP: 3128MAA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     834430 | PA      | $815637.79     | 0.01%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605301                      | CUSIP: 36200NNS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46324 | PA      | $47035.23      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592838                      | CUSIP: 36201TS32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41701 | PA      | $42424.54      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544164                      | CUSIP: 36212UQR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     233002 | PA      | $233990.80     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615181                      | CUSIP: 36290RM67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27075 | PA      | $27467.74      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7418                      | CUSIP: 36179WG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25721497 | PA      | $21635068.71   | 0.20%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686101                      | CUSIP: 36296BGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7756 | PA      | $7789.53       | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502730                      | CUSIP: 36210UPP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2426 | PA      | $2489.98       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645029                      | CUSIP: 36292CSS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174090 | PA      | $176962.99     | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603465                      | CUSIP: 36200KMN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     186558 | PA      | $188971.36     | 0.00%             | 2033-02-15      | 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        |   57232164 | PA      | $57571882.39   | 0.52%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494311                      | CUSIP: 36210KDQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4555 | PA      | $4675.24       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781659                      | CUSIP: 36225BZY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12652 | PA      | $12995.91      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580306                      | CUSIP: 36201DU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5317 | PA      | $5408.66       | 0.00%             | 2037-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486515                      | CUSIP: 36210AN86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5633 | PA      | $5712.70       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677004                      | CUSIP: 36295QDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9695 | PA      | $9736.82       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5660                      | CUSIP: 36178DJD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     282659 | PA      | $261731.56     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476305                      | CUSIP: 36209NDJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1756 | PA      | $1802.69       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626208                      | CUSIP: 36291EU90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11565 | PA      | $11615.46      | 0.00%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593463                      | CUSIP: 36201UJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4960 | PA      | $5032.95       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473538                      | CUSIP: 36209KBF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3174 | PA      | $3258.35       | 0.00%             | 2028-04-15      | 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        |       1599 | PA      | $1641.44       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07387                      | CUSIP: 3128M9RG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7214 | PA      | $6924.04       | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465975                      | CUSIP: 36209AT83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        537 | PA      | $551.55        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 411381                      | CUSIP: 36206G6S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1080 | PA      | $1080.65       | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638696                      | CUSIP: 36291URR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3342 | PA      | $3403.74       | 0.00%             | 2036-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550648                      | CUSIP: 36213CWH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4931 | PA      | $4951.20       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564913                      | CUSIP: 36213USA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         56 | PA      | $56.66         | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687189                      | CUSIP: 36296CNE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73589 | PA      | $73909.90      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624188                      | CUSIP: 36291CND3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5957 | PA      | $6045.64       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742235                      | CUSIP: 3620AWSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55694 | PA      | $53476.53      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704511                      | CUSIP: 36296XVC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20963 | PA      | $20623.67      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1919                      | CUSIP: 36180UDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     172523 | PA      | $155261.54     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733600                      | CUSIP: 3620AL7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23300 | PA      | $23397.98      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575388                      | CUSIP: 36200XF53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6671 | PA      | $6848.88       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0023                      | CUSIP: 36179MAY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     928678 | PA      | $887876.62     | 0.01%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728721                      | CUSIP: 3620AFSJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     283082 | PA      | $277719.20     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782044                      | CUSIP: 36241KHV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76002 | PA      | $78011.54      | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-41 TZ                 | CUSIP: 38379A5D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10820172 | PA      | $9916085.40    | 0.09%             | 2044-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AU0764                      | CUSIP: 36194MZ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     979640 | PA      | $890630.80     | 0.01%             | 2046-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482545                      | CUSIP: 36209VBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        621 | PA      | $637.47        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589552                      | CUSIP: 36201P5M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6349 | PA      | $6509.96       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675124                      | CUSIP: 36295NAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15672 | PA      | $15966.70      | 0.00%             | 2038-02-15      | 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        |       7633 | PA      | $7843.92       | 0.00%             | 2033-04-15      | 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        |     105175 | PA      | $108414.60     | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452805                      | CUSIP: 36208KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3940 | PA      | $4043.86       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606849                      | CUSIP: 36201YEW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4807 | PA      | $4753.25       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5140                        | CUSIP: 36202FV94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   30938813 | PA      | $30410223.42   | 0.27%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4558                        | CUSIP: 36202FB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     284863 | PA      | $280380.53     | 0.00%             | 2039-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606675                      | CUSIP: 36201X6L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59097 | PA      | $59943.58      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670380                      | CUSIP: 36295GXH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     422354 | PA      | $424197.20     | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6175                      | CUSIP: 36178D2G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     338503 | PA      | $313790.28     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712974                      | CUSIP: 36297JCK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47751 | PA      | $47957.19      | 0.00%             | 2039-04-15      | 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        |      53684 | PA      | $53918.11      | 0.00%             | 2038-04-15      | 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        |      61627 | PA      | $61867.40      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485597                      | CUSIP: 36209YNN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        449 | PA      | $454.96        | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706920                      | CUSIP: 36297BK91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     715827 | PA      | $685463.14     | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574668                      | CUSIP: 36200WMR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23629 | PA      | $23726.67      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530565                      | CUSIP: 36212DMN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         47 | PA      | $48.50         | 0.00%             | 2031-02-15      | 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        |       6214 | PA      | $6378.32       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471538                      | CUSIP: 36209GZB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2344 | PA      | $2406.06       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4832                        | CUSIP: 36202FLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121660 | PA      | $113149.78     | 0.00%             | 2040-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633553                      | CUSIP: 36291NZS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32244 | PA      | $32741.86      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606946                      | CUSIP: 36201YHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31719 | PA      | $32134.99      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599400                      | CUSIP: 36200E3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60478 | PA      | $60628.79      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487242                      | CUSIP: 36210BHT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10728 | PA      | $10885.76      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624371                      | CUSIP: 36291CT47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48524 | PA      | $49711.57      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BE2893                      | CUSIP: 3140FNGB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     532976 | PA      | $510961.57     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619177                      | CUSIP: 36290V2J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134699 | PA      | $136816.43     | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482802                      | CUSIP: 36209VKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4386 | PA      | $4502.33       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649520                      | CUSIP: 36292HSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103566 | PA      | $104010.44     | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734180                      | CUSIP: 3620AMUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78094 | PA      | $74894.53      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 531047                      | CUSIP: 36212D5G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14643 | PA      | $14819.91      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473184                      | CUSIP: 36209JUH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        453 | PA      | $459.34        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 389793                      | CUSIP: 36205F7E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128385 | PA      | $130112.57     | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778960                      | CUSIP: 36176XE96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     521686 | PA      | $485412.12     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF2661                      | CUSIP: 36181H5W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30726 | PA      | $27451.37      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647858                      | CUSIP: 36292FWT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     179267 | PA      | $184638.73     | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623481                      | CUSIP: 36291BUE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58442 | PA      | $59386.26      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737905                      | CUSIP: 3620ARYA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138246 | PA      | $132762.12     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495742                      | CUSIP: 36210LWB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7515 | PA      | $7620.98       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621572                      | CUSIP: 36290YQZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        606 | PA      | $608.44        | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658360                      | CUSIP: 36294SMH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5341 | PA      | $5364.30       | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737320                      | CUSIP: 3620ARDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171956 | PA      | $165033.50     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599632                      | CUSIP: 36200FED6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3928 | PA      | $3944.42       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3172                      | CUSIP: 36179RQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21593923 | PA      | $19149275.16   | 0.17%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767263                      | CUSIP: 36176JFC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51627 | PA      | $49436.69      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0690                      | CUSIP: 36177WXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82449 | PA      | $76281.64      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI2465                      | CUSIP: 36198NW27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54801 | PA      | $53698.43      | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599928                      | CUSIP: 36200FPM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8870 | PA      | $8919.45       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 531079                      | CUSIP: 36212D6Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3804 | PA      | $3759.78       | 0.00%             | 2033-08-15      | 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        |      61125 | PA      | $61386.18      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779704                      | CUSIP: 36176YAD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1433 | PA      | $1374.04       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704187                      | CUSIP: 36296XJ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1816 | PA      | $1823.90       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733225                      | CUSIP: 3620ALSN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     432050 | PA      | $424171.54     | 0.00%             | 2040-07-15      | 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        |       7266 | PA      | $7297.03       | 0.00%             | 2040-01-15      | 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        |      76469 | PA      | $76800.67      | 0.00%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494210                      | CUSIP: 36210KAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3820 | PA      | $3920.78       | 0.00%             | 2029-03-15      | 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        |       4134 | PA      | $4246.02       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608766                      | CUSIP: 36202TJK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20435 | PA      | $20720.39      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758068                      | CUSIP: 36230S6D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209700 | PA      | $194391.17     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 398655                      | CUSIP: 36205RZU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        255 | PA      | $255.20        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9632                      | CUSIP: 36179KVZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     539133 | PA      | $485596.27     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6658                      | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   48831378 | PA      | $45649896.70   | 0.41%             | 2050-05-20      | 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        |       8979 | PA      | $8806.71       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766875                      | CUSIP: 36176HXC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38451 | PA      | $36909.09      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605559                      | CUSIP: 36200NWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134335 | PA      | $138242.18     | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV7450                      | CUSIP: 36195JH34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1045649 | PA      | $950642.01     | 0.01%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606094                      | CUSIP: 36201XKF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66704 | PA      | $66972.75      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732293                      | CUSIP: 3620AKRN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124875 | PA      | $125403.46     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481620                      | CUSIP: 36209UAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1866 | PA      | $1915.33       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL4464                      | CUSIP: 3138EL6A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4560 | PA      | $4460.65       | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4289                        | CUSIP: 36202EXS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3080 | PA      | $3099.59       | 0.00%             | 2038-11-20      | 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        |      20739 | PA      | $20824.01      | 0.00%             | 2033-10-15      | 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        |      19972 | PA      | $19636.67      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567249                      | CUSIP: 36213XEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23284 | PA      | $23900.19      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738507                      | CUSIP: 3620ASNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99781 | PA      | $95898.16      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473817                      | CUSIP: 36209KK64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11135 | PA      | $11291.63      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0711                      | CUSIP: 36181FYG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173928 | PA      | $161006.56     | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480565                      | CUSIP: 36209SZ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2844 | PA      | $2919.70       | 0.00%             | 2028-08-15      | 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        |       3223 | PA      | $3308.46       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487041                      | CUSIP: 36210BBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1050 | PA      | $1078.04       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490518                      | CUSIP: 36210E4B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22341 | PA      | $22931.52      | 0.00%             | 2029-01-15      | 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        |       5295 | PA      | $5369.34       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714127                      | CUSIP: 36297KLG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27032 | PA      | $26576.75      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498473                      | CUSIP: 36210PXA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4148 | PA      | $4257.37       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE8313                      | CUSIP: 36181CGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41390 | PA      | $40482.52      | 0.00%             | 2044-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672886                      | CUSIP: 36295KRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165991 | PA      | $148832.57     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565145                      | CUSIP: 36213UZJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2691 | PA      | $2723.70       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QD7455                      | CUSIP: 3133B5H88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1241716 | PA      | $1116231.96    | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782813                      | CUSIP: 36241LDS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10821 | PA      | $10868.33      | 0.00%             | 2039-11-15      | 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        |      53814 | PA      | $54001.77      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 359178                      | CUSIP: 36203T6P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1358 | PA      | $1394.42       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-21 MZ                 | CUSIP: 38381B5K6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1693283 | PA      | $1309444.37    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621369                      | CUSIP: 36290YJN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13836 | PA      | $14043.10      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1588                      | CUSIP: 36178LXR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     334028 | PA      | $310170.39     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566491                      | CUSIP: 36213WKC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39095 | PA      | $39698.45      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482838                      | CUSIP: 36209VLT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3447 | PA      | $3495.56       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616368                      | CUSIP: 36290SW56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40247 | PA      | $40890.20      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482903                      | CUSIP: 36209VNU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7674 | PA      | $7782.60       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741032                      | CUSIP: 3620AVHH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     220104 | PA      | $216412.19     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646280                      | CUSIP: 36292D6R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        954 | PA      | $957.96        | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765127                      | CUSIP: 36176FYY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1938866 | PA      | $1902389.92    | 0.02%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490827                      | CUSIP: 36210FHC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        162 | PA      | $166.33        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475657                      | CUSIP: 36209MME1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2974 | PA      | $3052.81       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AH7372                      | CUSIP: 36182QFM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2204987 | PA      | $2029877.34    | 0.02%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 404209                      | CUSIP: 36205YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1757 | PA      | $1803.96       | 0.00%             | 2028-07-15      | 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        |       4873 | PA      | $5002.12       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604179                      | CUSIP: 36200MFU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2563 | PA      | $2570.19       | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08697                      | CUSIP: 3128MJX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4304 | PA      | $3803.83       | 0.00%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537473                      | CUSIP: 36212MCJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6652 | PA      | $6827.84       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565671                      | CUSIP: 36213VMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        857 | PA      | $868.66        | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641958                      | CUSIP: 36291YE78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39636 | PA      | $40850.39      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620637                      | CUSIP: 36290XPW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6502 | PA      | $6523.80       | 0.00%             | 2033-09-15      | 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        |       4207 | PA      | $4032.90       | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603715                      | CUSIP: 36200KVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23742 | PA      | $24398.66      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740102                      | CUSIP: 3620AUGK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10123 | PA      | $9695.82       | 0.00%             | 2040-12-15      | 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        |     376875 | PA      | $358393.78     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469689                      | CUSIP: 36209EXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        133 | PA      | $134.38        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3929                        | CUSIP: 36202ELJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     169348 | PA      | $170395.39     | 0.00%             | 2036-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BU6200                      | CUSIP: 3140M73J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94863 | PA      | $85454.68      | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502948                      | CUSIP: 36210UWH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15546 | PA      | $15764.93      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600737                      | CUSIP: 36200GLS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4230 | PA      | $4282.15       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 790433                      | CUSIP: 36177JPT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     205825 | PA      | $197785.36     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764174                      | CUSIP: 36176EXB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174461 | PA      | $171099.63     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611569                      | CUSIP: 36202WMS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15797 | PA      | $16026.34      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767101                      | CUSIP: 36176JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     283203 | PA      | $261046.79     | 0.00%             | 2044-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732489                      | CUSIP: 3620AKXS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5740 | PA      | $5850.72       | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637946                      | CUSIP: 36291TWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4404 | PA      | $4478.02       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602630                      | CUSIP: 36200JPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20548 | PA      | $21105.76      | 0.00%             | 2033-01-15      | 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        |       4425 | PA      | $4435.15       | 0.00%             | 2035-07-15      | 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        |       3185 | PA      | $3194.73       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579137                      | CUSIP: 36201CLS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5561 | PA      | $5618.96       | 0.00%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456740                      | CUSIP: 36208PLV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4980 | PA      | $5111.79       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK4458                      | CUSIP: 3131X75T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7929 | PA      | $7808.84       | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658607                      | CUSIP: 36294SU88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6562 | PA      | $6683.03       | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555824                      | CUSIP: 36213JPH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        561 | PA      | $576.02        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619012                      | CUSIP: 36290VVD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8477 | PA      | $8682.01       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0318                      | CUSIP: 36179MK74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15316239 | PA      | $14176476.41   | 0.13%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586517                      | CUSIP: 36201LSE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22080 | PA      | $22620.87      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566519                      | CUSIP: 36213WK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43823 | PA      | $43994.43      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756943                      | CUSIP: 36230RWC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157771 | PA      | $155254.75     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A76485                      | CUSIP: 3128LAF21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        906 | PA      | $911.91        | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615378                      | CUSIP: 36290RUB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57327 | PA      | $58068.91      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2441                      | CUSIP: 36179BWA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52522 | PA      | $47487.28      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469870                      | CUSIP: 36209E6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        832 | PA      | $832.40        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630959                      | CUSIP: 36291K5U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3609 | PA      | $3647.98       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574768                      | CUSIP: 36200WQV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12451 | PA      | $12657.73      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603604                      | CUSIP: 36200KRZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20798 | PA      | $20875.67      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610476                      | CUSIP: 36202VFR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8282 | PA      | $8471.19       | 0.00%             | 2033-09-15      | 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        |       6244 | PA      | $6346.98       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469987                      | CUSIP: 36209FCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10888 | PA      | $11041.12      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7676                      | CUSIP: 36180KQ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     350199 | PA      | $323480.27     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626668                      | CUSIP: 36291FFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3136 | PA      | $3148.22       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564966                      | CUSIP: 36213UTX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12814 | PA      | $13152.87      | 0.00%             | 2031-08-15      | 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        |       3591 | PA      | $3685.50       | 0.00%             | 2028-11-15      | 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        |        828 | PA      | $844.94        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590163                      | CUSIP: 36201QTU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        456 | PA      | $462.13        | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490995                      | CUSIP: 36210FNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19936 | PA      | $20216.41      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610601                      | CUSIP: 36202VKN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34347 | PA      | $34826.83      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758453                      | CUSIP: 36230TMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116838 | PA      | $114564.68     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621834                      | CUSIP: 36290YY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31923 | PA      | $32363.68      | 0.00%             | 2033-12-15      | 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        |    7637813 | PA      | $7168180.68    | 0.06%             | 2055-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544270                      | CUSIP: 36212UT35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         68 | PA      | $70.71         | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641919                      | CUSIP: 36291YDY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13958 | PA      | $14014.27      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761212                      | CUSIP: 36176BN52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22710 | PA      | $21812.20      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754387                      | CUSIP: 36230N2U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78416 | PA      | $77397.24      | 0.00%             | 2027-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494693                      | CUSIP: 36210KRN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1996 | PA      | $2048.68       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617343                      | CUSIP: 36290TZG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26538 | PA      | $23883.03      | 0.00%             | 2042-02-15      | 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        |      80340 | PA      | $71130.63      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650148                      | CUSIP: 36292JHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9045 | PA      | $9263.56       | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3175                      | CUSIP: 36179RQ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5118376 | PA      | $4991001.19    | 0.05%             | 2045-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563476                      | CUSIP: 36213S6M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5030 | PA      | $5095.49       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616069                      | CUSIP: 36290SMS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255298 | PA      | $262161.99     | 0.00%             | 2033-11-15      | 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        |        318 | PA      | $326.41        | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458977                      | CUSIP: 36208R2J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8408 | PA      | $8526.00       | 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        |        863 | PA      | $875.32        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1586                      | CUSIP: 36180CXP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     234997 | PA      | $211839.68     | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710306                      | CUSIP: 36297FDK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1258 | PA      | $1237.54       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2335                      | CUSIP: 36180DSY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25535 | PA      | $23671.18      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615382                      | CUSIP: 36290RUF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6950 | PA      | $7076.86       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616068                      | CUSIP: 36290SMR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46061 | PA      | $46697.16      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721136                      | CUSIP: 3620A7EH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209073 | PA      | $205302.26     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588184                      | CUSIP: 36201NM98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25012 | PA      | $25326.63      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571246                      | CUSIP: 36200STB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12151 | PA      | $12417.39      | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528620                      | CUSIP: 36212BG56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6697 | PA      | $6874.12       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462265                      | CUSIP: 36208VQS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4213 | PA      | $4272.54       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460856                      | CUSIP: 36208T5R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2522 | PA      | $2589.09       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05255                      | CUSIP: 3128M7E44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20129 | PA      | $20252.69      | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457421                      | CUSIP: 36208QD29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6848 | PA      | $7029.08       | 0.00%             | 2027-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7368                      | CUSIP: 36179WFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39061728 | PA      | $34175691.75   | 0.31%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422270                      | CUSIP: 36206VCF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9825 | PA      | $9972.71       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508543                      | CUSIP: 36211B5C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13220 | PA      | $13273.51      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599977                      | CUSIP: 36200FQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36005 | PA      | $36508.13      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613028                      | CUSIP: 36290NA51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25270 | PA      | $25358.27      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621399                      | CUSIP: 36290YKL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69955 | PA      | $71041.87      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615403                      | CUSIP: 36290RU43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62916 | PA      | $62241.73      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3450                      | CUSIP: 36178AZP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138029 | PA      | $124585.07     | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615863                      | CUSIP: 36290SFC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9920 | PA      | $10065.91      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467148                      | CUSIP: 36209B5H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4147 | PA      | $4256.53       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605366                      | CUSIP: 36200NQT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16815 | PA      | $17089.29      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724822                      | CUSIP: 3620ABG75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212546 | PA      | $203568.61     | 0.00%             | 2040-12-15      | 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        |     328769 | PA      | $314764.96     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605061                      | CUSIP: 36200NFA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103120 | PA      | $103487.97     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3106                      | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   31522125 | PA      | $29860508.63   | 0.27%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555609                      | CUSIP: 36213JGS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1302 | PA      | $1338.70       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC6295                      | CUSIP: 36179F7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157252 | PA      | $145449.89     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AM6629                      | CUSIP: 3138L7LK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4716250 | PA      | $4574021.20    | 0.04%             | 2029-09-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716067                      | CUSIP: 3620A1QU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16389 | PA      | $16081.15      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584056                      | CUSIP: 36201HZV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6383 | PA      | $6506.36       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590274                      | CUSIP: 36201QXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14120 | PA      | $14334.36      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766766                      | CUSIP: 36176HTX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6009 | PA      | $5433.20       | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562684                      | CUSIP: 36213SCV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2504 | PA      | $2534.22       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501308                      | CUSIP: 36210S3R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2499 | PA      | $2564.66       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637325                      | CUSIP: 36291TA24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5663 | PA      | $5686.48       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583059                      | CUSIP: 36201GWU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15229 | PA      | $15695.64      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751764                      | CUSIP: 36230K5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9705 | PA      | $9520.24       | 0.00%             | 2040-11-15      | 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        |       8168 | PA      | $8206.29       | 0.00%             | 2033-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769825                      | CUSIP: 36176MA29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6902 | PA      | $6619.24       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593460                      | CUSIP: 36201UJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31359 | PA      | $31486.82      | 0.00%             | 2033-09-15      | 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        |       4465 | PA      | $4484.85       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5643                      | CUSIP: 36180HHU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174346 | PA      | $166645.29     | 0.00%             | 2043-05-15      | 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        |      11281 | PA      | $10349.63      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457113                      | CUSIP: 36208PYJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26872 | PA      | $27250.95      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2019-12 HY                 | CUSIP: 3136B4FK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12285478 | PA      | $10060108.63   | 0.09%             | 2059-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640659                      | CUSIP: 36291WWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12799 | PA      | $12853.39      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461801                      | CUSIP: 36208VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2842 | PA      | $2917.52       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603607                      | CUSIP: 36200KR41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53637 | PA      | $53801.30      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4520                        | CUSIP: 36202FAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3945 | PA      | $3970.34       | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743708                      | CUSIP: 3620AYGR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84881 | PA      | $85245.47      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496566                      | CUSIP: 36210MTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2986 | PA      | $3064.56       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3542                        | CUSIP: 36202D5B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        688 | PA      | $680.18        | 0.00%             | 2034-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587549                      | CUSIP: 36201MWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40631 | PA      | $41149.34      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628881                      | CUSIP: 36291HUE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28618 | PA      | $28719.75      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733454                      | CUSIP: 3620ALZT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     675129 | PA      | $649067.04     | 0.01%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503963                      | CUSIP: 36210VZ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        805 | PA      | $826.15        | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638021                      | CUSIP: 36291TYS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43294 | PA      | $44039.05      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650698                      | CUSIP: 36292J3F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2442 | PA      | $2516.22       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610350                      | CUSIP: 36202VBT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74130 | PA      | $74369.97      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604318                      | CUSIP: 36200MK77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28616 | PA      | $29021.14      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621665                      | CUSIP: 36290YTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4752 | PA      | $4779.76       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480084                      | CUSIP: 36209SJ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5693 | PA      | $5773.41       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0543                      | CUSIP: 36180SS88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114211 | PA      | $102164.00     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759865                      | CUSIP: 36230U6A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32301 | PA      | $30948.16      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781336                      | CUSIP: 36225BPV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        167 | PA      | $170.29        | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AJ5336                      | CUSIP: 3138AW4W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57326 | PA      | $56694.90      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631286                      | CUSIP: 36291LJ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89914 | PA      | $91327.35      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 378179                      | CUSIP: 36204SCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1725 | PA      | $1775.15       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764597                      | CUSIP: 36176FGE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26703 | PA      | $25613.97      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8100                      | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4488246 | PA      | $4170930.39    | 0.04%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493667                      | CUSIP: 36210JMQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4069 | PA      | $4126.79       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488483                      | CUSIP: 36210CUG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23474 | PA      | $23804.85      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS1706                      | CUSIP: 3140LB3Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16648546 | PA      | $14745797.00   | 0.13%             | 2031-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571273                      | CUSIP: 36200ST67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4906 | PA      | $4975.38       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629545                      | CUSIP: 36291JL24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2134 | PA      | $2164.11       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602617                      | CUSIP: 36200JPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4665 | PA      | $4714.96       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741580                      | CUSIP: 3620AV2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162530 | PA      | $155578.12     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593783                      | CUSIP: 36201UUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11327 | PA      | $11373.62      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458093                      | CUSIP: 36208Q3A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2068 | PA      | $2097.31       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470460                      | CUSIP: 36209FTR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     519530 | PA      | $497678.90     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760067                      | CUSIP: 36176AFG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131363 | PA      | $126074.95     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1718                      | CUSIP: 36180C4B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189316 | PA      | $170588.14     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621363                      | CUSIP: 36290YJG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31581 | PA      | $31706.26      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497275                      | CUSIP: 36210NMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11523 | PA      | $11685.00      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770478                      | CUSIP: 36176MXF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1026 | PA      | $1010.80       | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604089                      | CUSIP: 36200MC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58295 | PA      | $59058.89      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548582                      | CUSIP: 36213AM76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2303 | PA      | $2360.40       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742999                      | CUSIP: 3620AXNQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     535304 | PA      | $512597.11     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590082                      | CUSIP: 36201QRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3919 | PA      | $3938.75       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623404                      | CUSIP: 36291BRZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1121 | PA      | $1125.60       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735224                      | CUSIP: 3620ANYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51305 | PA      | $49147.44      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | 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      | $1741449.40    | 0.02%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709457                      | CUSIP: 36297EE68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        826 | PA      | $841.51        | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638141                      | CUSIP: 36291T5A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49521 | PA      | $50349.81      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619717                      | CUSIP: 36290WPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40550 | PA      | $41160.08      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548818                      | CUSIP: 36213AVK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1645 | PA      | $1670.72       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626497                      | CUSIP: 36291E7J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19743 | PA      | $20040.47      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473658                      | CUSIP: 36209KE79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5045 | PA      | $5115.87       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623418                      | CUSIP: 36291BSF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47182 | PA      | $48511.02      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771564                      | CUSIP: 36176N5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10871 | PA      | $10443.13      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501887                      | CUSIP: 36210TRG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         71 | PA      | $71.78         | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741485                      | CUSIP: 3620AVXN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     297080 | PA      | $285565.88     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1897                      | CUSIP: 36180UDA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     586881 | PA      | $526857.60     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464262                      | CUSIP: 36208XWX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5672 | PA      | $5821.88       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741275                      | CUSIP: 3620AVQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        378 | PA      | $379.80        | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495571                      | CUSIP: 36210LQY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1514 | PA      | $1535.59       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 513644                      | CUSIP: 36211HS93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3935 | PA      | $4038.89       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603347                      | CUSIP: 36200KHY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10404 | PA      | $10545.68      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG2293                      | CUSIP: 36181VRN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74624 | PA      | $73094.74      | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465529                      | CUSIP: 36209AEA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        290 | PA      | $297.16        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-4 B                   | CUSIP: 38379TU49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3321643 | PA      | $3032710.90    | 0.03%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627460                      | CUSIP: 36291GB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2310 | PA      | $2354.26       | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779168                      | CUSIP: 36176XMR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71974 | PA      | $65046.64      | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651752                      | CUSIP: 36292LBV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4280 | PA      | $4344.64       | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637076                      | CUSIP: 36291SXD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58591 | PA      | $59489.81      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474632                      | CUSIP: 36209LHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4117 | PA      | $4225.86       | 0.00%             | 2028-05-15      | 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        |      23413 | PA      | $24032.36      | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2018-91 BE                 | CUSIP: 3136B3SL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5687271 | PA      | $5048845.40    | 0.05%             | 2058-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593739                      | CUSIP: 36201US47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29241 | PA      | $29692.00      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609673                      | CUSIP: 36202UJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36694 | PA      | $37155.40      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628859                      | CUSIP: 36291HTQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45429 | PA      | $46071.44      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729037                      | CUSIP: 3620AF4W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     228867 | PA      | $229852.07     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782407                      | CUSIP: 36241KU89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1795 | PA      | $1828.56       | 0.00%             | 2038-09-15      | 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        |      37332 | PA      | $37494.57      | 0.00%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN6805                      | CUSIP: 36186PR22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89699 | PA      | $79647.33      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585107                      | CUSIP: 36201KAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31932 | PA      | $32327.97      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711538                      | CUSIP: 36297GPX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52632 | PA      | $51555.33      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574546                      | CUSIP: 36200WHX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68604 | PA      | $70671.22      | 0.00%             | 2034-09-15      | 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        |      17421 | PA      | $17666.89      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6599                      | CUSIP: 36181AKL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     659051 | PA      | $609422.60     | 0.01%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612919                      | CUSIP: 36202X4C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52446 | PA      | $52624.91      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6410                      | CUSIP: 36179VDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27263665 | PA      | $24705510.07   | 0.22%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501499                      | CUSIP: 36210TDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2614 | PA      | $2651.11       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614452                      | CUSIP: 36290QTH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        379 | PA      | $387.41        | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473000                      | CUSIP: 36209JNR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        777 | PA      | $797.78        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743794                      | CUSIP: 3620AYKF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     186545 | PA      | $182729.69     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521362                      | CUSIP: 36211SFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108056 | PA      | $109829.87     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608148                      | CUSIP: 36202STD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71236 | PA      | $72207.04      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690059                      | CUSIP: 36296FTQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16513 | PA      | $16225.85      | 0.00%             | 2039-07-15      | 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        |      36470 | PA      | $36623.54      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2996                      | CUSIP: 36183YKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     317267 | PA      | $281192.59     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641334                      | CUSIP: 36291XPT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17634 | PA      | $17915.71      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733868                      | CUSIP: 3620AMJM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54688 | PA      | $54917.83      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2591                      | CUSIP: 36183X2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14362 | PA      | $12733.43      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-60 ZC                 | CUSIP: 3139213A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19655 | PA      | $20188.60      | 0.00%             | 2031-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569047                      | CUSIP: 36200QEU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35983 | PA      | $36318.62      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494566                      | CUSIP: 36210KMP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5030 | PA      | $5162.77       | 0.00%             | 2028-12-15      | 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        |       8428 | PA      | $8650.96       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 421861                      | CUSIP: 36206UTS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         37 | PA      | $37.52         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783625                      | CUSIP: 3622A2A28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     291575 | PA      | $263287.12     | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570143                      | CUSIP: 36200RLY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10683 | PA      | $10796.37      | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740068                      | CUSIP: 3620AUFH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7133 | PA      | $6842.98       | 0.00%             | 2040-09-15      | 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        |     627250 | PA      | $567124.42     | 0.01%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613850                      | CUSIP: 36290N5K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15579 | PA      | $15690.40      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487108                      | CUSIP: 36210BDM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2568 | PA      | $2603.85       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622105                      | CUSIP: 36291ADJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104587 | PA      | $104960.81     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598023                      | CUSIP: 36200DLC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22847 | PA      | $23170.73      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676945                      | CUSIP: 36295QBN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60441 | PA      | $57976.17      | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647294                      | CUSIP: 36292FC70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71027 | PA      | $72102.94      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2121 C                     | CUSIP: 3133TJ5V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11981 | PA      | $12083.04      | 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        |       3084 | PA      | $3165.33       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645867                      | CUSIP: 36292DQU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42527 | PA      | $43786.74      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3648                      | CUSIP: 36178QBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     252163 | PA      | $234492.33     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605759                      | CUSIP: 36200N5U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     249101 | PA      | $256390.30     | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9094                      | CUSIP: 36180NC78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87621 | PA      | $78821.86      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464617                      | CUSIP: 36208YDW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4479 | PA      | $4541.87       | 0.00%             | 2029-03-15      | 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        |       1709 | PA      | $1734.63       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646889                      | CUSIP: 36292EUN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        415 | PA      | $409.65        | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580438                      | CUSIP: 36201DZB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49985 | PA      | $50542.86      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603131                      | CUSIP: 36200KA80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126865 | PA      | $130406.55     | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539576                      | CUSIP: 36212PMZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64961 | PA      | $66369.21      | 0.00%             | 2031-06-15      | 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        |       3331 | PA      | $3377.71       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631656                      | CUSIP: 36291LWR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53302 | PA      | $54000.71      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723606                      | CUSIP: 3620A93P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1275938 | PA      | $1254076.87    | 0.01%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574785                      | CUSIP: 36200WRE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99979 | PA      | $101594.61     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641244                      | CUSIP: 36291XLZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3716 | PA      | $3742.31       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609454                      | CUSIP: 36202UBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16542 | PA      | $16608.40      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 662445                      | CUSIP: 36294W5E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27902 | PA      | $28408.47      | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-60 PX                 | CUSIP: 3139213T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4149 | PA      | $4263.32       | 0.00%             | 2031-11-25      | 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        |       1233 | PA      | $1265.20       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726195                      | CUSIP: 3620ACXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44817 | PA      | $42837.81      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611162                      | CUSIP: 36202V5X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28170 | PA      | $28599.22      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606683                      | CUSIP: 36201X6U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28202 | PA      | $28626.29      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570559                      | CUSIP: 36200RZY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8959 | PA      | $9178.42       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605330                      | CUSIP: 36200NPP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12718 | PA      | $12888.90      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594140                      | CUSIP: 36201VBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4016 | PA      | $4031.84       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7047                      | CUSIP: 36178TZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32680 | PA      | $29611.57      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594732                      | CUSIP: 36201VVZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31259 | PA      | $31690.91      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476205                      | CUSIP: 36209NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1586 | PA      | $1627.68       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580606                      | CUSIP: 36201EAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157949 | PA      | $160128.92     | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9092                      | CUSIP: 36178WC56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114075 | PA      | $102366.03     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717938                      | CUSIP: 3620A3S39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52799 | PA      | $53024.75      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497309                      | CUSIP: 36210NN21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36140 | PA      | $36649.65      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457844                      | CUSIP: 36208QS98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1203 | PA      | $1234.79       | 0.00%             | 2028-12-15      | 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        |       2240 | PA      | $2298.94       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646420                      | CUSIP: 36292EDZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8389 | PA      | $8498.48       | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779101                      | CUSIP: 36176XKN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1633296 | PA      | $1521536.22    | 0.01%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628018                      | CUSIP: 36291GVK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9534 | PA      | $9685.79       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782085                      | CUSIP: 36241KJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1027607 | PA      | $1044021.55    | 0.01%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737790                      | CUSIP: 3620ARUP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     604297 | PA      | $580148.78     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3661                      | CUSIP: 36179SB63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113113 | PA      | $97719.83      | 0.00%             | 2046-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782310                      | CUSIP: 36241KR75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19390 | PA      | $19475.01      | 0.00%             | 2038-04-15      | 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        |       3812 | PA      | $3767.95       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443685                      | CUSIP: 36207V2S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3619 | PA      | $3714.70       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782569                      | CUSIP: 36241K2A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3720 | PA      | $3790.90       | 0.00%             | 2039-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711406                      | CUSIP: 36297GKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37411 | PA      | $33839.87      | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618985                      | CUSIP: 36290VUJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16292 | PA      | $16347.80      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484568                      | CUSIP: 36209XJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11358 | PA      | $11657.86      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520471                      | CUSIP: 36211RFL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3620 | PA      | $3716.15       | 0.00%             | 2030-01-15      | 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        |       4479 | PA      | $4597.55       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616479                      | CUSIP: 36290S2L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83111 | PA      | $84343.03      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486758                      | CUSIP: 36210AWT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3116 | PA      | $3125.33       | 0.00%             | 2028-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489582                      | CUSIP: 36210D2P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1188 | PA      | $1219.57       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609413                      | CUSIP: 36202UAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40072 | PA      | $40678.77      | 0.00%             | 2033-05-15      | 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        |        220 | PA      | $225.90        | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622447                      | CUSIP: 36291AP86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43577 | PA      | $44193.64      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781148                      | CUSIP: 36225BHZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87397 | PA      | $88628.02      | 0.00%             | 2029-07-15      | 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        |       1812 | PA      | $1818.62       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707302                      | CUSIP: 36297BX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123196 | PA      | $121260.29     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776587                      | CUSIP: 36176URG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     389906 | PA      | $361138.45     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625904                      | CUSIP: 36291EKR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2180 | PA      | $2214.04       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587551                      | CUSIP: 36201MWL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4068 | PA      | $4148.77       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5434                      | CUSIP: 36180HBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     643924 | PA      | $596250.50     | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476173                      | CUSIP: 36209M6J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3358 | PA      | $3446.77       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629277                      | CUSIP: 36291JCN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7349 | PA      | $7445.63       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q00927                      | CUSIP: 3132GEA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86582 | PA      | $87115.43      | 0.00%             | 2041-05-01      | 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        |      41478 | PA      | $41643.80      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597953                      | CUSIP: 36200DH63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17945 | PA      | $18195.58      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503433                      | CUSIP: 36210VHJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7574 | PA      | $7681.18       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636095                      | CUSIP: 36291RUU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66401 | PA      | $66675.37      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 450623                      | CUSIP: 36208GSL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3487 | PA      | $3578.76       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615283                      | CUSIP: 36290RRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        745 | PA      | $753.34        | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564472                      | CUSIP: 36213UCH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3785 | PA      | $3888.03       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 432996                      | CUSIP: 36207H7H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         69 | PA      | $68.90         | 0.00%             | 2026-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0853                      | CUSIP: 36179M5N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     906126 | PA      | $866238.81     | 0.01%             | 2043-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721333                      | CUSIP: 3620A7LN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     187728 | PA      | $184183.47     | 0.00%             | 2040-10-15      | 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        |     183957 | PA      | $179239.54     | 0.00%             | 2045-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597947                      | CUSIP: 36200DHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6796 | PA      | $6896.92       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483866                      | CUSIP: 36209WQT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        390 | PA      | $400.35        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584137                      | CUSIP: 36201H4W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68302 | PA      | $69052.15      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632241                      | CUSIP: 36291MLW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17727 | PA      | $18065.85      | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6618                      | CUSIP: 36178EK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192889 | PA      | $179267.14     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627950                      | CUSIP: 36291GTF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46631 | PA      | $47298.62      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6974                      | CUSIP: 36183QXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104280 | PA      | $99782.80      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK8147                      | CUSIP: 36183SBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     262011 | PA      | $233991.85     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731245                      | CUSIP: 3620AJL23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5593 | PA      | $5504.83       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464480                      | CUSIP: 36208X6R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3904 | PA      | $4006.96       | 0.00%             | 2029-01-15      | 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        |       1622 | PA      | $1665.38       | 0.00%             | 2028-10-15      | 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        |      35490 | PA      | $35989.54      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626541                      | CUSIP: 36291FBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5436 | PA      | $5524.07       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 398500                      | CUSIP: 36205RUZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         95 | PA      | $94.94         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605821                      | CUSIP: 36201XAW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40897 | PA      | $41558.32      | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620477                      | CUSIP: 36290XJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        533 | PA      | $527.11        | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603482                      | CUSIP: 36200KM79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     144217 | PA      | $146031.59     | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605772                      | CUSIP: 36200N6H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5128 | PA      | $5073.37       | 0.00%             | 2034-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555018                      | CUSIP: 36213HSF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17869 | PA      | $18354.17      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629479                      | CUSIP: 36291JJY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1479 | PA      | $1491.59       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506874                      | CUSIP: 36211ACK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1284 | PA      | $1318.16       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618881                      | CUSIP: 36290VRA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7768 | PA      | $7880.83       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610344                      | CUSIP: 36202VBM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41578 | PA      | $41681.55      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593653                      | CUSIP: 36201UQE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13615 | PA      | $13816.91      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488957                      | CUSIP: 36210DE64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        312 | PA      | $320.13        | 0.00%             | 2029-01-15      | 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        |       4602 | PA      | $4666.74       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446691                      | CUSIP: 36208CF85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1611 | PA      | $1654.06       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615286                      | CUSIP: 36290RRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57269 | PA      | $58059.48      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782200                      | CUSIP: 36241KNR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     235229 | PA      | $236252.25     | 0.00%             | 2037-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613854                      | CUSIP: 36290N5P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9095 | PA      | $9131.90       | 0.00%             | 2033-08-15      | 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        |      15369 | PA      | $15427.77      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 849361                      | CUSIP: 31300MMJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1378322 | PA      | $1419923.68    | 0.01%             | 2043-08-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO4548                      | CUSIP: 3617A5BR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64740 | PA      | $57506.61      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607124                      | CUSIP: 36201YPH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3339 | PA      | $3351.36       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1946                      | CUSIP: 36180DET0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22565 | PA      | $20274.05      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494949                      | CUSIP: 36210KZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5651 | PA      | $5800.61       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609542                      | CUSIP: 36202UEP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7298 | PA      | $7410.36       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614635                      | CUSIP: 36290QY82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82602 | PA      | $83756.51      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467932                      | CUSIP: 36209CY59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1419 | PA      | $1456.84       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458321                      | CUSIP: 36208RD27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3699 | PA      | $3796.40       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677602                      | CUSIP: 36295QX70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19152 | PA      | $19236.03      | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551273                      | CUSIP: 36213DMW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4282 | PA      | $4395.54       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606289                      | CUSIP: 36201XRJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45453 | PA      | $46235.15      | 0.00%             | 2036-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595442                      | CUSIP: 36200AP37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4390 | PA      | $4488.52       | 0.00%             | 2032-11-15      | 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        |        251 | PA      | $254.78        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF3826                      | CUSIP: 36181KHB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162166 | PA      | $146123.73     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629894                      | CUSIP: 36291JXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22404 | PA      | $23100.84      | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546330                      | CUSIP: 36212W4P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21909 | PA      | $21973.00      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4619                        | CUSIP: 36202FDY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     530540 | PA      | $544491.18     | 0.00%             | 2040-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574786                      | CUSIP: 36200WRF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7970 | PA      | $8086.75       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615885                      | CUSIP: 36290SF22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36965 | PA      | $36562.79      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550613                      | CUSIP: 36213CVE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     337193 | PA      | $338617.17     | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783882                      | CUSIP: 3622A2J37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2857217 | PA      | $2639926.20    | 0.02%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620442                      | CUSIP: 36290XHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22768 | PA      | $23070.88      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477648                      | CUSIP: 36209PTD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1859 | PA      | $1862.48       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2625                      | CUSIP: 36180U4J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     502435 | PA      | $466017.75     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603126                      | CUSIP: 36200KA31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121836 | PA      | $122302.21     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618037                      | CUSIP: 36290US23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61964 | PA      | $59630.30      | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5667                      | CUSIP: 36178SJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     464279 | PA      | $428856.20     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574951                      | CUSIP: 36200WWL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57708 | PA      | $58991.88      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615657                      | CUSIP: 36290R5S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34791 | PA      | $34909.85      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764506                      | CUSIP: 36176FDK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4145 | PA      | $4162.02       | 0.00%             | 2041-06-15      | 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        |      29938 | PA      | $30067.46      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778875                      | CUSIP: 36176XCL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     431775 | PA      | $401635.02     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469690                      | CUSIP: 36209EXT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6190 | PA      | $6276.94       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1392                      | CUSIP: 36178LRM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24717 | PA      | $24419.08      | 0.00%             | 2027-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712905                      | CUSIP: 36297JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11140 | PA      | $10992.06      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480501                      | CUSIP: 36209SX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11647 | PA      | $11811.23      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93671                      | CUSIP: 312942CG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8497 | PA      | $8549.01       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620575                      | CUSIP: 36290XMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49941 | PA      | $50123.75      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 421720                      | CUSIP: 36206UPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        181 | PA      | $180.51        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4651                      | CUSIP: 36179TEY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16540320 | PA      | $14636777.47   | 0.13%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764852                      | CUSIP: 36176FQD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22338 | PA      | $21402.65      | 0.00%             | 2041-06-15      | 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        |     133701 | PA      | $123734.23     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606663                      | CUSIP: 36201X5Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4550 | PA      | $4597.17       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457942                      | CUSIP: 36208QWB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8931 | PA      | $9057.19       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573863                      | CUSIP: 36200VQQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20262 | PA      | $20451.27      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 668028                      | CUSIP: 36295ED95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2809781 | PA      | $2506367.42    | 0.02%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586756                      | CUSIP: 36201LZV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37433 | PA      | $37864.07      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486589                      | CUSIP: 36210ARJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31330 | PA      | $31464.21      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733873                      | CUSIP: 3620AMJS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164664 | PA      | $165371.64     | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762216                      | CUSIP: 36176CSD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70199 | PA      | $68864.07      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613047                      | CUSIP: 36290NBQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7829 | PA      | $7860.22       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495893                      | CUSIP: 36210L3A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2224 | PA      | $2283.03       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8118                      | CUSIP: 36179JAT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111796 | PA      | $100652.18     | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649441                      | CUSIP: 36292HP23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26667 | PA      | $26780.55      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4019                      | CUSIP: 36180FPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     260947 | PA      | $241964.71     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 556533                      | CUSIP: 36213KHJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6166 | PA      | $6294.53       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459007                      | CUSIP: 36208R3Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5045 | PA      | $5115.67       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9843                      | CUSIP: 36181D5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68907 | PA      | $63516.26      | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497420                      | CUSIP: 36210NSH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         43 | PA      | $43.74         | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS7937                      | CUSIP: 3132A8ZA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13213 | PA      | $13011.77      | 0.00%             | 2028-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623031                      | CUSIP: 36291BEC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14195 | PA      | $14388.34      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550690                      | CUSIP: 36213CXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49042 | PA      | $49247.20      | 0.00%             | 2035-10-15      | 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        |     150671 | PA      | $151326.62     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6087                      | CUSIP: 36178DXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     279519 | PA      | $259778.96     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651681                      | CUSIP: 36292K6S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24453 | PA      | $25217.81      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718398                      | CUSIP: 3620A4DB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34511 | PA      | $31044.95      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612648                      | CUSIP: 36202XTD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10793 | PA      | $10964.54      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q20680                      | CUSIP: 3132JMXH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2253 | PA      | $2151.85       | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566534                      | CUSIP: 36213WLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26800 | PA      | $27188.73      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403423                      | CUSIP: 36205XD43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        868 | PA      | $871.30        | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586771                      | CUSIP: 36201L2C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9228 | PA      | $9366.04       | 0.00%             | 2033-03-15      | 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        |      23899 | PA      | $22970.61      | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606707                      | CUSIP: 36201YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44316 | PA      | $44950.80      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 639016                      | CUSIP: 36291U3Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22220 | PA      | $22558.55      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471312                      | CUSIP: 36209GR90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6782 | PA      | $6946.40       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609648                      | CUSIP: 36202UHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58101 | PA      | $58922.51      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641218                      | CUSIP: 36291XK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2993 | PA      | $3043.36       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499352                      | CUSIP: 36210QWM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        225 | PA      | $224.96        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1126                      | CUSIP: 36178LHB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     369451 | PA      | $341816.31     | 0.00%             | 2042-12-15      | 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        |     139319 | PA      | $134049.30     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4210                      | CUSIP: 36178QVB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     287079 | PA      | $266421.70     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690863                      | CUSIP: 36296GQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        856 | PA      | $871.78        | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774587                      | CUSIP: 36176SJ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10780 | PA      | $10350.48      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630703                      | CUSIP: 36291KU47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42675 | PA      | $43135.66      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486690                      | CUSIP: 36210AUP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1346 | PA      | $1381.77       | 0.00%             | 2028-11-15      | 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        |       1125 | PA      | $1154.92       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629346                      | CUSIP: 36291JET3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29826 | PA      | $30258.40      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1535                      | CUSIP: 36183WV41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24034 | PA      | $22038.96      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778608                      | CUSIP: 36176WYD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7522 | PA      | $7002.85       | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6656                      | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   75103016 | PA      | $65826103.80   | 0.59%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486629                      | CUSIP: 36210ASS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1455 | PA      | $1475.39       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713732                      | CUSIP: 36297J4R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32899 | PA      | $31649.68      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603494                      | CUSIP: 36200KNK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93149 | PA      | $94205.71      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588093                      | CUSIP: 36201NKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51935 | PA      | $53206.77      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 373650                      | CUSIP: 36204MBT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        524 | PA      | $523.45        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578260                      | CUSIP: 36201BMH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        257 | PA      | $260.32        | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7636                      | CUSIP: 36179HPV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51058 | PA      | $45892.41      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495844                      | CUSIP: 36210LZH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3674 | PA      | $3771.21       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458897                      | CUSIP: 36208RX25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        298 | PA      | $301.98        | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745053                      | CUSIP: 3620C0WN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103421 | PA      | $103858.39     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486958                      | CUSIP: 36210A5T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1442 | PA      | $1480.53       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743762                      | CUSIP: 3620AYJF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43097 | PA      | $42365.23      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475562                      | CUSIP: 36209MJF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5326 | PA      | $5466.43       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494825                      | CUSIP: 36210KVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8749 | PA      | $8980.73       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471542                      | CUSIP: 36209GZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        280 | PA      | $280.21        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620436                      | CUSIP: 36290XHM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14676 | PA      | $14878.52      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468986                      | CUSIP: 36209D6X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2382 | PA      | $2385.59       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572139                      | CUSIP: 36200TS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22230 | PA      | $22600.66      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712699                      | CUSIP: 36297HX45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     857343 | PA      | $843153.50     | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471661                      | CUSIP: 36209G5W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9392 | PA      | $9640.64       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM9858                      | CUSIP: 36185C5T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247287 | PA      | $234717.82     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548263                      | CUSIP: 36213AB86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10702 | PA      | $10836.84      | 0.00%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757604                      | CUSIP: 36230SNV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80352 | PA      | $78992.38      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621374                      | CUSIP: 36290YJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7768 | PA      | $7799.40       | 0.00%             | 2033-10-15      | 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        |       5005 | PA      | $5147.89       | 0.00%             | 2036-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599658                      | CUSIP: 36200FE79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27210 | PA      | $27608.81      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 795393                      | CUSIP: 36177P7F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119494 | PA      | $111726.73     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611195                      | CUSIP: 36202V7G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18634 | PA      | $18894.44      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8336                      | CUSIP: 36178GHM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     982622 | PA      | $886538.24     | 0.01%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740931                      | CUSIP: 3620AVEC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19681 | PA      | $18874.43      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457100                      | CUSIP: 36208PX52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4116 | PA      | $4224.91       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631054                      | CUSIP: 36291LBX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16229 | PA      | $16715.25      | 0.00%             | 2036-03-15      | 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        |      18425 | PA      | $18490.89      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3286                      | CUSIP: 31418CUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54418 | PA      | $53544.27      | 0.00%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465948                      | CUSIP: 36209ATD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6739 | PA      | $6917.65       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 523092                      | CUSIP: 36211UC59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4419 | PA      | $4446.84       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434064                      | CUSIP: 36207KFD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        411 | PA      | $416.35        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631871                      | CUSIP: 36291L6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14163 | PA      | $14235.52      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430355                      | CUSIP: 36207FBY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49155 | PA      | $49362.20      | 0.00%             | 2041-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781692                      | CUSIP: 36225B2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13925 | PA      | $13773.92      | 0.00%             | 2033-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616084                      | CUSIP: 36290SM99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        687 | PA      | $689.80        | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590240                      | CUSIP: 36201QV91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3341 | PA      | $3360.78       | 0.00%             | 2032-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604370                      | CUSIP: 36200MMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45368 | PA      | $46002.33      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706626                      | CUSIP: 36297BA35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22454 | PA      | $22089.11      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487407                      | CUSIP: 36210BNY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4919 | PA      | $4988.03       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7366                      | CUSIP: 36179WFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1569824 | PA      | $1267674.32    | 0.01%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600707                      | CUSIP: 36200GKU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71886 | PA      | $72939.61      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7247                      | CUSIP: 36181BBQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110290 | PA      | $101714.55     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481400                      | CUSIP: 36209TX53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1057 | PA      | $1071.82       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605393                      | CUSIP: 36200NRN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56664 | PA      | $56889.35      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474179                      | CUSIP: 36209KXG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2013 | PA      | $2065.99       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573950                      | CUSIP: 36200VTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28210 | PA      | $28861.15      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD6058                      | CUSIP: 3617BMWT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     542789 | PA      | $491944.98     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616415                      | CUSIP: 36290SYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14112 | PA      | $14163.65      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494573                      | CUSIP: 36210KMW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4462 | PA      | $4579.78       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615213                      | CUSIP: 36290RN66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48952 | PA      | $49118.91      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2015-63 ZP                 | CUSIP: 38379PEA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11469222 | PA      | $10211433.89   | 0.09%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587874                      | CUSIP: 36201NCK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        476 | PA      | $478.14        | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588354                      | CUSIP: 36201NTK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4143 | PA      | $4096.48       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403456                      | CUSIP: 36205XE59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16025 | PA      | $16069.16      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489583                      | CUSIP: 36210D2Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15903 | PA      | $16127.27      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE8924                      | CUSIP: 36181C4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167259 | PA      | $150587.22     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631530                      | CUSIP: 36291LST3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18426 | PA      | $18487.52      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723799                      | CUSIP: 3620AADC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8180 | PA      | $8031.10       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5708                      | CUSIP: 36178SKV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     378560 | PA      | $351928.76     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604476                      | CUSIP: 36200MQ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31379 | PA      | $32156.12      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502202                      | CUSIP: 36210T3K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4151 | PA      | $4209.45       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609406                      | CUSIP: 36202UAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17397 | PA      | $17603.66      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603354                      | CUSIP: 36200KH75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22029 | PA      | $22537.69      | 0.00%             | 2032-12-15      | 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        |       1154 | PA      | $1158.32       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558919                      | CUSIP: 36213M4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22714 | PA      | $23031.40      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618522                      | CUSIP: 36290VD35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        428 | PA      | $434.43        | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08347                      | CUSIP: 3128MJL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     120563 | PA      | $118975.95     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781766                      | CUSIP: 36225B6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102118 | PA      | $102528.11     | 0.00%             | 2034-07-15      | 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        |     778730 | PA      | $782107.62     | 0.01%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620161                      | CUSIP: 36290W5W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19499 | PA      | $19794.24      | 0.00%             | 2035-03-15      | 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        |       1206 | PA      | $1211.34       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2175                      | CUSIP: 36180UMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93786 | PA      | $84193.53      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 3 8/25                    | CUSIP: 01F030686<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -34500000 | PA      | $-29517713.55  | -0.27%            | 2025-08-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732016                      | CUSIP: 3620AKGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34760 | PA      | $34103.82      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495729                      | CUSIP: 36210LVW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13158 | PA      | $13506.20      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774506                      | CUSIP: 36176SGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131032 | PA      | $128704.12     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634240                      | CUSIP: 36291PS56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7896 | PA      | $7979.92       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621823                      | CUSIP: 36290YYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57288 | PA      | $58098.18      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701354                      | CUSIP: 36296UE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5313 | PA      | $5336.34       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486935                      | CUSIP: 36210A4U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4282 | PA      | $4395.47       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617645                      | CUSIP: 36290UES1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181885 | PA      | $182665.10     | 0.00%             | 2041-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637874                      | CUSIP: 36291TT73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23286 | PA      | $23681.08      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589156                      | CUSIP: 36201PQH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2032 | PA      | $2060.45       | 0.00%             | 2032-08-15      | 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        |      72223 | PA      | $72515.36      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781527                      | CUSIP: 36225BVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1724250 | PA      | $1765514.40    | 0.02%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV2020                      | CUSIP: 3140MFG64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22838 | PA      | $20530.23      | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774603                      | CUSIP: 36176SKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35424 | PA      | $33927.72      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766489                      | CUSIP: 36176HKA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     183680 | PA      | $176256.62     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 665279                      | CUSIP: 36295BCQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45027 | PA      | $45839.20      | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594347                      | CUSIP: 36201VHY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17907 | PA      | $17978.08      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632866                      | CUSIP: 36291NCB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27606 | PA      | $28037.17      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI8443                      | CUSIP: 36198VLY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     387176 | PA      | $355980.96     | 0.00%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782956                      | CUSIP: 36241LH90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13598 | PA      | $13366.42      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638237                      | CUSIP: 36291UBE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101565 | PA      | $103161.19     | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1920                      | CUSIP: 36179QDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36605 | PA      | $34791.87      | 0.00%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759958                      | CUSIP: 36176AB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13984 | PA      | $13400.75      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490963                      | CUSIP: 36210FML7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3828 | PA      | $3882.06       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 442419                      | CUSIP: 36207UPC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177605 | PA      | $170640.27     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4047                        | CUSIP: 36202EP86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        492 | PA      | $494.86        | 0.00%             | 2037-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2302                      | CUSIP: 36183XRX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     494755 | PA      | $439641.59     | 0.00%             | 2045-03-15      | 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        |       2464 | PA      | $2270.89       | 0.00%             | 2043-08-15      | 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        |     360993 | PA      | $335017.66     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761747                      | CUSIP: 36176CBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112107 | PA      | $107555.87     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587579                      | CUSIP: 36201MXG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14180 | PA      | $14393.40      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741700                      | CUSIP: 3620AV7M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     274925 | PA      | $263461.17     | 0.00%             | 2041-08-15      | 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        |      53001 | PA      | $50624.04      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634628                      | CUSIP: 36291QA53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62484 | PA      | $63482.74      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750298                      | CUSIP: 3620C6RT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     243292 | PA      | $238987.04     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618835                      | CUSIP: 36290VPU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16529 | PA      | $16780.82      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493898                      | CUSIP: 36210JUX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7726 | PA      | $7930.34       | 0.00%             | 2029-04-15      | 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        |       5146 | PA      | $5281.87       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633473                      | CUSIP: 36291NXA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3911 | PA      | $3909.91       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572241                      | CUSIP: 36200TWA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73428 | PA      | $74479.50      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487468                      | CUSIP: 36210BQV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4142 | PA      | $4200.73       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494563                      | CUSIP: 36210KML6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5865 | PA      | $5947.46       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669734                      | CUSIP: 36295GBB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3965 | PA      | $3970.19       | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4719                      | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  132561800 | PA      | $120662032.45  | 1.09%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 849418                      | CUSIP: 31300MPB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1203738 | PA      | $1238630.18    | 0.01%             | 2044-04-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 367103                      | CUSIP: 36204DX87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30351 | PA      | $30476.98      | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753286                      | CUSIP: 36230MUK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74317 | PA      | $71494.51      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499213                      | CUSIP: 36210QSA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        388 | PA      | $398.35        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600103                      | CUSIP: 36200FU48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26663 | PA      | $27323.40      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612732                      | CUSIP: 36202XVZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29043 | PA      | $29398.33      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716737                      | CUSIP: 3620A2HN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153989 | PA      | $151395.19     | 0.00%             | 2039-06-15      | 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        |      28650 | PA      | $28770.56      | 0.00%             | 2035-07-15      | 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        |      14571 | PA      | $14775.84      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4142                        | CUSIP: 36202ES75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28211 | PA      | $27792.70      | 0.00%             | 2038-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781594                      | CUSIP: 36225BXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22840 | PA      | $23444.35      | 0.00%             | 2033-01-15      | 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        |       6635 | PA      | $6728.36       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617515                      | CUSIP: 36290UAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9281 | PA      | $9428.89       | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476975                      | CUSIP: 36209N2G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        519 | PA      | $526.16        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638113                      | CUSIP: 36291T3W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        913 | PA      | $916.42        | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474664                      | CUSIP: 36209LJH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        339 | PA      | $348.32        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G01827                      | CUSIP: 3128LXA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1829 | PA      | $1812.51       | 0.00%             | 2035-06-01      | 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        |      11112 | PA      | $11426.76      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763557                      | CUSIP: 36176EB26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50740 | PA      | $49775.89      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481203                      | CUSIP: 36209TRY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         88 | PA      | $90.29         | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627334                      | CUSIP: 36291F4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13087 | PA      | $13139.11      | 0.00%             | 2034-06-15      | 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        |       9078 | PA      | $9284.85       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475841                      | CUSIP: 36209MS62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5037 | PA      | $5170.16       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472926                      | CUSIP: 36209JLF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2041 | PA      | $2094.78       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403404                      | CUSIP: 36205XDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5304 | PA      | $5322.07       | 0.00%             | 2033-10-15      | 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        |      27472 | PA      | $27581.62      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM5580                      | CUSIP: 36184VFV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155231 | PA      | $147763.15     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596748                      | CUSIP: 36200B5H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31527 | PA      | $31923.95      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495842                      | CUSIP: 36210LZF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1174 | PA      | $1190.05       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503552                      | CUSIP: 36210VL90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9348 | PA      | $9595.57       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI5195                      | CUSIP: 36198RXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     745404 | PA      | $663122.97     | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650735                      | CUSIP: 36292J4U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        771 | PA      | $784.63        | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649800                      | CUSIP: 36292H3H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5421 | PA      | $5444.21       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647942                      | CUSIP: 36292FZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16066 | PA      | $16339.14      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554022                      | CUSIP: 36213GPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1207 | PA      | $1235.51       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741348                      | CUSIP: 3620AVTD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93128 | PA      | $91423.91      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640931                      | CUSIP: 36291XA82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        854 | PA      | $857.56        | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619093                      | CUSIP: 36290VXW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11636 | PA      | $11811.54      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623351                      | CUSIP: 36291BQC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33429 | PA      | $33913.21      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580409                      | CUSIP: 36201DYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10790 | PA      | $10833.68      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494907                      | CUSIP: 36210KYC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21733 | PA      | $22307.90      | 0.00%             | 2028-11-15      | 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        |       9372 | PA      | $9620.24       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735223                      | CUSIP: 3620ANYU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37284 | PA      | $35709.24      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AJ7716                      | CUSIP: 3138E0SE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5800 | PA      | $5733.26       | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618968                      | CUSIP: 36290VTZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16433 | PA      | $16688.29      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2485                      | CUSIP: 36178MXN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19402 | PA      | $17754.81      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509237                      | CUSIP: 36211CV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7486 | PA      | $7683.83       | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769889                      | CUSIP: 36176MC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104651 | PA      | $102756.42     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625958                      | CUSIP: 36291EMF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24363 | PA      | $24720.58      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6174                      | CUSIP: 36178D2F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     510052 | PA      | $472816.18     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759186                      | CUSIP: 36230UF38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170563 | PA      | $167298.24     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541281                      | CUSIP: 36212RJ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10313 | PA      | $10585.70      | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737181                      | CUSIP: 3620AQ6S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18947 | PA      | $19303.22      | 0.00%             | 2040-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732919                      | CUSIP: 3620ALG40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18802 | PA      | $17994.45      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595026                      | CUSIP: 36200AA33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145251 | PA      | $148807.50     | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599357                      | CUSIP: 36200EZW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4407 | PA      | $4457.18       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598638                      | CUSIP: 36200EBF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20521 | PA      | $20814.72      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492710                      | CUSIP: 36210HKX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5295 | PA      | $5369.22       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750329                      | CUSIP: 3620C6SS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8632 | PA      | $8294.74       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502989                      | CUSIP: 36210UXS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11283 | PA      | $11442.32      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6338                      | CUSIP: 36179VBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219509 | PA      | $192463.55     | 0.00%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470471                      | CUSIP: 36209FT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1701 | PA      | $1745.55       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BB5919                      | CUSIP: 3617AWSG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72902 | PA      | $66072.80      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737535                      | CUSIP: 3620ARLQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1078303 | PA      | $1037348.97    | 0.01%             | 2040-10-15      | 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        |     363415 | PA      | $347870.31     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796071                      | CUSIP: 36177QW90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9947 | PA      | $9528.82       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739860                      | CUSIP: 3620AT5V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64353 | PA      | $61623.65      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6666                      | CUSIP: 36178EMP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21032 | PA      | $19412.02      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595180                      | CUSIP: 36200AFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10721 | PA      | $10977.78      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2421                      | CUSIP: 36178MVN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     183580 | PA      | $164736.72     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7367                      | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23375370 | PA      | $19661676.13   | 0.18%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650471                      | CUSIP: 36292JT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15029 | PA      | $15289.43      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 441972                      | CUSIP: 36207T6H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34316 | PA      | $35223.24      | 0.00%             | 2031-08-15      | 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        |        266 | PA      | $270.08        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677023                      | CUSIP: 36295QD49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44838 | PA      | $45033.40      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773458                      | CUSIP: 36176RB35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171995 | PA      | $169279.19     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496465                      | CUSIP: 36210MQS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4035 | PA      | $4141.46       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503391                      | CUSIP: 36210VF89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        573 | PA      | $588.17        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622492                      | CUSIP: 36291ARM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6735 | PA      | $6839.79       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493499                      | CUSIP: 36210JGG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9995 | PA      | $10134.57      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649517                      | CUSIP: 36292HSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7642 | PA      | $7771.61       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461130                      | CUSIP: 36208UHF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13524 | PA      | $13714.16      | 0.00%             | 2027-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A89385                      | CUSIP: 312936NA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2793 | PA      | $2756.29       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AX8693                      | CUSIP: 36196LUS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63693 | PA      | $57905.71      | 0.00%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495505                      | CUSIP: 36210LNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        311 | PA      | $315.69        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594085                      | CUSIP: 36201U6W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23350 | PA      | $23652.27      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781104                      | CUSIP: 36225BGM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3732 | PA      | $3830.50       | 0.00%             | 2028-11-15      | 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        |       5541 | PA      | $5546.11       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631203                      | CUSIP: 36291LGL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24343 | PA      | $24756.44      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458620                      | CUSIP: 36208RPD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        140 | PA      | $143.66        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593891                      | CUSIP: 36201UXU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3672 | PA      | $3677.01       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 556246                      | CUSIP: 36213J5F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3911 | PA      | $4014.36       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558808                      | CUSIP: 36213MYD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     187206 | PA      | $189981.81     | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698264                      | CUSIP: 36296QWZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10581 | PA      | $10626.61      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595652                      | CUSIP: 36200AWM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16959 | PA      | $17027.24      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628044                      | CUSIP: 36291GWD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32768 | PA      | $33226.08      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634810                      | CUSIP: 36291QGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58554 | PA      | $58806.60      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528149                      | CUSIP: 36212AWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4855 | PA      | $4925.37       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535807                      | CUSIP: 36212KGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33376 | PA      | $34010.38      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A91386                      | CUSIP: 312939RF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22530 | PA      | $22219.00      | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 439448                      | CUSIP: 36207REV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        283 | PA      | $284.49        | 0.00%             | 2026-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754193                      | CUSIP: 36230NUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12100 | PA      | $11914.77      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606763                      | CUSIP: 36201YB88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14455 | PA      | $14662.38      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07970                      | CUSIP: 3128MAFK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28010 | PA      | $28184.10      | 0.00%             | 2041-06-01      | 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        |      40369 | PA      | $41346.05      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1094                      | CUSIP: 36178LGB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277648 | PA      | $258040.16     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434143                      | CUSIP: 36207KHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17512 | PA      | $17759.05      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462244                      | CUSIP: 36208VP58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13002 | PA      | $13185.55      | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611449                      | CUSIP: 36202WH28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        565 | PA      | $563.75        | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732871                      | CUSIP: 3620ALFL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1123971 | PA      | $1077923.65    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552393                      | CUSIP: 36213EUS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        267 | PA      | $274.66        | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604325                      | CUSIP: 36200MLE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12125 | PA      | $12431.89      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610907                      | CUSIP: 36202VU82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16606 | PA      | $16832.18      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745086                      | CUSIP: 3620C0XP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58680 | PA      | $57666.52      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619485                      | CUSIP: 36290WF23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158166 | PA      | $160073.01     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592740                      | CUSIP: 36201TPZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189161 | PA      | $191901.75     | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709550                      | CUSIP: 36297EH32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50231 | PA      | $49308.53      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6409                      | CUSIP: 36178EDN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96483 | PA      | $86579.38      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605231                      | CUSIP: 36200NLL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156407 | PA      | $157018.53     | 0.00%             | 2034-05-15      | 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        |      14986 | PA      | $15047.27      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4771                      | CUSIP: 36178CJQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     518655 | PA      | $480521.80     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638140                      | CUSIP: 36291T4Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12538 | PA      | $12590.59      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585347                      | CUSIP: 36201KHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3514 | PA      | $3590.64       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438104                      | CUSIP: 36207PU56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8049 | PA      | $8262.07       | 0.00%             | 2028-06-15      | 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        |       5725 | PA      | $5876.29       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6657                      | CUSIP: 36179VME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6883158 | PA      | $6237310.17    | 0.06%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1716                      | CUSIP: 36180C3Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     516079 | PA      | $464443.64     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634239                      | CUSIP: 36291PS49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3639 | PA      | $3697.97       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592084                      | CUSIP: 36201SXM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     306057 | PA      | $306970.72     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434218                      | CUSIP: 36207KK74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1624 | PA      | $1646.73       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606213                      | CUSIP: 36201XN61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3566 | PA      | $3619.62       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615267                      | CUSIP: 36290RQU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32496 | PA      | $32985.06      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637322                      | CUSIP: 36291TAX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37880 | PA      | $38511.74      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580432                      | CUSIP: 36201DY55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6448 | PA      | $6554.94       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615296                      | CUSIP: 36290RRR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84854 | PA      | $85093.39      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559031                      | CUSIP: 36213NA89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1011 | PA      | $1029.25       | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2827                      | CUSIP: 36178ND89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28580 | PA      | $25730.93      | 0.00%             | 2042-09-15      | 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        |    3961895 | PA      | $3581700.16    | 0.03%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G04668                      | CUSIP: 3128M6QV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53321 | PA      | $53649.08      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7136                      | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  141496978 | PA      | $119193927.30  | 1.08%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746066                      | CUSIP: 3620C1Z74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28496 | PA      | $27945.30      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750262                      | CUSIP: 3620C6QP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8341 | PA      | $7988.91       | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 531085                      | CUSIP: 36212D6W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7215 | PA      | $7316.19       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470008                      | CUSIP: 36209FDM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1185 | PA      | $1216.18       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587128                      | CUSIP: 36201MHD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5904 | PA      | $6045.25       | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574560                      | CUSIP: 36200WJD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68808 | PA      | $69082.34      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4836                      | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     515170 | PA      | $455077.07     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577784                      | CUSIP: 36201A2R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        337 | PA      | $345.67        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599829                      | CUSIP: 36200FLJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21868 | PA      | $22154.65      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623761                      | CUSIP: 36291B5W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3481 | PA      | $3583.39       | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783238                      | CUSIP: 36241LS31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1684695 | PA      | $1618124.43    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605584                      | CUSIP: 36200NXM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112854 | PA      | $113333.97     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597579                      | CUSIP: 36200C2L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36182 | PA      | $35702.40      | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562208                      | CUSIP: 36213RR58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34286 | PA      | $34843.35      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630093                      | CUSIP: 36291J7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29999 | PA      | $30489.40      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690636                      | CUSIP: 36296GHM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49513 | PA      | $48754.45      | 0.00%             | 2040-09-15      | 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        |      43041 | PA      | $42354.69      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598223                      | CUSIP: 36200DSL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6018 | PA      | $6079.37       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470474                      | CUSIP: 36209FT74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        870 | PA      | $893.48        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708756                      | CUSIP: 36297DMD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5932 | PA      | $6049.10       | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1082                      | CUSIP: 36181GFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93063 | PA      | $86220.96      | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464142                      | CUSIP: 36208XS77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        525 | PA      | $539.35        | 0.00%             | 2028-09-15      | 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        |      11824 | PA      | $12136.82      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721228                      | CUSIP: 3620A7HD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14645 | PA      | $14708.48      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575980                      | CUSIP: 36200X2M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11104 | PA      | $11418.05      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO9616                      | CUSIP: 3617AAVH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1403187 | PA      | $1245012.31    | 0.01%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648490                      | CUSIP: 36292GNF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64532 | PA      | $64809.79      | 0.00%             | 2035-11-15      | 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        |      31412 | PA      | $31547.52      | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446715                      | CUSIP: 36208CGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9555 | PA      | $9689.29       | 0.00%             | 2028-09-15      | 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        |       6391 | PA      | $6480.94       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609506                      | CUSIP: 36202UDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9461 | PA      | $9606.88       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741262                      | CUSIP: 3620AVQP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8119 | PA      | $7971.57       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457816                      | CUSIP: 36208QSD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1650 | PA      | $1693.99       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487068                      | CUSIP: 36210BCD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5579 | PA      | $5726.40       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613810                      | CUSIP: 36290N3T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12233 | PA      | $12281.99      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7645                      | CUSIP: 36178UP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45045 | PA      | $42220.04      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473088                      | CUSIP: 36209JRH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5519 | PA      | $5597.09       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734166                      | CUSIP: 3620AMTX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136821 | PA      | $131066.73     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550727                      | CUSIP: 36213CYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     612627 | PA      | $615208.01     | 0.01%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752424                      | CUSIP: 36230LVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87723 | PA      | $86021.87      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627833                      | CUSIP: 36291GPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57082 | PA      | $57952.13      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO3587                      | CUSIP: 3617A36Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     234068 | PA      | $207381.34     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704750                      | CUSIP: 36296X5K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165485 | PA      | $162649.97     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2603                      | CUSIP: 36179Q3L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119333 | PA      | $116362.89     | 0.00%             | 2045-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 417337                      | CUSIP: 36206PS27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        234 | PA      | $234.31        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782213                      | CUSIP: 36241KN61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6133 | PA      | $6159.20       | 0.00%             | 2036-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760334                      | CUSIP: 36176APT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     428855 | PA      | $410360.12     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599957                      | CUSIP: 36200FQJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3939 | PA      | $4025.07       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474656                      | CUSIP: 36209LH90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7243 | PA      | $7345.41       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451467                      | CUSIP: 36208HQU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5424 | PA      | $5567.38       | 0.00%             | 2027-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597716                      | CUSIP: 36200DAR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        687 | PA      | $695.75        | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453452                      | CUSIP: 36208KWM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3080 | PA      | $3123.59       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565929                      | CUSIP: 36213VVW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4255 | PA      | $4354.00       | 0.00%             | 2031-12-15      | 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        |        523 | PA      | $536.82        | 0.00%             | 2028-11-15      | 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        |       1561 | PA      | $1602.55       | 0.00%             | 2029-01-15      | 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        |       2524 | PA      | $2591.17       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776750                      | CUSIP: 36176UWK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6586 | PA      | $6300.00       | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636721                      | CUSIP: 36291SLA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10379 | PA      | $10515.43      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467279                      | CUSIP: 36209CCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1280 | PA      | $1297.75       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704756                      | CUSIP: 36296X5R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     925944 | PA      | $929910.65     | 0.01%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 417293                      | CUSIP: 36206PRN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        796 | PA      | $796.58        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774491                      | CUSIP: 36176SF88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78829 | PA      | $77402.10      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592478                      | CUSIP: 36201TFT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39624 | PA      | $40129.86      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1723                      | CUSIP: 36179A4G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     488363 | PA      | $440983.71     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723352                      | CUSIP: 3620A9TH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1273 | PA      | $1278.43       | 0.00%             | 2039-09-15      | 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        |      35133 | PA      | $34516.48      | 0.00%             | 2040-07-15      | 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        |     186573 | PA      | $183471.48     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 556242                      | CUSIP: 36213J5B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46566 | PA      | $47797.34      | 0.00%             | 2031-09-15      | 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        |        238 | PA      | $244.58        | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508019                      | CUSIP: 36211BK86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4100 | PA      | $4208.89       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711688                      | CUSIP: 36297GUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7771789 | PA      | $7008876.10    | 0.06%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96388                      | CUSIP: 312945CZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     176001 | PA      | $173392.43     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592085                      | CUSIP: 36201SXN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68629 | PA      | $68839.62      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5082                        | CUSIP: 36202FUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28193535 | PA      | $27715003.25   | 0.25%             | 2041-06-20      | 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        |       5389 | PA      | $4192.57       | 0.00%             | 2051-07-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575858                      | CUSIP: 36200XWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44390 | PA      | $45402.66      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612875                      | CUSIP: 36202X2G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1339 | PA      | $1339.70       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599760                      | CUSIP: 36200FJD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2057 | PA      | $2107.22       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A37619                      | CUSIP: 31297TPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     101261 | PA      | $100254.72     | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5681                      | CUSIP: 36184CJ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     273226 | PA      | $242973.57     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548919                      | CUSIP: 36213AYQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4584 | PA      | $4601.94       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1613                      | CUSIP: 36180CYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32092 | PA      | $28428.56      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702875                      | CUSIP: 36296V2G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     443459 | PA      | $426477.41     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475374                      | CUSIP: 36209MCK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19655 | PA      | $19932.12      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553080                      | CUSIP: 36213FM59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92868 | PA      | $94004.12      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458871                      | CUSIP: 36208RW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7383 | PA      | $7578.72       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614172                      | CUSIP: 36290QJR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3086 | PA      | $3097.06       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745746                      | CUSIP: 3620C1P75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138407 | PA      | $132635.69     | 0.00%             | 2040-11-15      | 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        |      16335 | PA      | $16405.84      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636822                      | CUSIP: 36291SPF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51775 | PA      | $52549.15      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429705                      | CUSIP: 36207EKS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19511 | PA      | $19006.91      | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628020                      | CUSIP: 36291GVM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9068 | PA      | $9092.93       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717344                      | CUSIP: 3620A25D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111532 | PA      | $103274.32     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625199                      | CUSIP: 36291DRU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16404 | PA      | $16480.64      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475902                      | CUSIP: 36209MU36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        201 | PA      | $206.64        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550685                      | CUSIP: 36213CXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72523 | PA      | $72831.85      | 0.00%             | 2035-10-15      | 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        |      37084 | PA      | $38249.75      | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736670                      | CUSIP: 3620AQMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26459 | PA      | $26571.85      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM3943                      | CUSIP: 36184QLY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     387082 | PA      | $368042.13     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2002-57 BP                 | CUSIP: 31392D4U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1730 | PA      | $1788.00       | 0.00%             | 2032-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710995                      | CUSIP: 36297F3C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29696 | PA      | $29822.60      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763620                      | CUSIP: 36176EDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142993 | PA      | $140284.04     | 0.00%             | 2041-04-15      | 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        |     233536 | PA      | $229066.24     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM7297                      | CUSIP: 36184YDA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56239 | PA      | $49758.71      | 0.00%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467342                      | CUSIP: 36209CEP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42055 | PA      | $42647.49      | 0.00%             | 2028-11-15      | 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        |       3336 | PA      | $3423.82       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749113                      | CUSIP: 3620C5GW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11524 | PA      | $11029.40      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608317                      | CUSIP: 36202SYN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3715 | PA      | $3728.10       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565036                      | CUSIP: 36213UV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11263 | PA      | $11500.65      | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723759                      | CUSIP: 3620AAB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     313943 | PA      | $301775.11     | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637317                      | CUSIP: 36291TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10957 | PA      | $11138.52      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM0403                      | CUSIP: 36184KNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1634610 | PA      | $1552729.77    | 0.01%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745645                      | CUSIP: 3620C1L20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     199444 | PA      | $190983.75     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492385                      | CUSIP: 36210G6W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17470 | PA      | $17715.71      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777847                      | CUSIP: 36176V5G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108199 | PA      | $103346.49     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD8372                      | CUSIP: 3132DWJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4302273 | PA      | $4287738.53    | 0.04%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464686                      | CUSIP: 36208YF38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        161 | PA      | $165.47        | 0.00%             | 2028-07-15      | 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        |       3261 | PA      | $3346.92       | 0.00%             | 2029-06-15      | 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        |       1324 | PA      | $1359.05       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464826                      | CUSIP: 36208YLF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8516 | PA      | $8636.26       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631604                      | CUSIP: 36291LU52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4625 | PA      | $4640.47       | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480649                      | CUSIP: 36209S5J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5166 | PA      | $5238.91       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2016-9 PZ                  | CUSIP: 3136AQ5V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3217169 | PA      | $2613254.82    | 0.02%             | 2046-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507848                      | CUSIP: 36211BEV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4831 | PA      | $4898.71       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 540352                      | CUSIP: 36212QH52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22636 | PA      | $23234.10      | 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        |      14334 | PA      | $14713.06      | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473631                      | CUSIP: 36209KEC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27409 | PA      | $27795.02      | 0.00%             | 2028-12-15      | 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        |        992 | PA      | $1005.76       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4852                        | CUSIP: 36202FL95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9339 | PA      | $8684.66       | 0.00%             | 2040-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646844                      | CUSIP: 36292ES92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     275457 | PA      | $280025.16     | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 153137                      | CUSIP: 362154BE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        872 | PA      | $894.62        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602794                      | CUSIP: 36200JUT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4265 | PA      | $4315.41       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611470                      | CUSIP: 36202WJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12053 | PA      | $12195.81      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738287                      | CUSIP: 3620ASF46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74675 | PA      | $71839.02      | 0.00%             | 2041-05-15      | 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        |     585918 | PA      | $562238.68     | 0.01%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A86313                      | CUSIP: 312933AN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      92054 | PA      | $92624.33      | 0.00%             | 2039-05-01      | 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        |    2870604 | PA      | $2882973.77    | 0.03%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 407772                      | CUSIP: 36206C6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31944 | PA      | $31318.71      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512605                      | CUSIP: 36211GNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3276 | PA      | $3362.70       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619619                      | CUSIP: 36290WK84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7611 | PA      | $7637.80       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753219                      | CUSIP: 36230MSG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101812 | PA      | $94594.54      | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478002                      | CUSIP: 36209QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6792 | PA      | $6971.45       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610352                      | CUSIP: 36202VBV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4211 | PA      | $4259.84       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3308                      | CUSIP: 36179RU98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1223909 | PA      | $1057494.02    | 0.01%             | 2045-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749249                      | CUSIP: 3620C5L62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     305679 | PA      | $293099.95     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796349                      | CUSIP: 36177RBT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46639 | PA      | $43046.65      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701815                      | CUSIP: 36296UVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5011 | PA      | $4929.65       | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452801                      | CUSIP: 36208KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5007 | PA      | $5139.28       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658212                      | CUSIP: 36294SGV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14356 | PA      | $14613.70      | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615526                      | CUSIP: 36290RYX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        371 | PA      | $372.17        | 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        |      78858 | PA      | $79126.48      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574975                      | CUSIP: 36200WXC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5428 | PA      | $5519.90       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC6535                      | CUSIP: 36179GHL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34595 | PA      | $31998.48      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597964                      | CUSIP: 36200DJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1320 | PA      | $1339.68       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760103                      | CUSIP: 36176AGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133329 | PA      | $131016.07     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624381                      | CUSIP: 36291CUE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2306 | PA      | $2315.57       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607623                      | CUSIP: 36202SAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6701 | PA      | $6863.63       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505730                      | CUSIP: 36210XY35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4888 | PA      | $5017.02       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6089                      | CUSIP: 36178DXS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     315419 | PA      | $281617.79     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605428                      | CUSIP: 36200NSR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14383 | PA      | $14758.52      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603089                      | CUSIP: 36200J7A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5304 | PA      | $5322.87       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782930                      | CUSIP: 36241LHF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65072 | PA      | $63947.83      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583125                      | CUSIP: 36201GYW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8001 | PA      | $7930.01       | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486470                      | CUSIP: 36210AMT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        735 | PA      | $754.15        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627943                      | CUSIP: 36291GS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19113 | PA      | $19641.67      | 0.00%             | 2034-01-15      | 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        |       9424 | PA      | $9673.29       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684262                      | CUSIP: 36295YFB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     726111 | PA      | $673481.08     | 0.01%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 2 8/25                    | CUSIP: 21H020683<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -174474000 | PA      | $-140777661.91 | -1.27%            | 2025-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497285                      | CUSIP: 36210NNA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        441 | PA      | $452.79        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758957                      | CUSIP: 36230T5S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38653 | PA      | $36946.00      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481348                      | CUSIP: 36209TWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        114 | PA      | $117.18        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717145                      | CUSIP: 3620A2WE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100941 | PA      | $99308.53      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591934                      | CUSIP: 36201SSX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30670 | PA      | $30945.26      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5713                      | CUSIP: 36178SK23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     569443 | PA      | $529692.67     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607760                      | CUSIP: 36202SE95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51279 | PA      | $52045.10      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641576                      | CUSIP: 36291XXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6060 | PA      | $6082.72       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799265                      | CUSIP: 36177UJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82417 | PA      | $76231.55      | 0.00%             | 2042-08-15      | 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        |     599078 | PA      | $573559.66     | 0.01%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 654905                      | CUSIP: 36294NR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84935 | PA      | $87591.51      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563662                      | CUSIP: 36213TFB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52800 | PA      | $53389.00      | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751603                      | CUSIP: 36230KX89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13866 | PA      | $13261.18      | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727565                      | CUSIP: 3620AEJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     268138 | PA      | $257103.79     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613044                      | CUSIP: 36290NBM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41037 | PA      | $41146.27      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783642                      | CUSIP: 3622A2BK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15946 | PA      | $16046.02      | 0.00%             | 2042-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652746                      | CUSIP: 36292MET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32323 | PA      | $32873.82      | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2581                      | CUSIP: 36183X2N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5280 | PA      | $4841.44       | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602136                      | CUSIP: 36200H4V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        339 | PA      | $342.89        | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592750                      | CUSIP: 36201TQB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57915 | PA      | $58734.38      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4952                      | CUSIP: 36178CQD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49238 | PA      | $45530.13      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669959                      | CUSIP: 36295GJC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85490 | PA      | $76407.93      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651910                      | CUSIP: 36292LGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89123 | PA      | $91699.23      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558829                      | CUSIP: 36213MY28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3911 | PA      | $4014.29       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581557                      | CUSIP: 36201FB22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        190 | PA      | $192.67        | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711574                      | CUSIP: 36297GQ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     478512 | PA      | $467444.94     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484185                      | CUSIP: 36209W2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5474 | PA      | $5618.35       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610258                      | CUSIP: 36202U5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3756 | PA      | $3766.05       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650457                      | CUSIP: 36292JTN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17906 | PA      | $18189.14      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623433                      | CUSIP: 36291BSW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3592 | PA      | $3695.31       | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476622                      | CUSIP: 36209NPF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1336 | PA      | $1371.30       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2890                      | CUSIP: 36179RF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5491298 | PA      | $4776090.24    | 0.04%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650693                      | CUSIP: 36292J3A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28450 | PA      | $28102.50      | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602880                      | CUSIP: 36200JXH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77050 | PA      | $78302.45      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491202                      | CUSIP: 36210FU38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1779 | PA      | $1826.29       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621838                      | CUSIP: 36290YZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28762 | PA      | $29098.28      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624297                      | CUSIP: 36291CRS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27536 | PA      | $27983.21      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762299                      | CUSIP: 36176CUY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142260 | PA      | $139491.32     | 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        |      58062 | PA      | $56946.58      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632861                      | CUSIP: 36291NB67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83359 | PA      | $84676.66      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603466                      | CUSIP: 36200KMP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126697 | PA      | $128268.63     | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686279                      | CUSIP: 36296BM41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15809 | PA      | $15877.85      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495828                      | CUSIP: 36210LYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1378 | PA      | $1397.16       | 0.00%             | 2029-01-15      | 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        |      42229 | PA      | $42403.97      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595436                      | CUSIP: 36200APV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22622 | PA      | $22926.68      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619480                      | CUSIP: 36290WFV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8425 | PA      | $8541.31       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494905                      | CUSIP: 36210KYA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16489 | PA      | $16925.21      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582987                      | CUSIP: 36201GUL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79449 | PA      | $80393.06      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482073                      | CUSIP: 36209UQ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7217 | PA      | $7408.18       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623004                      | CUSIP: 36291BDH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3732 | PA      | $3745.80       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586151                      | CUSIP: 36201LEY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1192 | PA      | $1196.94       | 0.00%             | 2034-07-15      | 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        |        717 | PA      | $708.94        | 0.00%             | 2033-09-15      | 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        |       3970 | PA      | $3945.88       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C01844                      | CUSIP: 31292JBM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1110 | PA      | $1100.68       | 0.00%             | 2034-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753825                      | CUSIP: 36230NHA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     265560 | PA      | $254631.44     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631212                      | CUSIP: 36291LGV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15672 | PA      | $16122.49      | 0.00%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QC9030                      | CUSIP: 3133AUA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     925734 | PA      | $833628.53     | 0.01%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4382                      | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21888543 | PA      | $19964699.63   | 0.18%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783880                      | CUSIP: 3622A2JZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13281 | PA      | $12267.45      | 0.00%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742986                      | CUSIP: 3620AXNB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19026 | PA      | $18257.27      | 0.00%             | 2040-12-15      | 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        |      16672 | PA      | $16339.75      | 0.00%             | 2040-04-15      | 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        |    2719858 | PA      | $2607432.53    | 0.02%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589580                      | CUSIP: 36201P6R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15890 | PA      | $16095.14      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6712                      | CUSIP: 36179VN55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   35473916 | PA      | $33096191.58   | 0.30%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550048                      | CUSIP: 36213CBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3383 | PA      | $3444.54       | 0.00%             | 2031-06-15      | 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        |       1249 | PA      | $1254.02       | 0.00%             | 2033-10-15      | 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        |      42070 | PA      | $42239.13      | 0.00%             | 2033-07-15      | 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        |     836340 | PA      | $823079.44     | 0.01%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477551                      | CUSIP: 36209PQC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11728 | PA      | $11892.90      | 0.00%             | 2028-11-15      | 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        |       4399 | PA      | $4460.91       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794323                      | CUSIP: 36177NYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     682390 | PA      | $605467.10     | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487039                      | CUSIP: 36210BBG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43316 | PA      | $43409.54      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558243                      | CUSIP: 36213MEQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        660 | PA      | $662.88        | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551879                      | CUSIP: 36213ECQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3729 | PA      | $3827.21       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553034                      | CUSIP: 36213FLP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12439 | PA      | $12603.74      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615259                      | CUSIP: 36290RQL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70221 | PA      | $70436.88      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 533205                      | CUSIP: 36212GKS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3095 | PA      | $3176.88       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748603                      | CUSIP: 3620C4U40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19172 | PA      | $19251.86      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544295                      | CUSIP: 36212UUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     172693 | PA      | $169398.85     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749243                      | CUSIP: 3620C5LY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107815 | PA      | $100589.43     | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6884                      | CUSIP: 36198TUH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151792 | PA      | $134532.61     | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583344                      | CUSIP: 36201HBM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28156 | PA      | $28890.78      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612166                      | CUSIP: 36202XCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33544 | PA      | $33995.50      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4320                      | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2858297 | PA      | $2533816.28    | 0.02%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5201 CB                    | CUSIP: 3137H64W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4292030 | PA      | $2923539.84    | 0.03%             | 2052-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761211                      | CUSIP: 36176BN45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     382927 | PA      | $368086.06     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580837                      | CUSIP: 36201EHN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60493 | PA      | $60741.40      | 0.00%             | 2034-06-15      | 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        |      70778 | PA      | $70978.00      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471350                      | CUSIP: 36209GTF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6729 | PA      | $6892.08       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638069                      | CUSIP: 36291T2A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28558 | PA      | $29045.11      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460827                      | CUSIP: 36208T4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        531 | PA      | $545.19        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631270                      | CUSIP: 36291LJP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7047 | PA      | $7076.57       | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743030                      | CUSIP: 3620AXPP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170898 | PA      | $163588.07     | 0.00%             | 2041-05-15      | 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        |     487397 | PA      | $466291.55     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724255                      | CUSIP: 3620AATL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143800 | PA      | $144427.34     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4445                      | CUSIP: 36178Q5E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     248401 | PA      | $222814.40     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751760                      | CUSIP: 36230K5V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     516342 | PA      | $495861.32     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620951                      | CUSIP: 36290XZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24407 | PA      | $24134.60      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612839                      | CUSIP: 36202XZC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1969 | PA      | $1994.95       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690660                      | CUSIP: 36296GJD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7290 | PA      | $7158.00       | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767045                      | CUSIP: 36176H5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1348657 | PA      | $1212714.06    | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497343                      | CUSIP: 36210NP45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5727 | PA      | $5807.88       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1078                      | CUSIP: 36181GFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41303 | PA      | $37108.82      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777542                      | CUSIP: 36176VS79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56327 | PA      | $50052.60      | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6041                      | CUSIP: 36179UWA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2136685 | PA      | $2063481.02    | 0.02%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565164                      | CUSIP: 36213UZ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4755 | PA      | $4828.16       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740081                      | CUSIP: 3620AUFW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46338 | PA      | $44405.29      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454385                      | CUSIP: 36208LXN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2834 | PA      | $2908.87       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO5860                      | CUSIP: 3617A6QM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71704 | PA      | $64010.72      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623871                      | CUSIP: 36291CCG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27627 | PA      | $27730.56      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 576288                      | CUSIP: 36200YF51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33629 | PA      | $33749.19      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MB0309                      | CUSIP: 3618N5KX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  178531540 | PA      | $181073043.79  | 1.63%             | 2055-04-20      | 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        |       8406 | PA      | $8627.86       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590078                      | CUSIP: 36201QQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12496 | PA      | $12600.47      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476266                      | CUSIP: 36209NCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        334 | PA      | $343.27        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06506                      | CUSIP: 3128M8R30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6212 | PA      | $5973.35       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646880                      | CUSIP: 36292EUD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2301 | PA      | $2340.55       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AC0107                      | CUSIP: 36178YDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1103273 | PA      | $1023535.18    | 0.01%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458931                      | CUSIP: 36208RY40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6723 | PA      | $6900.74       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782988                      | CUSIP: 36241LJ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56059 | PA      | $57116.24      | 0.00%             | 2040-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484445                      | CUSIP: 36209XES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3052 | PA      | $3132.68       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570133                      | CUSIP: 36200RLN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18695 | PA      | $19072.41      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5710                      | CUSIP: 36182AKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51583 | PA      | $46031.19      | 0.00%             | 2043-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A87997                      | CUSIP: 3129343E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1291 | PA      | $1298.67       | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495770                      | CUSIP: 36210LW74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10199 | PA      | $10342.30      | 0.00%             | 2028-12-15      | 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        |      15118 | PA      | $15179.52      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492195                      | CUSIP: 36210GXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7481 | PA      | $7586.15       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794575                      | CUSIP: 36177PCM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25817 | PA      | $24768.71      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721544                      | CUSIP: 3620A7S97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12847 | PA      | $12613.17      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9106                      | CUSIP: 36178WDK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1078921 | PA      | $973009.42     | 0.01%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08277                      | CUSIP: 3128MJJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5806 | PA      | $5841.67       | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3874                      | CUSIP: 36179SJT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50000 | PA      | $45698.91      | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0384                      | CUSIP: 36177WM98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167713 | PA      | $157425.64     | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595064                      | CUSIP: 36200AB99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16399 | PA      | $16831.50      | 0.00%             | 2032-10-15      | 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        |      12345 | PA      | $12518.45      | 0.00%             | 2028-11-15      | 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        |       2665 | PA      | $2702.89       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476107                      | CUSIP: 36209M3Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2297 | PA      | $2357.81       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 310228                      | CUSIP: 31374CSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22616670 | PA      | $20229811.00   | 0.18%             | 2043-06-01      | 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        |     791051 | PA      | $735831.48     | 0.01%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619629                      | CUSIP: 36290WLJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24590 | PA      | $24929.01      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644631                      | CUSIP: 36292CEC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     267245 | PA      | $268367.68     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528150                      | CUSIP: 36212AWK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15338 | PA      | $15568.48      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495783                      | CUSIP: 36210LXL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3764 | PA      | $3817.28       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763423                      | CUSIP: 36176D4G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5410 | PA      | $5195.81       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670390                      | CUSIP: 36295GXT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61516 | PA      | $62695.64      | 0.00%             | 2038-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558770                      | CUSIP: 36213MW79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130328 | PA      | $132081.71     | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3918                        | CUSIP: 36202EK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21856 | PA      | $21980.61      | 0.00%             | 2036-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458036                      | CUSIP: 36208QY91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        735 | PA      | $745.82        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641500                      | CUSIP: 36291XUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5750 | PA      | $5772.83       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577881                      | CUSIP: 36201A6S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        816 | PA      | $827.85        | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A72047                      | CUSIP: 3128L5HY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     190055 | PA      | $191224.00     | 0.00%             | 2038-01-01      | 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        |     129762 | PA      | $130283.41     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470221                      | CUSIP: 36209FLA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        400 | PA      | $410.21        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604729                      | CUSIP: 36200MY23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21099 | PA      | $21422.86      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AX7238                      | CUSIP: 36196KBF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192813 | PA      | $175294.53     | 0.00%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603470                      | CUSIP: 36200KMT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     252987 | PA      | $256304.23     | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738112                      | CUSIP: 3620ASAM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70339 | PA      | $69085.14      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486960                      | CUSIP: 36210A5V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4379 | PA      | $4440.67       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642333                      | CUSIP: 36291YSW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62873 | PA      | $63872.75      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496563                      | CUSIP: 36210MTU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1310 | PA      | $1328.35       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720849                      | CUSIP: 3620A6ZN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27221 | PA      | $26199.63      | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645420                      | CUSIP: 36292DAV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67099 | PA      | $68262.82      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627889                      | CUSIP: 36291GRJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6068 | PA      | $6162.74       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741557                      | CUSIP: 3620AVZW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247331 | PA      | $236795.32     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711554                      | CUSIP: 36297GQF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     347186 | PA      | $332458.82     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782984                      | CUSIP: 36241LJ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44672 | PA      | $44865.93      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773503                      | CUSIP: 36176RDG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     365719 | PA      | $350468.78     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ9501                      | CUSIP: 36183FRW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126343 | PA      | $112227.10     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586145                      | CUSIP: 36201LES9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23308 | PA      | $23958.43      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691684                      | CUSIP: 36296HM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11894 | PA      | $11413.22      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483525                      | CUSIP: 36209WD66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2853 | PA      | $2928.15       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587526                      | CUSIP: 36201MVT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30406 | PA      | $31108.36      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748969                      | CUSIP: 3620C5CE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29556 | PA      | $28339.86      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618898                      | CUSIP: 36290VRT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19804 | PA      | $20066.87      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591860                      | CUSIP: 36201SQM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42357 | PA      | $43405.44      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484002                      | CUSIP: 36209WU34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2897 | PA      | $2973.18       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734094                      | CUSIP: 3620AMRP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     890455 | PA      | $854871.74     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705593                      | CUSIP: 36296Y3A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16067 | PA      | $15783.06      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593893                      | CUSIP: 36201UXW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30372 | PA      | $30816.93      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543812                      | CUSIP: 36212UDR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6383 | PA      | $6514.23       | 0.00%             | 2031-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1068                      | CUSIP: 36178LFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     597908 | PA      | $538309.95     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574678                      | CUSIP: 36200WM32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19208 | PA      | $19517.11      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488242                      | CUSIP: 36210CLX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        865 | PA      | $888.19        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603551                      | CUSIP: 36200KQC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27763 | PA      | $28151.13      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619034                      | CUSIP: 36290VV35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13680 | PA      | $13884.73      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591284                      | CUSIP: 36201R2R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204717 | PA      | $209672.96     | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704204                      | CUSIP: 36296XKR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     186845 | PA      | $187654.83     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493754                      | CUSIP: 36210JQF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5916 | PA      | $5999.70       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635332                      | CUSIP: 36291QY57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22790 | PA      | $23039.89      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768127                      | CUSIP: 36176KD87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59082 | PA      | $56782.95      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678528                      | CUSIP: 36295RYZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128727 | PA      | $129286.29     | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588191                      | CUSIP: 36201NNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25392 | PA      | $25755.94      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783971                      | CUSIP: 3622A2MU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5363926 | PA      | $5143188.71    | 0.05%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3898                      | CUSIP: 36178QKK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88531 | PA      | $80359.06      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491990                      | CUSIP: 36210GRK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2521 | PA      | $2587.17       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480034                      | CUSIP: 36209SHK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        475 | PA      | $474.79        | 0.00%             | 2028-07-15      | 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        |       9834 | PA      | $10093.79      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495860                      | CUSIP: 36210LZZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24001 | PA      | $24339.10      | 0.00%             | 2029-01-15      | 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        |        412 | PA      | $417.56        | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI5181                      | CUSIP: 36198RXJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     274241 | PA      | $261004.76     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6287                      | CUSIP: 36178D6Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22725 | PA      | $20477.33      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749838                      | CUSIP: 3620C6BF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     240745 | PA      | $232313.87     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607785                      | CUSIP: 36202SF29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        957 | PA      | $980.50        | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483585                      | CUSIP: 36209WF23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5154 | PA      | $5226.21       | 0.00%             | 2028-12-15      | 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        |       3346 | PA      | $3393.13       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468083                      | CUSIP: 36209C6U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3567 | PA      | $3660.93       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611053                      | CUSIP: 36202VZS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3344 | PA      | $3396.86       | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476597                      | CUSIP: 36209NNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10168 | PA      | $10436.71      | 0.00%             | 2028-07-15      | 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        |       3903 | PA      | $4006.48       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637114                      | CUSIP: 36291SYK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81337 | PA      | $82644.43      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9989                      | CUSIP: 36178XC21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222493 | PA      | $212704.11     | 0.00%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598445                      | CUSIP: 36200DZJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23564 | PA      | $23827.04      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619153                      | CUSIP: 36290VZS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54881 | PA      | $55800.44      | 0.00%             | 2034-11-15      | 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        |     231807 | PA      | $232537.52     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563135                      | CUSIP: 36213SSY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15987 | PA      | $16282.41      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605811                      | CUSIP: 36201XAL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82868 | PA      | $85393.47      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651962                      | CUSIP: 36292LJF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        793 | PA      | $803.65        | 0.00%             | 2036-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721217                      | CUSIP: 3620A7G25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4156 | PA      | $4094.56       | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647741                      | CUSIP: 36292FS65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85964 | PA      | $87389.78      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577470                      | CUSIP: 36201AQX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3195 | PA      | $3273.21       | 0.00%             | 2032-12-15      | 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        |       3771 | PA      | $3824.20       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0089                      | CUSIP: 36179MC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2428972 | PA      | $2321414.98    | 0.02%             | 2042-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503103                      | CUSIP: 36210U3L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3391 | PA      | $3480.86       | 0.00%             | 2029-05-15      | 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        |      10265 | PA      | $10409.71      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605363                      | CUSIP: 36200NQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184069 | PA      | $187075.85     | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465791                      | CUSIP: 36209ANG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7031 | PA      | $7216.94       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633673                      | CUSIP: 36291N6J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1861 | PA      | $1890.01       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1636                      | CUSIP: 36178LY98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209265 | PA      | $193718.61     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683227                      | CUSIP: 36295XA47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1039 | PA      | $1044.00       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483507                      | CUSIP: 36209WDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5340 | PA      | $5415.52       | 0.00%             | 2028-10-15      | 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        |        344 | PA      | $353.44        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614624                      | CUSIP: 36290QYV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176690 | PA      | $177380.72     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | 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      | $2246292.77    | 0.02%             | 2048-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603092                      | CUSIP: 36200J7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170815 | PA      | $171467.72     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505569                      | CUSIP: 36210XT23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3706 | PA      | $3758.67       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779700                      | CUSIP: 36176X7M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177116 | PA      | $169478.07     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604249                      | CUSIP: 36200MH22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24227 | PA      | $24307.04      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0319                      | CUSIP: 36179MK82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38875 | PA      | $37138.26      | 0.00%             | 2042-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638192                      | CUSIP: 36291T7D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86952 | PA      | $88326.78      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8263                      | CUSIP: 36178GFC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     275411 | PA      | $254880.31     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630098                      | CUSIP: 36291J7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7892 | PA      | $7923.94       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744346                      | CUSIP: 3620AY5F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     762909 | PA      | $749357.12     | 0.01%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3361                      | CUSIP: 36178AWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6420 | PA      | $5797.26       | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2295                      | CUSIP: 36178MRQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     386823 | PA      | $358482.94     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766989                      | CUSIP: 36176H2W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239396 | PA      | $214823.52     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710980                      | CUSIP: 36297F2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12432 | PA      | $12225.83      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AJ9354                      | CUSIP: 3138E2MC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11224 | PA      | $11089.49      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4381                      | CUSIP: 36179S2N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5543460 | PA      | $4914152.43    | 0.04%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566489                      | CUSIP: 36213WKA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39063 | PA      | $39189.45      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565384                      | CUSIP: 36213VCV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10291 | PA      | $10563.09      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565114                      | CUSIP: 36213UYK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6198 | PA      | $6203.89       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589587                      | CUSIP: 36201P6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        471 | PA      | $479.37        | 0.00%             | 2032-12-15      | 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        |       1879 | PA      | $1928.86       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648611                      | CUSIP: 36292GR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25092 | PA      | $25201.00      | 0.00%             | 2035-11-15      | 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        |     137062 | PA      | $137470.98     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472965                      | CUSIP: 36209JMN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        469 | PA      | $476.06        | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752247                      | CUSIP: 36230LP86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84296 | PA      | $82640.18      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464646                      | CUSIP: 36208YET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1658 | PA      | $1681.84       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727888                      | CUSIP: 3620AEUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     227108 | PA      | $217679.50     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627644                      | CUSIP: 36291GHV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58665 | PA      | $59553.99      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635228                      | CUSIP: 36291QVV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13991 | PA      | $14215.04      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565463                      | CUSIP: 36213VFC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22942 | PA      | $23432.25      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770515                      | CUSIP: 36176MYL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11158 | PA      | $10686.89      | 0.00%             | 2041-08-15      | 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        |       1529 | PA      | $1569.89       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0347                      | CUSIP: 36198KL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     445556 | PA      | $394217.92     | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575919                      | CUSIP: 36200XYQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40634 | PA      | $41560.87      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726031                      | CUSIP: 3620ACSU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76871 | PA      | $75559.92      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629877                      | CUSIP: 36291JXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51916 | PA      | $53471.79      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0287                      | CUSIP: 36180BJ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139778 | PA      | $128942.92     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783251                      | CUSIP: 36241LTG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20941 | PA      | $21031.97      | 0.00%             | 2040-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562502                      | CUSIP: 36213R3K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1791 | PA      | $1797.85       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564715                      | CUSIP: 36213UK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1290 | PA      | $1323.63       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750311                      | CUSIP: 3620C6R80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     179709 | PA      | $176480.11     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612796                      | CUSIP: 36202XXZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35300 | PA      | $35441.93      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742987                      | CUSIP: 3620AXNC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     236119 | PA      | $226187.95     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434482                      | CUSIP: 36207KUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1350 | PA      | $1385.89       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-177 DY                | CUSIP: 38378YAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15203940 | PA      | $13220180.08   | 0.12%             | 2043-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476272                      | CUSIP: 36209NCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        863 | PA      | $885.84        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627252                      | CUSIP: 36291FZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45002 | PA      | $45174.10      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4854                        | CUSIP: 36202FMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6699 | PA      | $6587.45       | 0.00%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2929                      | CUSIP: 36179CHE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69322 | PA      | $64015.99      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465540                      | CUSIP: 36209AEM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        229 | PA      | $232.03        | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 790988                      | CUSIP: 36177KC20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102371 | PA      | $98482.95      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744397                      | CUSIP: 3620AY7J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     706913 | PA      | $677693.03     | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690106                      | CUSIP: 36296FU76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10706 | PA      | $10914.34      | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK0995                      | CUSIP: 36183JC82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10972 | PA      | $10424.38      | 0.00%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465221                      | CUSIP: 36208YYS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1263 | PA      | $1296.15       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653655                      | CUSIP: 36292NE48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5124 | PA      | $5212.93       | 0.00%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG6035                      | CUSIP: 36182AV40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22501 | PA      | $22156.12      | 0.00%             | 2043-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457972                      | CUSIP: 36208QW93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        447 | PA      | $459.11        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727572                      | CUSIP: 3620AEJR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3880 | PA      | $3781.75       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497317                      | CUSIP: 36210NPA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20264 | PA      | $20549.73      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562703                      | CUSIP: 36213SDG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49260 | PA      | $49922.56      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 533725                      | CUSIP: 36212G4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11124 | PA      | $11418.02      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605384                      | CUSIP: 36200NRD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201672 | PA      | $202488.68     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482827                      | CUSIP: 36209VLG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        942 | PA      | $955.32        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761218                      | CUSIP: 36176BPB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204960 | PA      | $201208.68     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741444                      | CUSIP: 3620AVWD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21745 | PA      | $20876.03      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491402                      | CUSIP: 36210F3K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2349 | PA      | $2411.44       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AW7395                      | CUSIP: 3138XXGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     508846 | PA      | $502740.03     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572045                      | CUSIP: 36200TP69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167353 | PA      | $169834.51     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488182                      | CUSIP: 36210CJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8989 | PA      | $9115.92       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756322                      | CUSIP: 36230RAX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155014 | PA      | $148411.03     | 0.00%             | 2041-01-15      | 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        |      88905 | PA      | $87413.65      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622616                      | CUSIP: 36291AVH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37468 | PA      | $38056.68      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794075                      | CUSIP: 36177NQ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22568 | PA      | $21579.12      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1079                      | CUSIP: 36181GFU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141028 | PA      | $126708.24     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460783                      | CUSIP: 36208T2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2646 | PA      | $2716.40       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582892                      | CUSIP: 36201GRM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19052 | PA      | $19334.47      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ2135                      | CUSIP: 36182WLQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126049 | PA      | $119965.37     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717323                      | CUSIP: 3620A24G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35302 | PA      | $32697.10      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605381                      | CUSIP: 36200NRA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4066 | PA      | $4082.29       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618848                      | CUSIP: 36290VP99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85937 | PA      | $86186.80      | 0.00%             | 2033-08-15      | 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        |     296285 | PA      | $297243.75     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618962                      | CUSIP: 36290VTT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43273 | PA      | $43964.86      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594021                      | CUSIP: 36201U4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7805 | PA      | $7921.45       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6858                      | CUSIP: 36178TTP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     263410 | PA      | $244386.69     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747977                      | CUSIP: 3620C36N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162845 | PA      | $156508.70     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749229                      | CUSIP: 3620C5LJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     229968 | PA      | $220172.13     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD6325                      | CUSIP: 36180JA20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     828259 | PA      | $765475.41     | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735185                      | CUSIP: 3620ANXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     259792 | PA      | $249372.05     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5938                      | CUSIP: 36178DS36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     301453 | PA      | $270732.51     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782025                      | CUSIP: 36241KHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45035 | PA      | $46225.84      | 0.00%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588283                      | CUSIP: 36201NRC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57599 | PA      | $58262.30      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595873                      | CUSIP: 36200A6J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78244 | PA      | $79363.87      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634291                      | CUSIP: 36291PUQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60496 | PA      | $61509.18      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794219                      | CUSIP: 36177NVM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97813 | PA      | $93681.27      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779102                      | CUSIP: 36176XKP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23193 | PA      | $21568.05      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581763                      | CUSIP: 36201FJG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        680 | PA      | $697.34        | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794648                      | CUSIP: 36177PEW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9005 | PA      | $8104.36       | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593413                      | CUSIP: 36201UGW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43248 | PA      | $43423.50      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737555                      | CUSIP: 3620ARMC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2000350 | PA      | $1965510.78    | 0.02%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469610                      | CUSIP: 36209EVB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1353 | PA      | $1371.98       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480091                      | CUSIP: 36209SKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7897 | PA      | $8008.10       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488724                      | CUSIP: 36210C4H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5784 | PA      | $5936.60       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620942                      | CUSIP: 36290XZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8994 | PA      | $9119.36       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7881                      | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     317732 | PA      | $267303.14     | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655132                      | CUSIP: 36294NY51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2386 | PA      | $2435.83       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778944                      | CUSIP: 36176XER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     236885 | PA      | $220875.09     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-34 GZ                 | CUSIP: 38380C5F6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8679146 | PA      | $6280719.19    | 0.06%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471213                      | CUSIP: 36209GN60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3031 | PA      | $3111.11       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605443                      | CUSIP: 36200NS85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25464 | PA      | $25569.73      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706784                      | CUSIP: 36297BFZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     415819 | PA      | $407982.69     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780893                      | CUSIP: 36225A7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1423 | PA      | $1442.65       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682032                      | CUSIP: 36295VVZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10296 | PA      | $10340.99      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603116                      | CUSIP: 36200KAR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42723 | PA      | $43378.89      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572365                      | CUSIP: 36200TZ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3884 | PA      | $3990.36       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706892                      | CUSIP: 36297BKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85254 | PA      | $83294.35      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567268                      | CUSIP: 36213XFH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7183 | PA      | $7372.91       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587842                      | CUSIP: 36201NBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4437 | PA      | $4453.13       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642572                      | CUSIP: 36291Y2D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69819 | PA      | $71025.52      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750666                      | CUSIP: 3620C66B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7662 | PA      | $7344.27       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 662396                      | CUSIP: 36294W3D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        529 | PA      | $538.91        | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764224                      | CUSIP: 36176EYV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21362 | PA      | $20603.07      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461490                      | CUSIP: 36208UUP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4426 | PA      | $4427.92       | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552939                      | CUSIP: 36213FHQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154267 | PA      | $156043.82     | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762856                      | CUSIP: 36176DH97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        639 | PA      | $628.82        | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457694                      | CUSIP: 36208QNK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         70 | PA      | $72.05         | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481990                      | CUSIP: 36209UNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3432 | PA      | $3522.87       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480397                      | CUSIP: 36209SUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2138 | PA      | $2195.01       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | 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      | $1749196.30    | 0.02%             | 2047-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603567                      | CUSIP: 36200KQU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114986 | PA      | $116493.68     | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611895                      | CUSIP: 36202WXY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76645 | PA      | $77690.06      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670288                      | CUSIP: 36295GUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10124 | PA      | $10448.63      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701993                      | CUSIP: 36296U3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138492 | PA      | $136189.83     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438068                      | CUSIP: 36207PTZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        275 | PA      | $281.87        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AC0185                      | CUSIP: 36178YF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2039580 | PA      | $1891478.01    | 0.02%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615304                      | CUSIP: 36290RRZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31919 | PA      | $32032.90      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781803                      | CUSIP: 36241KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1388 | PA      | $1424.93       | 0.00%             | 2034-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620488                      | CUSIP: 36290XJ92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68589 | PA      | $68833.43      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766658                      | CUSIP: 36176HQK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180201 | PA      | $172272.15     | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598700                      | CUSIP: 36200EDD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13232 | PA      | $13408.23      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667406                      | CUSIP: 36295DNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     307438 | PA      | $296462.07     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632186                      | CUSIP: 36291MJ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1124 | PA      | $1136.31       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0532                      | CUSIP: 36179MSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11756 | PA      | $10382.14      | 0.00%             | 2042-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493629                      | CUSIP: 36210JLJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        103 | PA      | $106.02        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733798                      | CUSIP: 3620AMGF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28552 | PA      | $28673.72      | 0.00%             | 2040-07-15      | 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        |      33680 | PA      | $33771.79      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570399                      | CUSIP: 36200RUY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7679 | PA      | $7882.43       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q28997                      | CUSIP: 3132M9UW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23945 | PA      | $23510.82      | 0.00%             | 2044-10-01      | 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        |      40742 | PA      | $40876.97      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591789                      | CUSIP: 36201SNE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29446 | PA      | $29774.30      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2333                      | CUSIP: 36180DSW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     196820 | PA      | $182048.14     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474223                      | CUSIP: 36209KYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2242 | PA      | $2273.92       | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7191                      | CUSIP: 36179V7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   40402973 | PA      | $31047959.73   | 0.28%             | 2051-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7650                      | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  190563751 | PA      | $166741967.09  | 1.50%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758261                      | CUSIP: 36230TFA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81999 | PA      | $80451.34      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568368                      | CUSIP: 36213YMR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27712 | PA      | $28487.20      | 0.00%             | 2031-11-15      | 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        |       1460 | PA      | $1498.38       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641515                      | CUSIP: 36291XVG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26689 | PA      | $26804.23      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754991                      | CUSIP: 36230PRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41321 | PA      | $42094.19      | 0.00%             | 2041-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710714                      | CUSIP: 36297FSB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     210837 | PA      | $207285.42     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605206                      | CUSIP: 36200NKT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16429 | PA      | $16491.46      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2460 ZM                    | CUSIP: 31392PPQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     412118 | PA      | $416503.71     | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US 10YR NOTE (CBT)Sep25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -685 | NC      | $84621.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05188                      | CUSIP: 3128M7CZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     107132 | PA      | $107793.18     | 0.00%             | 2038-09-01      | 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        |      37398 | PA      | $37628.69      | 0.00%             | 2037-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630132                      | CUSIP: 36291KA98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13363 | PA      | $13580.10      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4195                      | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  140715891 | PA      | $124741471.30  | 1.13%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A90365                      | CUSIP: 312938MN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14079 | PA      | $13890.46      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575509                      | CUSIP: 36200XKW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4475 | PA      | $4600.45       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487754                      | CUSIP: 36210BZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30016 | PA      | $30607.95      | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614484                      | CUSIP: 36290QUH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11290 | PA      | $11451.67      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5649                      | CUSIP: 36182AH20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23671 | PA      | $21007.63      | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB3179                      | CUSIP: 3140QNQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     539926 | PA      | $485362.40     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697974                      | CUSIP: 36296QMX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42942 | PA      | $43127.02      | 0.00%             | 2040-06-15      | 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        |       1274 | PA      | $1303.09       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606897                      | CUSIP: 36201YGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23350 | PA      | $23710.90      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553242                      | CUSIP: 36213FS79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21713 | PA      | $22268.10      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738114                      | CUSIP: 3620ASAP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28158 | PA      | $27024.61      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544007                      | CUSIP: 36212UKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5470 | PA      | $5614.40       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK3671                      | CUSIP: 3131X7CG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16038 | PA      | $15861.60      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762038                      | CUSIP: 36176CLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20077 | PA      | $19350.18      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2023-98 ZG                 | CUSIP: 38384BYL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7795740 | PA      | $7145221.43    | 0.06%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701363                      | CUSIP: 36296UFC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89355 | PA      | $87862.68      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621696                      | CUSIP: 36290YUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2054 | PA      | $2031.91       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640878                      | CUSIP: 36291W6P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27508 | PA      | $27957.64      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454257                      | CUSIP: 36208LTN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1268 | PA      | $1301.91       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 326311                      | CUSIP: 36224EN41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        197 | PA      | $202.47        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611146                      | CUSIP: 36202V5F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5731 | PA      | $5818.65       | 0.00%             | 2033-11-15      | 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        |       9830 | PA      | $9872.99       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563338                      | CUSIP: 36213SZB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        214 | PA      | $219.18        | 0.00%             | 2031-09-15      | 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        |        318 | PA      | $322.18        | 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        |       2112 | PA      | $2141.47       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0270                      | CUSIP: 36177WJP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36755 | PA      | $34062.01      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772735                      | CUSIP: 36176QHL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80809 | PA      | $77568.15      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733604                      | CUSIP: 3620AMAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54235 | PA      | $52141.36      | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703625                      | CUSIP: 36296WVS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     144899 | PA      | $145517.22     | 0.00%             | 2040-09-15      | 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        |       1756 | PA      | $1764.04       | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740138                      | CUSIP: 3620AUHP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20474 | PA      | $20257.80      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672672                      | CUSIP: 36295KJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        813 | PA      | $816.21        | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769360                      | CUSIP: 36176LQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     183150 | PA      | $170979.94     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553367                      | CUSIP: 36213FW41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10205 | PA      | $10333.29      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482745                      | CUSIP: 36209VHW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19770 | PA      | $20292.56      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588142                      | CUSIP: 36201NLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4150 | PA      | $4222.78       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570462                      | CUSIP: 36200RWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4227 | PA      | $4339.26       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606153                      | CUSIP: 36201XMA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5305 | PA      | $5324.73       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620445                      | CUSIP: 36290XHW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44384 | PA      | $44549.99      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493342                      | CUSIP: 36210JBK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11040 | PA      | $11196.04      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462480                      | CUSIP: 36208VXH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28357 | PA      | $29106.40      | 0.00%             | 2028-01-15      | 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        |       1237 | PA      | $1238.36       | 0.00%             | 2027-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454560                      | CUSIP: 36208L5V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3575 | PA      | $3669.38       | 0.00%             | 2028-05-15      | 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        |      17891 | PA      | $18143.02      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621781                      | CUSIP: 36290YXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58435 | PA      | $58653.79      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554094                      | CUSIP: 36213GRP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10603 | PA      | $10859.18      | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458265                      | CUSIP: 36208RCA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8893 | PA      | $9017.92       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605524                      | CUSIP: 36200NVR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6888 | PA      | $7098.23       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457126                      | CUSIP: 36208PYX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1780 | PA      | $1805.53       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585069                      | CUSIP: 36201J6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34904 | PA      | $35287.56      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553243                      | CUSIP: 36213FS87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46569 | PA      | $46719.34      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520295                      | CUSIP: 36211Q7G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4359 | PA      | $4431.84       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615624                      | CUSIP: 36290R4H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89309 | PA      | $89567.96      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610554                      | CUSIP: 36202VH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15345 | PA      | $15408.28      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496602                      | CUSIP: 36210MU33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        203 | PA      | $205.73        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745793                      | CUSIP: 3620C1RN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10214 | PA      | $10031.85      | 0.00%             | 2040-07-15      | 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        |      77418 | PA      | $76059.12      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752992                      | CUSIP: 36230MKD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5337 | PA      | $5118.52       | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508495                      | CUSIP: 36211B3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4907 | PA      | $4996.71       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737423                      | CUSIP: 3620ARG88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5493 | PA      | $5278.00       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631030                      | CUSIP: 36291LA70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13279 | PA      | $13492.65      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783946                      | CUSIP: 3622A2L34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127559 | PA      | $114701.64     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575817                      | CUSIP: 36200XVJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21022 | PA      | $21326.67      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05904                      | CUSIP: 3128M73M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21748 | PA      | $21882.21      | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622434                      | CUSIP: 36291APT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48302 | PA      | $49061.06      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0934                      | CUSIP: 36179NBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     648641 | PA      | $599178.09     | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636168                      | CUSIP: 36291RW57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1264 | PA      | $1269.33       | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722116                      | CUSIP: 3620A8GZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8568 | PA      | $8426.98       | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708434                      | CUSIP: 36297DBB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6505 | PA      | $6532.88       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615520                      | CUSIP: 36290RYR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6808 | PA      | $6828.48       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487532                      | CUSIP: 36210BSV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1210 | PA      | $1226.68       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1726                      | CUSIP: 36180C4K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146886 | PA      | $135606.60     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720110                      | CUSIP: 3620A6AK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5904 | PA      | $5684.55       | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627867                      | CUSIP: 36291GQU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67552 | PA      | $68649.39      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1999-33 PK                 | CUSIP: 31359WKN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17067 | PA      | $17257.19      | 0.00%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743088                      | CUSIP: 3620AXRH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108525 | PA      | $106545.95     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768373                      | CUSIP: 36176KMW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85521 | PA      | $82219.29      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630195                      | CUSIP: 36291KC88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20665 | PA      | $21287.83      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620250                      | CUSIP: 36290XBT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9110 | PA      | $9268.98       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619018                      | CUSIP: 36290VVK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27814 | PA      | $28525.37      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614488                      | CUSIP: 36290QUM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        821 | PA      | $832.94        | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620435                      | CUSIP: 36290XHL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9792 | PA      | $9828.02       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609233                      | CUSIP: 36202TY67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1461597 | PA      | $1302756.34    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734017                      | CUSIP: 3620AMPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2197 | PA      | $2108.74       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460709                      | CUSIP: 36208TYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9192 | PA      | $9434.83       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 797479                      | CUSIP: 36177SJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127192 | PA      | $117840.41     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647850                      | CUSIP: 36292FWK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239482 | PA      | $243413.93     | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587777                      | CUSIP: 36201M6N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3517 | PA      | $3611.59       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782810                      | CUSIP: 36241LDP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28657 | PA      | $28184.49      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622582                      | CUSIP: 36291AUF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33079 | PA      | $33200.13      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598242                      | CUSIP: 36200DS79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6402 | PA      | $6582.18       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474821                      | CUSIP: 36209LPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11869 | PA      | $12183.15      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586311                      | CUSIP: 36201LKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        791 | PA      | $794.67        | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494975                      | CUSIP: 36210K2G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16884 | PA      | $17122.30      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AQ7407                      | CUSIP: 36189YGQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     578526 | PA      | $511866.48     | 0.00%             | 2046-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490924                      | CUSIP: 36210FLD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1970 | PA      | $1998.26       | 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        |       9811 | PA      | $9949.52       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615821                      | CUSIP: 36290SD24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15065 | PA      | $15277.82      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484038                      | CUSIP: 36209WV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9415 | PA      | $9547.98       | 0.00%             | 2029-01-15      | 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        |      15963 | PA      | $16340.21      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707301                      | CUSIP: 36297BX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52625 | PA      | $51731.17      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 523559                      | CUSIP: 36211UTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12613 | PA      | $12946.71      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604548                      | CUSIP: 36200MTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239253 | PA      | $236633.53     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0704                      | CUSIP: 36181FX97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66135 | PA      | $59039.58      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603476                      | CUSIP: 36200KMZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69062 | PA      | $69832.56      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464423                      | CUSIP: 36208X4G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7195 | PA      | $7385.26       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593983                      | CUSIP: 36201U2Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4394 | PA      | $4411.76       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476043                      | CUSIP: 36209MZG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3817 | PA      | $3917.52       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713471                      | CUSIP: 36297JT46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     774992 | PA      | $761994.06     | 0.01%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BD6497                      | CUSIP: 3140FEGF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     452501 | PA      | $435220.83     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724795                      | CUSIP: 3620ABGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45481 | PA      | $44666.81      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745203                      | CUSIP: 3620C03L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     287605 | PA      | $282341.05     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2303 ZV                    | CUSIP: 3133TSTH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5776 | PA      | $5909.83       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727312                      | CUSIP: 3620AEAM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194471 | PA      | $191251.94     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463584                      | CUSIP: 36208W6V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43292 | PA      | $44638.91      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530470                      | CUSIP: 36212DJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2909 | PA      | $2971.61       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642350                      | CUSIP: 36291YTF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27420 | PA      | $27895.50      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637274                      | CUSIP: 36291S6K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47142 | PA      | $47886.84      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636155                      | CUSIP: 36291RWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62095 | PA      | $63023.31      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2136                      | CUSIP: 36178MLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11928 | PA      | $11054.16      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503390                      | CUSIP: 36210VF71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4057 | PA      | $4114.37       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616012                      | CUSIP: 36290SKZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     227631 | PA      | $228481.84     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6876                      | CUSIP: 36178TT97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116076 | PA      | $108133.85     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643803                      | CUSIP: 36292BGL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39911 | PA      | $40597.60      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2826                      | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10396 | PA      | $9516.71       | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619589                      | CUSIP: 36290WKA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50632 | PA      | $50821.61      | 0.00%             | 2033-08-15      | 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        |      66496 | PA      | $65206.05      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9612                      | CUSIP: 36179KVD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     389538 | PA      | $360302.27     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9126                      | CUSIP: 36184HD76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     539634 | PA      | $514012.77     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490586                      | CUSIP: 36210E6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        109 | PA      | $111.91        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550603                      | CUSIP: 36213CU40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3489 | PA      | $3503.20       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722044                      | CUSIP: 3620A8ER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     948080 | PA      | $843106.61     | 0.01%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4004                        | CUSIP: 36202ENV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35007 | PA      | $35228.63      | 0.00%             | 2037-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595508                      | CUSIP: 36200AR50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1705 | PA      | $1740.63       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508298                      | CUSIP: 36211BUX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        918 | PA      | $942.76        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425330                      | CUSIP: 36206YPP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14066 | PA      | $14263.78      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610886                      | CUSIP: 36202VUK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        323 | PA      | $331.54        | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599968                      | CUSIP: 36200FQV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38360 | PA      | $38909.17      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616201                      | CUSIP: 36290SRW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     220649 | PA      | $226752.76     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783267                      | CUSIP: 36241LTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4051 | PA      | $3890.05       | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666372                      | CUSIP: 36295CJR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3176 | PA      | $2851.48       | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648346                      | CUSIP: 36292GHX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43844 | PA      | $43226.06      | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605806                      | CUSIP: 36201XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     226601 | PA      | $227539.75     | 0.00%             | 2034-12-15      | 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        |      25596 | PA      | $25672.48      | 0.00%             | 2033-07-15      | 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        |      10746 | PA      | $10624.35      | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640909                      | CUSIP: 36291XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31838 | PA      | $32378.71      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1084                      | CUSIP: 36181GFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1526957 | PA      | $1372475.32    | 0.01%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8223                      | CUSIP: 36178VD40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170425 | PA      | $157338.59     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637370                      | CUSIP: 36291TCF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32159 | PA      | $32464.92      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465579                      | CUSIP: 36209AFU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11579 | PA      | $11742.61      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-56 LZ                 | CUSIP: 38376UJH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12734297 | PA      | $9640504.99    | 0.09%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606697                      | CUSIP: 36201X7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1465 | PA      | $1487.74       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 790320                      | CUSIP: 36177JLA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57408 | PA      | $53172.21      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565130                      | CUSIP: 36213UY38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1368 | PA      | $1387.20       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636290                      | CUSIP: 36291R2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71850 | PA      | $71066.37      | 0.00%             | 2035-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756271                      | CUSIP: 36230Q6G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41153 | PA      | $38191.36      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 424124                      | CUSIP: 36206XD59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5755 | PA      | $5907.68       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767037                      | CUSIP: 36176H4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     646340 | PA      | $578594.99     | 0.01%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469027                      | CUSIP: 36209EA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11080 | PA      | $11236.27      | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-136 A                 | CUSIP: 38380BNN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18457346 | PA      | $16555896.42   | 0.15%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627994                      | CUSIP: 36291GUT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36523 | PA      | $37068.75      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621633                      | CUSIP: 36290YSW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7883 | PA      | $7914.81       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753201                      | CUSIP: 36230MRW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76662 | PA      | $70889.08      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570161                      | CUSIP: 36200RMJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12085 | PA      | $12404.79      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7705                      | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  249147907 | PA      | $209487397.00  | 1.89%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733607                      | CUSIP: 3620AMAG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2784 | PA      | $2735.29       | 0.00%             | 2040-04-15      | 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        |     353194 | PA      | $346387.79     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605617                      | CUSIP: 36200NYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99078 | PA      | $99423.20      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597873                      | CUSIP: 36200DFN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12300 | PA      | $12630.71      | 0.00%             | 2032-12-15      | 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        |       2976 | PA      | $3018.32       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763016                      | CUSIP: 36176DN90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104024 | PA      | $104455.36     | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q38254                      | CUSIP: 3132QVE49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     237675 | PA      | $231282.16     | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672887                      | CUSIP: 36295KRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12511 | PA      | $11301.86      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764548                      | CUSIP: 36176FEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60424 | PA      | $60673.65      | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550801                      | CUSIP: 36213C3J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11390 | PA      | $11471.52      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502364                      | CUSIP: 36210UB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6372 | PA      | $6540.46       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777247                      | CUSIP: 36176VHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     824620 | PA      | $727821.54     | 0.01%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487200                      | CUSIP: 36210BGH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1080 | PA      | $1108.78       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554776                      | CUSIP: 36213HJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8849 | PA      | $9083.05       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550049                      | CUSIP: 36213CBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6048 | PA      | $6114.84       | 0.00%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616785                      | CUSIP: 36290TF20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7660 | PA      | $7778.52       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473590                      | CUSIP: 36209KC30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7551 | PA      | $7750.61       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769538                      | CUSIP: 36176LV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87981 | PA      | $81604.07      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726986                      | CUSIP: 3620ADUK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10348 | PA      | $9929.95       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605814                      | CUSIP: 36201XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91584 | PA      | $93064.59      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603924                      | CUSIP: 36200K4H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7319 | PA      | $7417.04       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678662                      | CUSIP: 36295R5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7081 | PA      | $6795.18       | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582953                      | CUSIP: 36201GTJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1762 | PA      | $1782.86       | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 420191                      | CUSIP: 36206SXU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        157 | PA      | $156.78        | 0.00%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760446                      | CUSIP: 36176ATB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95099 | PA      | $91284.30      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594169                      | CUSIP: 36201VCE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173389 | PA      | $176015.24     | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612197                      | CUSIP: 36202XDA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        575 | PA      | $582.69        | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778782                      | CUSIP: 36176W6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7803 | PA      | $7022.15       | 0.00%             | 2042-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737839                      | CUSIP: 3620ARV81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1514 | PA      | $1506.57       | 0.00%             | 2026-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4680                        | CUSIP: 36202FFV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3808 | PA      | $3908.63       | 0.00%             | 2040-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779946                      | CUSIP: 36177HBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43270 | PA      | $42449.91      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443713                      | CUSIP: 36207V3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1405 | PA      | $1442.22       | 0.00%             | 2028-06-15      | 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        |       7393 | PA      | $7496.88       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798463                      | CUSIP: 36177TMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     265464 | PA      | $239506.45     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486678                      | CUSIP: 36210AUB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10856 | PA      | $11009.36      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541334                      | CUSIP: 36212RLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2005 | PA      | $2057.89       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3388                        | CUSIP: 36202DXR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2700 | PA      | $2673.21       | 0.00%             | 2033-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 175328                      | CUSIP: 36216UVV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9061 | PA      | $9300.69       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466530                      | CUSIP: 36209BHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6286 | PA      | $6374.21       | 0.00%             | 2029-01-15      | 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        |      22009 | PA      | $22591.29      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581478                      | CUSIP: 36201E6P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21672 | PA      | $21862.08      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615514                      | CUSIP: 36290RYK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7055 | PA      | $6977.29       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773664                      | CUSIP: 36176RJH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7571 | PA      | $7448.25       | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780793                      | CUSIP: 36225A3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27189 | PA      | $27907.83      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711570                      | CUSIP: 36297GQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     422263 | PA      | $406292.13     | 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        |     345207 | PA      | $321973.79     | 0.00%             | 2041-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781047                      | CUSIP: 36225BEU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85572 | PA      | $86777.93      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738902                      | CUSIP: 3620AS3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6296 | PA      | $6035.68       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496461                      | CUSIP: 36210MQN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3600 | PA      | $3650.70       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783127                      | CUSIP: 36241LPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        875 | PA      | $878.93        | 0.00%             | 2040-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476620                      | CUSIP: 36209NPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5168 | PA      | $5305.01       | 0.00%             | 2028-08-15      | 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        |       1575 | PA      | $1617.13       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638222                      | CUSIP: 36291UAX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1520 | PA      | $1526.32       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706730                      | CUSIP: 36297BEB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124467 | PA      | $122302.86     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487584                      | CUSIP: 36210BUH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3023 | PA      | $3102.75       | 0.00%             | 2029-03-15      | 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        |       1892 | PA      | $1918.76       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782280                      | CUSIP: 36241KQ92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9949 | PA      | $10137.61      | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0227                      | CUSIP: 36198KHC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41473 | PA      | $38288.60      | 0.00%             | 2043-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783139                      | CUSIP: 36241LPY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     758680 | PA      | $729276.22     | 0.01%             | 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        |     370632 | PA      | $355712.23     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631103                      | CUSIP: 36291LDG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47412 | PA      | $48157.19      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A86661                      | CUSIP: 312933MJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     284687 | PA      | $280754.39     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512929                      | CUSIP: 36211GY23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3753 | PA      | $3852.26       | 0.00%             | 2029-07-15      | 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        |       3099 | PA      | $3181.02       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7332                      | CUSIP: 36180KED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67557 | PA      | $62878.38      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635375                      | CUSIP: 36291Q2G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54931 | PA      | $55867.98      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717393                      | CUSIP: 3620A27E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     251701 | PA      | $232683.86     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494564                      | CUSIP: 36210KMM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3579 | PA      | $3673.20       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603084                      | CUSIP: 36200J6V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24909 | PA      | $24989.40      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778862                      | CUSIP: 36176XB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81578 | PA      | $75816.71      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 444341                      | CUSIP: 36207WS62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1779 | PA      | $1826.49       | 0.00%             | 2027-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740982                      | CUSIP: 3620AVFX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62976 | PA      | $63242.43      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611046                      | CUSIP: 36202VZK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18282 | PA      | $18492.15      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738120                      | CUSIP: 3620ASAV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1031275 | PA      | $989597.06     | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638734                      | CUSIP: 36291USX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14570 | PA      | $14841.22      | 0.00%             | 2037-03-15      | 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        |     465037 | PA      | $466969.05     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633765                      | CUSIP: 36291PCA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3305 | PA      | $3349.36       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484526                      | CUSIP: 36209XHB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1211 | PA      | $1227.81       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493971                      | CUSIP: 36210JW87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12523 | PA      | $12699.27      | 0.00%             | 2029-06-15      | 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        |       5921 | PA      | $6077.29       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628102                      | CUSIP: 36291GX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69709 | PA      | $70785.71      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783529                      | CUSIP: 36241L4N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39904 | PA      | $39232.12      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1285                      | CUSIP: 36179NNA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11167 | PA      | $10296.73      | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562376                      | CUSIP: 36213RXD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122910 | PA      | $124807.79     | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QD9143                      | CUSIP: 3133B7EQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1400499 | PA      | $1257218.38    | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607082                      | CUSIP: 36201YM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18744 | PA      | $18919.28      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589501                      | CUSIP: 36201P3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32619 | PA      | $33000.78      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605872                      | CUSIP: 36201XCH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43366 | PA      | $43957.15      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632887                      | CUSIP: 36291NCY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39505 | PA      | $40190.63      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586815                      | CUSIP: 36201L3Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34393 | PA      | $34942.84      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622589                      | CUSIP: 36291AUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25583 | PA      | $25948.82      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622617                      | CUSIP: 36291AVJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2244 | PA      | $2296.07       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732823                      | CUSIP: 3620ALD43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54392 | PA      | $53414.37      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784522                      | CUSIP: 3622A3AX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     398635 | PA      | $361917.08     | 0.00%             | 2048-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562512                      | CUSIP: 36213R3V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37671 | PA      | $38151.40      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489053                      | CUSIP: 36210DH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         49 | PA      | $50.17         | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613886                      | CUSIP: 36290N6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23756 | PA      | $23833.28      | 0.00%             | 2033-10-15      | 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        |       1692 | PA      | $1672.86       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471183                      | CUSIP: 36209GM87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5219 | PA      | $5356.84       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612225                      | CUSIP: 36202XD61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     266758 | PA      | $267687.96     | 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        |       4678 | PA      | $4749.70       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 513696                      | CUSIP: 36211HUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        613 | PA      | $629.28        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769630                      | CUSIP: 36176LY33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     327141 | PA      | $303088.29     | 0.00%             | 2041-11-15      | 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        |     122572 | PA      | $117351.19     | 0.00%             | 2042-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403886                      | CUSIP: 36205XUK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3385 | PA      | $3474.25       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF2678                      | CUSIP: 36181H6P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4834 | PA      | $4346.51       | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483283                      | CUSIP: 36209V2Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2615 | PA      | $2651.91       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729392                      | CUSIP: 3620AGKD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7431 | PA      | $7307.92       | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3242                      | CUSIP: 36179RS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1150770 | PA      | $998491.06     | 0.01%             | 2045-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481343                      | CUSIP: 36209TWC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7928 | PA      | $8039.53       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675481                      | CUSIP: 36295NM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18359 | PA      | $18707.67      | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509235                      | CUSIP: 36211CV41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8764 | PA      | $8995.45       | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575246                      | CUSIP: 36200XBP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        496 | PA      | $507.54        | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580418                      | CUSIP: 36201DYP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1453 | PA      | $1475.90       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7026                      | CUSIP: 36181AYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102897 | PA      | $92602.12      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602462                      | CUSIP: 36200JJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27311 | PA      | $27765.95      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QC8989                      | CUSIP: 3133AT7A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     690418 | PA      | $620430.95     | 0.01%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586636                      | CUSIP: 36201LV50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        716 | PA      | $724.75        | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563465                      | CUSIP: 36213S6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33647 | PA      | $33747.30      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738793                      | CUSIP: 3620ASXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1087376 | PA      | $1066284.30    | 0.01%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1011                      | CUSIP: 36179NDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14117 | PA      | $12766.03      | 0.00%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520825                      | CUSIP: 36211RSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        642 | PA      | $644.80        | 0.00%             | 2035-03-15      | 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        |       2853 | PA      | $2864.77       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8467                      | CUSIP: 36179JMQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24700 | PA      | $22237.86      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582738                      | CUSIP: 36201GLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30538 | PA      | $31302.42      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605075                      | CUSIP: 36200NFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17440 | PA      | $17509.90      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630942                      | CUSIP: 36291K5B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        600 | PA      | $602.66        | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6308                      | CUSIP: 36178EAH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147731 | PA      | $137499.45     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759241                      | CUSIP: 36230UHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7417 | PA      | $7115.70       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701730                      | CUSIP: 36296UST8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75416 | PA      | $74098.60      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562468                      | CUSIP: 36213RZ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3358 | PA      | $3371.74       | 0.00%             | 2034-02-15      | 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        |      13134 | PA      | $12595.66      | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA5701                      | CUSIP: 31418FKP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   83264679 | PA      | $84433781.73   | 0.76%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612874                      | CUSIP: 36202X2F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2831 | PA      | $2872.16       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609101                      | CUSIP: 36202TU20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     292252 | PA      | $263452.15     | 0.00%             | 2044-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6831                      | CUSIP: 36178TSU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     403344 | PA      | $374214.59     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611899                      | CUSIP: 36202WX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31604 | PA      | $31731.16      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494299                      | CUSIP: 36210KDC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        716 | PA      | $734.77        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5744                      | CUSIP: 36178SLZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166516 | PA      | $155817.18     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734618                      | CUSIP: 3620ANDX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13142 | PA      | $12638.70      | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620588                      | CUSIP: 36290XND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14772 | PA      | $14611.21      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648621                      | CUSIP: 36292GSJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11358 | PA      | $11555.59      | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541303                      | CUSIP: 36212RKQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12867 | PA      | $13206.81      | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783409                      | CUSIP: 36241LYE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138835 | PA      | $133071.33     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2961                      | CUSIP: 36179RJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112117 | PA      | $102583.69     | 0.00%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598735                      | CUSIP: 36200EEG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39966 | PA      | $39553.03      | 0.00%             | 2035-09-15      | 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        |     107730 | PA      | $105646.84     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606467                      | CUSIP: 36201XW46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        616 | PA      | $623.80        | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542054                      | CUSIP: 36212SE36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35830 | PA      | $36318.02      | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A89872                      | CUSIP: 3129366H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5266 | PA      | $5298.62       | 0.00%             | 2039-11-01      | 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        |      10877 | PA      | $10914.29      | 0.00%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ9566                      | CUSIP: 36183FTX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111291 | PA      | $105650.72     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781337                      | CUSIP: 36225BPW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        212 | PA      | $216.25        | 0.00%             | 2031-10-15      | 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        |       8581 | PA      | $8702.25       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613851                      | CUSIP: 36290N5L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50673 | PA      | $51310.81      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573649                      | CUSIP: 36200VH22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6017 | PA      | $6158.09       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510561                      | CUSIP: 36211EFA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        704 | PA      | $722.51        | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675926                      | CUSIP: 36295N4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7021 | PA      | $7051.81       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454374                      | CUSIP: 36208LXB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2841 | PA      | $2915.64       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638107                      | CUSIP: 36291T3Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11014 | PA      | $11190.36      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603009                      | CUSIP: 36200J3S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2369 | PA      | $2403.71       | 0.00%             | 2033-06-15      | 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        |      24898 | PA      | $25003.42      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552228                      | CUSIP: 36213EPM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4423 | PA      | $4452.44       | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712895                      | CUSIP: 36297H7G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209729 | PA      | $210636.89     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486669                      | CUSIP: 36210AT23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1292 | PA      | $1297.80       | 0.00%             | 2035-01-15      | 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        |       3122 | PA      | $3135.77       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466739                      | CUSIP: 36209BPY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3845 | PA      | $3947.18       | 0.00%             | 2028-10-15      | 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        |       3171 | PA      | $3255.11       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 427495                      | CUSIP: 36207B3C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        893 | PA      | $893.21        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603825                      | CUSIP: 36200KYW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14749 | PA      | $14959.94      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711046                      | CUSIP: 36297F5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3383 | PA      | $3326.22       | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614648                      | CUSIP: 36290QZM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54593 | PA      | $54760.22      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483171                      | CUSIP: 36209VW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1062 | PA      | $1061.28       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2360                      | CUSIP: 36180DTR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75691 | PA      | $70827.79      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487624                      | CUSIP: 36210BVR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4256 | PA      | $4318.50       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616263                      | CUSIP: 36290STU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38728 | PA      | $39275.82      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471700                      | CUSIP: 36209G7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5017 | PA      | $5150.09       | 0.00%             | 2028-06-15      | 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        |       3789 | PA      | $3859.46       | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493081                      | CUSIP: 36210HXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10856 | PA      | $11008.96      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764480                      | CUSIP: 36176FCR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13126 | PA      | $13180.47      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425015                      | CUSIP: 36206YDU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31600 | PA      | $32072.41      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724227                      | CUSIP: 3620AASQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83923 | PA      | $84285.87      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 576482                      | CUSIP: 36200YM79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1663 | PA      | $1707.11       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640191                      | CUSIP: 36291WF89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75109 | PA      | $76372.72      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648465                      | CUSIP: 36292GMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56262 | PA      | $58056.72      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758111                      | CUSIP: 36230TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     228031 | PA      | $212113.17     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9193                      | CUSIP: 36178WGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     410923 | PA      | $382463.91     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 889676                      | CUSIP: 31410KMZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86750 | PA      | $91894.50      | 0.00%             | 2038-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764568                      | CUSIP: 36176FFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46436 | PA      | $45646.83      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676849                      | CUSIP: 36295P5J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191157 | PA      | $191989.03     | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577689                      | CUSIP: 36201AXS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13383 | PA      | $13645.19      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736749                      | CUSIP: 3620AQQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42564 | PA      | $38418.32      | 0.00%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478346                      | CUSIP: 36209QL37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        575 | PA      | $590.33        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611994                      | CUSIP: 36202W3B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6004 | PA      | $6094.98       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732549                      | CUSIP: 3620AKZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2936 | PA      | $2885.44       | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA8307                      | CUSIP: 3133KQGQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29964294 | PA      | $30736162.27   | 0.28%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-124 HA                | CUSIP: 38383T4H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22467281 | PA      | $21939739.84   | 0.20%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ0634                      | CUSIP: 3140NUV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17415219 | PA      | $17909668.41   | 0.16%             | 2029-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AH7281                      | CUSIP: 36182QCS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     362909 | PA      | $321880.42     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615375                      | CUSIP: 36290RT86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71697 | PA      | $71946.60      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1881                      | CUSIP: 36177YCS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26931 | PA      | $24266.80      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636954                      | CUSIP: 36291STK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24837 | PA      | $25171.14      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605334                      | CUSIP: 36200NPT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7648 | PA      | $7679.47       | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742425                      | CUSIP: 3620AWYW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40661 | PA      | $39930.19      | 0.00%             | 2040-07-15      | 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        |      65047 | PA      | $65305.93      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486722                      | CUSIP: 36210AVP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13117 | PA      | $13301.88      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713877                      | CUSIP: 36297KCN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50023 | PA      | $48139.07      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97047                      | CUSIP: 312945ZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1120 | PA      | $1104.13       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN5754                      | CUSIP: 36186NMB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109375 | PA      | $96837.87      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08622                      | CUSIP: 3128MJVQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3266 | PA      | $2914.99       | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615683                      | CUSIP: 36290R6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12307 | PA      | $12657.76      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617370                      | CUSIP: 36290T2B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        193 | PA      | $199.59        | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553969                      | CUSIP: 36213GMS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52756 | PA      | $54213.62      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438564                      | CUSIP: 36207QFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41655 | PA      | $41120.10      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498274                      | CUSIP: 36210PQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6317 | PA      | $6483.88       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486961                      | CUSIP: 36210A5W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1356 | PA      | $1375.58       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470139                      | CUSIP: 36209FHQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3642 | PA      | $3737.86       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482114                      | CUSIP: 36209USB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3959 | PA      | $4063.57       | 0.00%             | 2028-08-15      | 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        |       3239 | PA      | $3299.18       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729488                      | CUSIP: 3620AGND3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68969 | PA      | $67701.91      | 0.00%             | 2040-09-15      | 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        |      42549 | PA      | $42010.60      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769532                      | CUSIP: 36176LVZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10987 | PA      | $10503.52      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462736                      | CUSIP: 36208WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        990 | PA      | $1003.46       | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620927                      | CUSIP: 36290XYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212961 | PA      | $213809.14     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434367                      | CUSIP: 36207KQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        433 | PA      | $444.82        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580808                      | CUSIP: 36201EGR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21656 | PA      | $22266.17      | 0.00%             | 2034-05-15      | 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        |       3930 | PA      | $4033.85       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ0661                      | CUSIP: 36182UWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5305 | PA      | $4885.37       | 0.00%             | 2044-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711075                      | CUSIP: 36297F6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     699899 | PA      | $687758.82     | 0.01%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594701                      | CUSIP: 36201VU26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30811 | PA      | $31199.16      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506835                      | CUSIP: 36211ABC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4268 | PA      | $4328.14       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740805                      | CUSIP: 3620AVAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131022 | PA      | $121594.02     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0784                      | CUSIP: 36180B2R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31450 | PA      | $28221.58      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 659073                      | CUSIP: 36294TFN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2652 | PA      | $2654.44       | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4711                      | CUSIP: 3617BLGU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56544 | PA      | $51247.65      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627429                      | CUSIP: 36291GA63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16182 | PA      | $16447.90      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609462                      | CUSIP: 36202UB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32454 | PA      | $32561.81      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443671                      | CUSIP: 36207V2C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3843 | PA      | $3896.93       | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702867                      | CUSIP: 36296VZ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13214 | PA      | $12716.51      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734390                      | CUSIP: 3620AM2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     544277 | PA      | $534280.18     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9016                      | CUSIP: 36180NAR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     258228 | PA      | $232295.00     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612204                      | CUSIP: 36202XDH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14776 | PA      | $14816.73      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2447                      | CUSIP: 36179QWG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41483 | PA      | $40450.93      | 0.00%             | 2044-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487340                      | CUSIP: 36210BLV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4007 | PA      | $4112.90       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749223                      | CUSIP: 3620C5LC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     536730 | PA      | $513772.32     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552233                      | CUSIP: 36213EPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1955 | PA      | $1991.24       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615406                      | CUSIP: 36290RU76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     341702 | PA      | $342864.91     | 0.00%             | 2033-08-15      | 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        |       6749 | PA      | $6772.39       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740896                      | CUSIP: 3620AVC91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60834 | PA      | $59728.86      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614935                      | CUSIP: 36290REG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1362 | PA      | $1366.87       | 0.00%             | 2033-08-15      | 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        |       2360 | PA      | $2412.49       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565788                      | CUSIP: 36213VRH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2263 | PA      | $2312.48       | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2331                      | CUSIP: 36180DSU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     231798 | PA      | $215057.99     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609293                      | CUSIP: 36202T3A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34527 | PA      | $35063.09      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793585                      | CUSIP: 36177M6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6444 | PA      | $6189.25       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 424889                      | CUSIP: 36206X7A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1186 | PA      | $1217.75       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649304                      | CUSIP: 36292HKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23815 | PA      | $24378.46      | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608404                      | CUSIP: 36202S3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10213 | PA      | $10364.85      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566526                      | CUSIP: 36213WLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6336 | PA      | $6440.19       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A90388                      | CUSIP: 312938ND1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29051 | PA      | $28651.85      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553294                      | CUSIP: 36213FUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11977 | PA      | $12280.19      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706905                      | CUSIP: 36297BKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     608831 | PA      | $583887.61     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587822                      | CUSIP: 36201NAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        562 | PA      | $564.55        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480096                      | CUSIP: 36209SKH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2404 | PA      | $2438.27       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723753                      | CUSIP: 3620AABW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155923 | PA      | $152713.60     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2856                      | CUSIP: 36179CE57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     232122 | PA      | $214818.61     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598239                      | CUSIP: 36200DS46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22866 | PA      | $23211.90      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2021-215 KA                | CUSIP: 38383DY69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   58838118 | PA      | $52006365.49   | 0.47%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625989                      | CUSIP: 36291ENE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16927 | PA      | $16997.20      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3785                        | CUSIP: 36202EF20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     588825 | PA      | $592277.00     | 0.01%             | 2035-11-20      | 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        |     358555 | PA      | $359715.34     | 0.00%             | 2033-07-15      | 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        |      16709 | PA      | $16777.24      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611958                      | CUSIP: 36202WZX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4522 | PA      | $4588.40       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443613                      | CUSIP: 36207VYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1993 | PA      | $2021.04       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781601                      | CUSIP: 36225BX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29051 | PA      | $29142.12      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502167                      | CUSIP: 36210TZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8634 | PA      | $8756.06       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591986                      | CUSIP: 36201SUK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51634 | PA      | $52405.64      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626720                      | CUSIP: 36291FG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16021 | PA      | $16236.81      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562378                      | CUSIP: 36213RXF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152264 | PA      | $154600.45     | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0567                      | CUSIP: 36177WTY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52808 | PA      | $48831.48      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605828                      | CUSIP: 36201XA57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29944 | PA      | $30427.51      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 668412                      | CUSIP: 36295ER90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4117 | PA      | $4194.33       | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465555                      | CUSIP: 36209AE48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3576 | PA      | $3626.04       | 0.00%             | 2028-09-15      | 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        |      17390 | PA      | $17801.40      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433891                      | CUSIP: 36207J7C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2748 | PA      | $2820.45       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7934                      | CUSIP: 36179WY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10104987 | PA      | $7765251.12    | 0.07%             | 2052-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602216                      | CUSIP: 36200JAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9555 | PA      | $9688.21       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781833                      | CUSIP: 36241KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9056 | PA      | $9090.62       | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624396                      | CUSIP: 36291CUV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102043 | PA      | $103646.99     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564703                      | CUSIP: 36213UKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1579 | PA      | $1609.86       | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626477                      | CUSIP: 36291E6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        885 | PA      | $898.14        | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738002                      | CUSIP: 3620AR3K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5110020 | PA      | $4906575.08    | 0.04%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597734                      | CUSIP: 36200DBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89651 | PA      | $90779.05      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620574                      | CUSIP: 36290XMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61307 | PA      | $60591.20      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574770                      | CUSIP: 36200WQX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5545 | PA      | $5484.51       | 0.00%             | 2034-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497029                      | CUSIP: 36210NEA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6368 | PA      | $6536.70       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739908                      | CUSIP: 3620AUAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154753 | PA      | $148523.84     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721756                      | CUSIP: 3620A7ZV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     297314 | PA      | $285609.84     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467628                      | CUSIP: 36209CPM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4890 | PA      | $5019.31       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697641                      | CUSIP: 36296QBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3713 | PA      | $3728.92       | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612841                      | CUSIP: 36202XZE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9589 | PA      | $9685.18       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604971                      | CUSIP: 36200NCG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104363 | PA      | $104778.81     | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592918                      | CUSIP: 36201TVK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2937 | PA      | $2949.47       | 0.00%             | 2036-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509294                      | CUSIP: 36211CXX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3804 | PA      | $3904.55       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446780                      | CUSIP: 36208CJZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1847 | PA      | $1895.56       | 0.00%             | 2028-10-15      | 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        |       4253 | PA      | $4365.87       | 0.00%             | 2028-01-15      | 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        |       3579 | PA      | $3629.11       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8423                      | CUSIP: 36179JLC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     528162 | PA      | $488390.49     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777623                      | CUSIP: 36176VVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     282666 | PA      | $275292.84     | 0.00%             | 2030-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629477                      | CUSIP: 36291JJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6790 | PA      | $6818.00       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784986                      | CUSIP: 3622AANB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5497684 | PA      | $5009474.51    | 0.05%             | 2042-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634441                      | CUSIP: 36291PZE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30698 | PA      | $31180.73      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK9982                      | CUSIP: 36183UCT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     696071 | PA      | $661620.72     | 0.01%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471360                      | CUSIP: 36209GTR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9470 | PA      | $9592.09       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QE5299                      | CUSIP: 3133BE3G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     658683 | PA      | $592118.25     | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2727                      | CUSIP: 36178NA41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57745 | PA      | $53730.12      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752060                      | CUSIP: 36230LJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     197173 | PA      | $188844.58     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782472                      | CUSIP: 36241KW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5014 | PA      | $5035.95       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 417229                      | CUSIP: 36206PPN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         28 | PA      | $27.99         | 0.00%             | 2026-01-15      | 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        |       5786 | PA      | $5939.32       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429414                      | CUSIP: 36207EAP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        256 | PA      | $255.78        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 421815                      | CUSIP: 36206USC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        137 | PA      | $137.04        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AQ1855                      | CUSIP: 36189RBY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     294514 | PA      | $260579.22     | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 681556                      | CUSIP: 36295VE54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1749 | PA      | $1756.18       | 0.00%             | 2038-08-15      | 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        |      68886 | PA      | $66194.93      | 0.00%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502708                      | CUSIP: 36210UNZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4635 | PA      | $4757.46       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595255                      | CUSIP: 36200AH85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3061 | PA      | $3095.03       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710988                      | CUSIP: 36297F2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140678 | PA      | $141286.24     | 0.00%             | 2039-11-15      | 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        |      50094 | PA      | $49125.36      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769847                      | CUSIP: 36176MBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143501 | PA      | $137362.73     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623561                      | CUSIP: 36291BWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33930 | PA      | $34040.07      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740942                      | CUSIP: 3620AVEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2872 | PA      | $2751.62       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632428                      | CUSIP: 36291MSR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17112 | PA      | $17348.04      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638234                      | CUSIP: 36291UBB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3773 | PA      | $3831.39       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620957                      | CUSIP: 36290XZW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3614 | PA      | $3574.74       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599603                      | CUSIP: 36200FDG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19576 | PA      | $19359.97      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563455                      | CUSIP: 36213S5Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76237 | PA      | $77328.10      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471110                      | CUSIP: 36209GKX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         84 | PA      | $83.84         | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510899                      | CUSIP: 36211ERU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5618 | PA      | $5697.43       | 0.00%             | 2029-05-15      | 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        |       2510 | PA      | $2519.90       | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605228                      | CUSIP: 36200NLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8541 | PA      | $8668.75       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615943                      | CUSIP: 36290SHU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1591 | PA      | $1573.73       | 0.00%             | 2033-09-15      | 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        |       6041 | PA      | $5936.56       | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 680153                      | CUSIP: 36295TTJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10374 | PA      | $10419.38      | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0268                      | CUSIP: 36180BJM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122644 | PA      | $113532.21     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636870                      | CUSIP: 36291SQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39063 | PA      | $40278.75      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503424                      | CUSIP: 36210VG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1410 | PA      | $1429.90       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AK3264                      | CUSIP: 3138E7TW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37853 | PA      | $37380.91      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564147                      | CUSIP: 36213TWG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6109 | PA      | $6270.06       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5063                      | CUSIP: 36178RTU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134553 | PA      | $124978.96     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1783                      | CUSIP: 36177X6U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34757 | PA      | $31331.54      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434381                      | CUSIP: 36207KRA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        550 | PA      | $564.35        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772028                      | CUSIP: 36176PPM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156280 | PA      | $150151.73     | 0.00%             | 2041-07-15      | 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        |     397656 | PA      | $380787.97     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582417                      | CUSIP: 36201GAS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88062 | PA      | $89154.46      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735193                      | CUSIP: 3620ANXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     335917 | PA      | $322341.36     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD5929                      | CUSIP: 3617BMSS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     197198 | PA      | $178726.14     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609642                      | CUSIP: 36202UHT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31321 | PA      | $31769.77      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656539                      | CUSIP: 36294QLU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6374 | PA      | $5920.39       | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487198                      | CUSIP: 36210BGF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7853 | PA      | $7963.78       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498386                      | CUSIP: 36210PUK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8271 | PA      | $8387.80       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622370                      | CUSIP: 36291AMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21888 | PA      | $22178.95      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779995                      | CUSIP: 36177HC84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56202 | PA      | $55234.87      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782152                      | CUSIP: 36241KL97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60950 | PA      | $62029.04      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608823                      | CUSIP: 36202TLC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5274 | PA      | $5294.67       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 513030                      | CUSIP: 36211G4P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2480 | PA      | $2545.99       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773902                      | CUSIP: 36176RRX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65200 | PA      | $64006.67      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640107                      | CUSIP: 36291WDL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5415 | PA      | $5437.17       | 0.00%             | 2035-01-15      | 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        |       4615 | PA      | $4727.80       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727903                      | CUSIP: 3620AEU40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     551135 | PA      | $528555.56     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q51940                      | CUSIP: 3132XUEN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22135 | PA      | $20166.70      | 0.00%             | 2047-11-01      | 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        |    1270225 | PA      | $1140312.02    | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495925                      | CUSIP: 36210L4J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        416 | PA      | $416.45        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623445                      | CUSIP: 36291BTA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85142 | PA      | $86287.86      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456953                      | CUSIP: 36208PTJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2401 | PA      | $2464.94       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498273                      | CUSIP: 36210PQ23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29817 | PA      | $30605.86      | 0.00%             | 2031-06-15      | 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        |   29273781 | PA      | $28780514.49   | 0.26%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622580                      | CUSIP: 36291AUD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26122 | PA      | $26228.04      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491787                      | CUSIP: 36210GJ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        395 | PA      | $405.52        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603775                      | CUSIP: 36200KXC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28212 | PA      | $28609.71      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615887                      | CUSIP: 36290SF48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58483 | PA      | $58666.85      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612635                      | CUSIP: 36202XSY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79645 | PA      | $80835.76      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647840                      | CUSIP: 36292FV95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9531 | PA      | $9569.98       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598264                      | CUSIP: 36200DTV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1486 | PA      | $1508.71       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580361                      | CUSIP: 36201DWW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3862 | PA      | $3913.14       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497334                      | CUSIP: 36210NPT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9178 | PA      | $9307.20       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464360                      | CUSIP: 36208XZZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        106 | PA      | $107.79        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612941                      | CUSIP: 36202X5A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63143 | PA      | $63373.43      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747894                      | CUSIP: 3620C33B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     531135 | PA      | $509754.20     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 389804                      | CUSIP: 36205GAD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        976 | PA      | $978.33        | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487721                      | CUSIP: 36210BYS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8816 | PA      | $8669.24       | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748481                      | CUSIP: 3620C4RA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31749 | PA      | $29541.15      | 0.00%             | 2040-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602461                      | CUSIP: 36200JJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51616 | PA      | $51831.79      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667422                      | CUSIP: 36295DPF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6052 | PA      | $6078.45       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 504267                      | CUSIP: 36210WFG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7803 | PA      | $8009.44       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4838                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     221015 | PA      | $207513.21     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 601337                      | CUSIP: 36200HBE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15313 | PA      | $15136.18      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486968                      | CUSIP: 36210A6D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11485 | PA      | $11647.25      | 0.00%             | 2029-02-15      | 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        |       2440 | PA      | $2504.95       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AU9426                      | CUSIP: 36194XPK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9387 | PA      | $8533.81       | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552308                      | CUSIP: 36213ER57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3966 | PA      | $4004.92       | 0.00%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598020                      | CUSIP: 36200DK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1085 | PA      | $1113.58       | 0.00%             | 2033-01-15      | 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        |      15429 | PA      | $15836.24      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612856                      | CUSIP: 36202XZV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        327 | PA      | $331.38        | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93101                      | CUSIP: 312941NS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43056 | PA      | $43322.59      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507232                      | CUSIP: 36211APR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5518 | PA      | $5602.43       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 693552                      | CUSIP: 36296KQD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30546 | PA      | $31036.81      | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8251                      | CUSIP: 36178VEY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78530 | PA      | $72518.75      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587564                      | CUSIP: 36201MWZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47063 | PA      | $47638.64      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7256                      | CUSIP: 36180KBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     299500 | PA      | $278269.02     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713050                      | CUSIP: 36297JEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     261601 | PA      | $257310.00     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553241                      | CUSIP: 36213FS61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86212 | PA      | $87431.73      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608221                      | CUSIP: 36202SVN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     357392 | PA      | $358341.05     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594706                      | CUSIP: 36201VU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4156 | PA      | $4206.45       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615690                      | CUSIP: 36290R7B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30603 | PA      | $30709.36      | 0.00%             | 2033-10-15      | 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        |       2649 | PA      | $2659.59       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490769                      | CUSIP: 36210FFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        115 | PA      | $116.74        | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620128                      | CUSIP: 36290W4M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1245 | PA      | $1265.72       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718121                      | CUSIP: 3620A3YS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     456337 | PA      | $448325.72     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799001                      | CUSIP: 36177UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146428 | PA      | $136166.47     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7536                      | CUSIP: 36179WLR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14371506 | PA      | $12964640.03   | 0.12%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615203                      | CUSIP: 36290RNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        865 | PA      | $868.02        | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666104                      | CUSIP: 36295CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2393 | PA      | $2403.71       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492019                      | CUSIP: 36210GSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10484 | PA      | $10760.90      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763531                      | CUSIP: 36176EA84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     266228 | PA      | $261535.88     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490723                      | CUSIP: 36210FD45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3442 | PA      | $3490.42       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562534                      | CUSIP: 36213R4T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7532 | PA      | $7737.96       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0801                      | CUSIP: 36180B3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72707 | PA      | $63716.88      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK7006                      | CUSIP: 36183QYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201531 | PA      | $191346.40     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616474                      | CUSIP: 36290S2F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1727 | PA      | $1733.59       | 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        |      81166 | PA      | $81504.06      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594052                      | CUSIP: 36201U5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74876 | PA      | $75909.36      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595303                      | CUSIP: 36200AKQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131164 | PA      | $132814.39     | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 797963                      | CUSIP: 36177SZ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45600 | PA      | $43690.66      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648137                      | CUSIP: 36292GBE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16190 | PA      | $16651.77      | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711500                      | CUSIP: 36297GNR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     391599 | PA      | $375700.62     | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1998-58 ZB                 | CUSIP: 31359UYS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7115 | PA      | $7188.05       | 0.00%             | 2028-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711244                      | CUSIP: 36297GER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53122 | PA      | $52200.32      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584067                      | CUSIP: 36201HZ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20033 | PA      | $20545.01      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603690                      | CUSIP: 36200KUP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81253 | PA      | $82360.63      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772914                      | CUSIP: 36176QN75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127111 | PA      | $122747.80     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615497                      | CUSIP: 36290RX24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43667 | PA      | $43790.58      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760212                      | CUSIP: 36176AKZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19481 | PA      | $17532.08      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506563                      | CUSIP: 36210YWY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        417 | PA      | $427.58        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635339                      | CUSIP: 36291QZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13299 | PA      | $13502.89      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1398                      | CUSIP: 36180CRT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     197303 | PA      | $177710.60     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615695                      | CUSIP: 36290R7G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2281 | PA      | $2312.25       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 360760                      | CUSIP: 36203VWV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        983 | PA      | $1009.43       | 0.00%             | 2028-10-15      | 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        |       1072 | PA      | $1100.44       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726417                      | CUSIP: 3620ADAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15944 | PA      | $14995.73      | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616790                      | CUSIP: 36290TF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22257 | PA      | $22602.66      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703136                      | CUSIP: 36296WEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     242921 | PA      | $238408.41     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 549424                      | CUSIP: 36213BLD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2954 | PA      | $3032.59       | 0.00%             | 2031-02-15      | 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        |      10019 | PA      | $10283.44      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5068                      | CUSIP: 36184BTZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     488378 | PA      | $435303.14     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631235                      | CUSIP: 36291LHL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81676 | PA      | $83030.34      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557255                      | CUSIP: 36213LBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4238 | PA      | $4321.94       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614307                      | CUSIP: 36290QNY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8715 | PA      | $7840.03       | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562281                      | CUSIP: 36213RUE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8607 | PA      | $8738.05       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3035                      | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7338531 | PA      | $6952907.27    | 0.06%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473557                      | CUSIP: 36209KB23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2672 | PA      | $2742.33       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744592                      | CUSIP: 3620C0F94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92178 | PA      | $90372.78      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A87714                      | CUSIP: 312934SB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3988 | PA      | $3846.45       | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469777                      | CUSIP: 36209E2J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9032 | PA      | $9076.41       | 0.00%             | 2028-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457912                      | CUSIP: 36208QVD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2579 | PA      | $2615.30       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630708                      | CUSIP: 36291KU96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8392 | PA      | $8530.99       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487501                      | CUSIP: 36210BRW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1101 | PA      | $1130.27       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565132                      | CUSIP: 36213UY53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39109 | PA      | $39614.58      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9013                      | CUSIP: 36180NAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91364 | PA      | $82120.54      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761807                      | CUSIP: 36176CDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47745 | PA      | $46889.98      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642502                      | CUSIP: 36291YX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16932 | PA      | $17003.36      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC3794                      | CUSIP: 3617B7GB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     452795 | PA      | $410381.30     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595559                      | CUSIP: 36200ATQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23341 | PA      | $23950.18      | 0.00%             | 2033-02-15      | 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        |      15806 | PA      | $16224.32      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495576                      | CUSIP: 36210LQ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        484 | PA      | $485.04        | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759199                      | CUSIP: 36230UGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35031 | PA      | $33706.10      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476116                      | CUSIP: 36209M3Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8014 | PA      | $8226.44       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7365                      | CUSIP: 36179WFE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159438 | PA      | $122521.64     | 0.00%             | 2051-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446731                      | CUSIP: 36208CHG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2476 | PA      | $2541.67       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740592                      | CUSIP: 3620AUXV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127048 | PA      | $127590.92     | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635534                      | CUSIP: 36291RBB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204272 | PA      | $207266.18     | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC5897                      | CUSIP: 3617B9RS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     411633 | PA      | $373074.62     | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602104                      | CUSIP: 36200H3M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7426 | PA      | $7609.81       | 0.00%             | 2033-02-15      | 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        |      53089 | PA      | $54715.36      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710852                      | CUSIP: 36297FWM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19172 | PA      | $19254.10      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738152                      | CUSIP: 3620ASBV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18929 | PA      | $18562.66      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753959                      | CUSIP: 36230NMG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182024 | PA      | $178528.25     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741518                      | CUSIP: 3620AVYP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10767 | PA      | $10333.75      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782399                      | CUSIP: 36241KUY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51629 | PA      | $52556.83      | 0.00%             | 2038-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633560                      | CUSIP: 36291NZZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13702 | PA      | $13925.11      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596894                      | CUSIP: 36200CC78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23619 | PA      | $23941.17      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608757                      | CUSIP: 36202TJA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3850 | PA      | $3860.77       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746271                      | CUSIP: 3620C2CG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36044 | PA      | $35349.84      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471855                      | CUSIP: 36209HE43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8960 | PA      | $9196.69       | 0.00%             | 2028-04-15      | 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        |         71 | PA      | $73.24         | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678189                      | CUSIP: 36295RNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     727154 | PA      | $714307.62     | 0.01%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581017                      | CUSIP: 36201EPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24521 | PA      | $25073.72      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595072                      | CUSIP: 36200ACH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1677 | PA      | $1720.97       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605166                      | CUSIP: 36200NJK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102471 | PA      | $103955.24     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA                                                 | HSBC TRIPARTY MTGE             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |   33300000 | PA      | $33300000.00   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501437                      | CUSIP: 36210TBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10753 | PA      | $10904.36      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 398413                      | CUSIP: 36205RSA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2098 | PA      | $2153.81       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773308                      | CUSIP: 36176Q3R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20132 | PA      | $18677.86      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557593                      | CUSIP: 36213LNJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11603 | PA      | $11909.50      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464593                      | CUSIP: 36208YC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3242 | PA      | $3287.71       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782552                      | CUSIP: 36241KZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6905 | PA      | $6934.76       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678633                      | CUSIP: 36295R4S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147743 | PA      | $141812.93     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 396798                      | CUSIP: 36205PX30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2497 | PA      | $2563.02       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487533                      | CUSIP: 36210BSW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4348 | PA      | $4409.32       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575497                      | CUSIP: 36200XKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58111 | PA      | $59198.35      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585111                      | CUSIP: 36201KAL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30803 | PA      | $31238.82      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710847                      | CUSIP: 36297FWG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97850 | PA      | $96208.55      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5056                      | CUSIP: 36178RTM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94508 | PA      | $87707.82      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583159                      | CUSIP: 36201GZY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10747 | PA      | $11024.89      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A89270                      | CUSIP: 312936JP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5034 | PA      | $4963.97       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493513                      | CUSIP: 36210JGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        382 | PA      | $392.53        | 0.00%             | 2030-01-15      | 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        |       1920 | PA      | $1970.57       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782925                      | CUSIP: 36241LHA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95075 | PA      | $93425.33      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541629                      | CUSIP: 36212RVW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        721 | PA      | $730.27        | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV4517                      | CUSIP: 3140MJAT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     515753 | PA      | $463632.59     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620019                      | CUSIP: 36290WYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25395 | PA      | $25805.19      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481511                      | CUSIP: 36209T3U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4410 | PA      | $4526.96       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5191                      | CUSIP: 36179TXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3285 | PA      | $2988.26       | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717175                      | CUSIP: 3620A2XC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3140862 | PA      | $3088647.04    | 0.03%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566472                      | CUSIP: 36213WJR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97185 | PA      | $98287.00      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687190                      | CUSIP: 36296CNF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43677 | PA      | $43866.98      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457059                      | CUSIP: 36208PWU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13560 | PA      | $13751.05      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774596                      | CUSIP: 36176SKH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35834 | PA      | $34461.34      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650952                      | CUSIP: 36292KEZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1412 | PA      | $1437.20       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619477                      | CUSIP: 36290WFS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26988 | PA      | $27096.60      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8784                      | CUSIP: 36180MXM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     710960 | PA      | $640899.01     | 0.01%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5877                      | CUSIP: 36179UQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6827024 | PA      | $6593125.13    | 0.06%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465542                      | CUSIP: 36209AEP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3206 | PA      | $3291.11       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783579                      | CUSIP: 36241L6Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     307794 | PA      | $286308.23     | 0.00%             | 2042-05-15      | 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        |     257344 | PA      | $231403.95     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621668                      | CUSIP: 36290YTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36367 | PA      | $36938.37      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603250                      | CUSIP: 36200KEX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6313 | PA      | $6408.25       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563511                      | CUSIP: 36213TAL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23626 | PA      | $24003.41      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4422                        | CUSIP: 36202E4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1738 | PA      | $1671.55       | 0.00%             | 2039-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761845                      | CUSIP: 36176CES0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47343 | PA      | $46421.27      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508621                      | CUSIP: 36211CAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10114 | PA      | $10259.05      | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731636                      | CUSIP: 3620AJY94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4478 | PA      | $4497.36       | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710406                      | CUSIP: 36297FGP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19198 | PA      | $18870.45      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604668                      | CUSIP: 36200MW58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24666 | PA      | $25309.56      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643751                      | CUSIP: 36292BEY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56966 | PA      | $57928.95      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588280                      | CUSIP: 36201NQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2776 | PA      | $2837.26       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728637                      | CUSIP: 3620AFPW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     312291 | PA      | $306873.80     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669980                      | CUSIP: 36295GJZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1220899 | PA      | $1086130.83    | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497272                      | CUSIP: 36210NMV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4262 | PA      | $4321.71       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458995                      | CUSIP: 36208R3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3514 | PA      | $3607.01       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598857                      | CUSIP: 36200EJA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29351 | PA      | $29776.66      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487582                      | CUSIP: 36210BUF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        275 | PA      | $282.06        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704259                      | CUSIP: 36296XMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78410 | PA      | $77165.39      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1442                      | CUSIP: 36178LS79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     244408 | PA      | $226313.07     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670112                      | CUSIP: 36295GN57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5810 | PA      | $5834.41       | 0.00%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A86955                      | CUSIP: 312933WQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28643 | PA      | $28267.38      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610435                      | CUSIP: 36202VEG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10885 | PA      | $11042.27      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475803                      | CUSIP: 36209MRY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1866 | PA      | $1915.09       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620059                      | CUSIP: 36290WZY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2376 | PA      | $2400.69       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475401                      | CUSIP: 36209MDE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        945 | PA      | $969.83        | 0.00%             | 2028-06-15      | 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        |       3885 | PA      | $3987.31       | 0.00%             | 2031-09-15      | 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        |       4525 | PA      | $4588.95       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762041                      | CUSIP: 36176CLW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140868 | PA      | $135218.44     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670435                      | CUSIP: 36295GY89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6894 | PA      | $7076.48       | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608536                      | CUSIP: 36202TBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78795 | PA      | $79115.96      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735198                      | CUSIP: 3620ANX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41700 | PA      | $40735.11      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758119                      | CUSIP: 36230TAU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63579 | PA      | $58712.17      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469458                      | CUSIP: 36209EQK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1585 | PA      | $1627.12       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550579                      | CUSIP: 36213CUC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        530 | PA      | $547.01        | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612015                      | CUSIP: 36202W3Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13365 | PA      | $13418.35      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588140                      | CUSIP: 36201NLV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41496 | PA      | $42061.64      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600207                      | CUSIP: 36200FYC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28811 | PA      | $28498.95      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457818                      | CUSIP: 36208QSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7713 | PA      | $7916.74       | 0.00%             | 2028-09-15      | 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        |       1098 | PA      | $1113.66       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545160                      | CUSIP: 36212VTR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1863 | PA      | $1912.39       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595158                      | CUSIP: 36200AE70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38651 | PA      | $39096.37      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759244                      | CUSIP: 36230UHV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2102 | PA      | $2061.18       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627985                      | CUSIP: 36291GUJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28895 | PA      | $28969.34      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635540                      | CUSIP: 36291RBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2113 | PA      | $2175.11       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457960                      | CUSIP: 36208QWV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         68 | PA      | $69.37         | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB1110                      | CUSIP: 3140QLGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     122859 | PA      | $96982.64      | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487406                      | CUSIP: 36210BNX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2248 | PA      | $2307.74       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620464                      | CUSIP: 36290XJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     240523 | PA      | $241442.41     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AH8011                      | CUSIP: 36182Q3U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     210033 | PA      | $194164.39     | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649845                      | CUSIP: 36292H5E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11635 | PA      | $12023.29      | 0.00%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736561                      | CUSIP: 3620AQJE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247884 | PA      | $243549.13     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756849                      | CUSIP: 36230RTE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64272 | PA      | $63045.92      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496103                      | CUSIP: 36210MDG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11070 | PA      | $11226.30      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593298                      | CUSIP: 36201UDB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        929 | PA      | $942.89        | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732519                      | CUSIP: 3620AKYQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12148 | PA      | $12200.84      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738414                      | CUSIP: 3620ASK32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209778 | PA      | $205722.00     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481471                      | CUSIP: 36209T2C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5967 | PA      | $6124.47       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648649                      | CUSIP: 36292GTE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15299 | PA      | $15398.01      | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 4098 PB                    | CUSIP: 3137AT7C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1305464 | PA      | $1194066.82    | 0.01%             | 2042-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710989                      | CUSIP: 36297F2W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     262547 | PA      | $263669.12     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542850                      | CUSIP: 36212TBT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9806 | PA      | $9915.71       | 0.00%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766659                      | CUSIP: 36176HQL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52517 | PA      | $51478.55      | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528917                      | CUSIP: 36212BSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40811 | PA      | $41854.82      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489965                      | CUSIP: 36210EJJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2016 | PA      | $2069.63       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584139                      | CUSIP: 36201H4Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20674 | PA      | $21213.57      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629373                      | CUSIP: 36291JFN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38552 | PA      | $39147.36      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483522                      | CUSIP: 36209WD33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4905 | PA      | $5035.00       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7985                      | CUSIP: 36179W2S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3182908 | PA      | $2445928.87    | 0.02%             | 2052-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507644                      | CUSIP: 36211A5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1301 | PA      | $1334.93       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633306                      | CUSIP: 36291NR37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47057 | PA      | $48442.09      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656029                      | CUSIP: 36294PY23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1145 | PA      | $1165.85       | 0.00%             | 2036-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 407967                      | CUSIP: 36206DFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7028 | PA      | $7127.27       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471690                      | CUSIP: 36209G7B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1030 | PA      | $1057.54       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573911                      | CUSIP: 36200VR88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11411 | PA      | $11582.52      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634762                      | CUSIP: 36291QFB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12491 | PA      | $12688.27      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581564                      | CUSIP: 36201FB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2550 | PA      | $2554.34       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720064                      | CUSIP: 3620A55Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51801 | PA      | $50991.04      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 523170                      | CUSIP: 36211UFK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5965 | PA      | $5989.14       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477558                      | CUSIP: 36209PQK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7081 | PA      | $7180.53       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738735                      | CUSIP: 3620ASV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99568 | PA      | $95574.76      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590095                      | CUSIP: 36201QRQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12483 | PA      | $12673.07      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490504                      | CUSIP: 36210E3M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        926 | PA      | $950.44        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631190                      | CUSIP: 36291LF75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24726 | PA      | $25479.55      | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583008                      | CUSIP: 36201GU94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153676 | PA      | $156077.30     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5261                        | CUSIP: 36202FZ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6465 | PA      | $6507.93       | 0.00%             | 2041-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491105                      | CUSIP: 36210FR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1830 | PA      | $1856.13       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3795                        | CUSIP: 36202EGC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     752803 | PA      | $757235.27     | 0.01%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467736                      | CUSIP: 36209CSZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         30 | PA      | $30.20         | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QE1730                      | CUSIP: 3133BA4P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     141979 | PA      | $127631.36     | 0.00%             | 2052-04-01      | 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        |     293825 | PA      | $273395.14     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL7188                      | CUSIP: 36184D6Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100214 | PA      | $88851.18      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711189                      | CUSIP: 36297GC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102398 | PA      | $100651.26     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584345                      | CUSIP: 36201JES4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10650 | PA      | $10890.23      | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627134                      | CUSIP: 36291FV39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4062 | PA      | $4156.32       | 0.00%             | 2034-03-15      | 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        |       5783 | PA      | $5936.37       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600769                      | CUSIP: 36200GMS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18538 | PA      | $18613.24      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757013                      | CUSIP: 36230RYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     898470 | PA      | $837494.78     | 0.01%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758021                      | CUSIP: 36230S4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30512 | PA      | $30638.52      | 0.00%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483841                      | CUSIP: 36209WP22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3910 | PA      | $3964.78       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552966                      | CUSIP: 36213FJK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37988 | PA      | $38438.99      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591891                      | CUSIP: 36201SRL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12931 | PA      | $13079.98      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503575                      | CUSIP: 36210VMY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4005 | PA      | $4110.79       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569553                      | CUSIP: 36200QWN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1429 | PA      | $1466.95       | 0.00%             | 2032-01-15      | 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        |     364761 | PA      | $373790.73     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422580                      | CUSIP: 36206VM53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        222 | PA      | $221.81        | 0.00%             | 2026-04-15      | 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        |      20214 | PA      | $20499.09      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741899                      | CUSIP: 3620AWGG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98455 | PA      | $100327.39     | 0.00%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737022                      | CUSIP: 3620AQYT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34433 | PA      | $33850.69      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591332                      | CUSIP: 36201R4R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118323 | PA      | $119935.80     | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739190                      | CUSIP: 3620ATF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180771 | PA      | $177609.89     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495718                      | CUSIP: 36210LVK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        687 | PA      | $704.98        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN6779                      | CUSIP: 36186PQ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41987 | PA      | $38623.44      | 0.00%             | 2045-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733379                      | CUSIP: 3620ALXG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1148354 | PA      | $1021205.51    | 0.01%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569711                      | CUSIP: 36200Q3U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8138 | PA      | $8027.80       | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627275                      | CUSIP: 36291F2G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5665 | PA      | $5673.47       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598616                      | CUSIP: 36200EAR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7243 | PA      | $7326.83       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606494                      | CUSIP: 36201XXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118665 | PA      | $119059.31     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614583                      | CUSIP: 36290QXL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7013 | PA      | $7114.87       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610383                      | CUSIP: 36202VCU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29983 | PA      | $30087.05      | 0.00%             | 2033-07-15      | 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        |      95954 | PA      | $96304.53      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591405                      | CUSIP: 36201SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40991 | PA      | $41592.01      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773662                      | CUSIP: 36176RJF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44060 | PA      | $42230.78      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 417344                      | CUSIP: 36206PS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        883 | PA      | $883.05        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734767                      | CUSIP: 3620ANJL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44186 | PA      | $42383.55      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473813                      | CUSIP: 36209KK23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1124 | PA      | $1140.22       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A95861                      | CUSIP: 312944QN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2905 | PA      | $2791.62       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1999-19 PH                 | CUSIP: 31359VH97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13804 | PA      | $13950.88      | 0.00%             | 2029-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV3533                      | CUSIP: 3140MG4T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     134451 | PA      | $120569.25     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476729                      | CUSIP: 36209NSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3942 | PA      | $4046.75       | 0.00%             | 2028-12-15      | 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        |      36317 | PA      | $35729.78      | 0.00%             | 2038-02-15      | 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        |      21410 | PA      | $20606.59      | 0.00%             | 2040-02-15      | Fixed         | 4.00%                 | 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        |   43473344 | PA      | $38515192.06   | 0.35%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629406                      | CUSIP: 36291JGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28013 | PA      | $28450.36      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | 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      | $4557280.63    | 0.04%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A83067                      | CUSIP: 312929MQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17750 | PA      | $17860.20      | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721422                      | CUSIP: 3620A7PF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21269 | PA      | $21361.66      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592749                      | CUSIP: 36201TQA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55528 | PA      | $56236.31      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458632                      | CUSIP: 36208RPR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        535 | PA      | $534.14        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646928                      | CUSIP: 36292EVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85591 | PA      | $84478.21      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429784                      | CUSIP: 36207EM92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81410 | PA      | $83640.67      | 0.00%             | 2033-12-15      | 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        |       2617 | PA      | $2685.01       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4802                        | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9573 | PA      | $9635.51       | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732872                      | CUSIP: 3620ALFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222905 | PA      | $213813.51     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638131                      | CUSIP: 36291T4Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12065 | PA      | $12116.16      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678667                      | CUSIP: 36295R6C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     655643 | PA      | $630032.20     | 0.01%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462640                      | CUSIP: 36208V4Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5822 | PA      | $5840.60       | 0.00%             | 2028-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592125                      | CUSIP: 36201SYW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12227 | PA      | $12552.99      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783202                      | CUSIP: 36241LRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     612247 | PA      | $601329.29     | 0.01%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633252                      | CUSIP: 36291NQD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54079 | PA      | $54976.05      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770614                      | CUSIP: 36176M3X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128854 | PA      | $126637.19     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782495                      | CUSIP: 36241KXY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27070 | PA      | $27564.84      | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779244                      | CUSIP: 36176XP52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77631 | PA      | $74706.64      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4289                      | CUSIP: 36179DXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1154707 | PA      | $1021658.99    | 0.01%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764583                      | CUSIP: 36176FFY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110546 | PA      | $111010.30     | 0.00%             | 2041-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598057                      | CUSIP: 36200DME0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4351 | PA      | $4463.29       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433666                      | CUSIP: 36207JW33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1545 | PA      | $1585.68       | 0.00%             | 2028-03-15      | 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        |       6552 | PA      | $6725.20       | 0.00%             | 2028-07-15      | 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        |        836 | PA      | $858.54        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749221                      | CUSIP: 3620C5LA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     292530 | PA      | $272190.31     | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599155                      | CUSIP: 36200ETL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5053 | PA      | $5130.44       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457120                      | CUSIP: 36208PYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2158 | PA      | $2215.50       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477614                      | CUSIP: 36209PSB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3532 | PA      | $3582.16       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 412583                      | CUSIP: 36206JJ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         31 | PA      | $30.97         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565821                      | CUSIP: 36213VSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44641 | PA      | $45621.78      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647731                      | CUSIP: 36292FSU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33544 | PA      | $33688.00      | 0.00%             | 2035-08-15      | 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        |      41192 | PA      | $41371.02      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464515                      | CUSIP: 36208YAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         93 | PA      | $94.60         | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3597                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   97335472 | PA      | $88962898.95   | 0.80%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530828                      | CUSIP: 36212DVV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35520 | PA      | $36051.41      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678534                      | CUSIP: 36295RY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25675 | PA      | $25785.49      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | 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      | $3643726.90    | 0.03%             | 2044-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588285                      | CUSIP: 36201NRE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16952 | PA      | $17207.44      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612442                      | CUSIP: 36202XLX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4911 | PA      | $4995.90       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592733                      | CUSIP: 36201TPS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11123 | PA      | $11274.94      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ4392                      | CUSIP: 3140NY3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22432000 | PA      | $22478023.73   | 0.20%             | 2030-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603709                      | CUSIP: 36200KVA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5496 | PA      | $5617.03       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620461                      | CUSIP: 36290XJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158385 | PA      | $158896.92     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588190                      | CUSIP: 36201NNF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27811 | PA      | $28036.98      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543780                      | CUSIP: 36212UCR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        879 | PA      | $902.39        | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612767                      | CUSIP: 36202XW45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51795 | PA      | $52536.66      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493479                      | CUSIP: 36210JFU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4223 | PA      | $4334.33       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606701                      | CUSIP: 36201YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19631 | PA      | $20158.69      | 0.00%             | 2034-02-15      | 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        |       4281 | PA      | $4394.50       | 0.00%             | 2029-02-15      | 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        |      17863 | PA      | $17974.60      | 0.00%             | 2037-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653804                      | CUSIP: 36292NKR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48054 | PA      | $48791.45      | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3021                      | CUSIP: 36178NLA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65373 | PA      | $59030.95      | 0.00%             | 2042-10-15      | 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        |     240458 | PA      | $222654.92     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS8456                      | CUSIP: 3132A9MD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60132 | PA      | $59353.27      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735205                      | CUSIP: 3620ANYA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28711 | PA      | $27503.16      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 4 8/25                    | CUSIP: 21H040681<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -290875000 | PA      | $-267783597.25 | -2.42%            | 2025-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2384                      | CUSIP: 36177YUH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19155 | PA      | $17202.90      | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473086                      | CUSIP: 36209JRF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3810 | PA      | $3864.06       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5192                      | CUSIP: 36179TXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28697739 | PA      | $26908724.77   | 0.24%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551863                      | CUSIP: 36213EB88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30433 | PA      | $31135.63      | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3987                        | CUSIP: 36202ENC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4117 | PA      | $4303.39       | 0.00%             | 2037-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4781                      | CUSIP: 36178CJ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     230172 | PA      | $212897.47     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483794                      | CUSIP: 36209WNK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         96 | PA      | $98.87         | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577771                      | CUSIP: 36201A2C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20679 | PA      | $20942.84      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638589                      | CUSIP: 36291UNE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3210 | PA      | $3170.96       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759970                      | CUSIP: 36176ACF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     280716 | PA      | $268758.16     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494546                      | CUSIP: 36210KL37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3357 | PA      | $3445.62       | 0.00%             | 2029-04-15      | 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        |      16223 | PA      | $16451.80      | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465984                      | CUSIP: 36209AUH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        760 | PA      | $780.31        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610775                      | CUSIP: 36202VQ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6429 | PA      | $6541.89       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468334                      | CUSIP: 36209DHK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3111 | PA      | $3193.06       | 0.00%             | 2028-06-15      | 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        |        235 | PA      | $241.01        | 0.00%             | 2029-06-15      | 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        |        976 | PA      | $993.35        | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686689                      | CUSIP: 36296B2W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5589 | PA      | $5612.64       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587807                      | CUSIP: 36201NAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12455 | PA      | $12633.37      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606986                      | CUSIP: 36201YJ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11081 | PA      | $11403.00      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738422                      | CUSIP: 3620ASLB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1397000 | PA      | $1371526.09    | 0.01%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595259                      | CUSIP: 36200AJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1704 | PA      | $1708.58       | 0.00%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749259                      | CUSIP: 3620C5MG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68051 | PA      | $66418.60      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486610                      | CUSIP: 36210AR74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1003 | PA      | $1029.08       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553357                      | CUSIP: 36213FWS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49964 | PA      | $50129.62      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637426                      | CUSIP: 36291TD70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146886 | PA      | $149357.07     | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630036                      | CUSIP: 36291J4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34072 | PA      | $35075.47      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611442                      | CUSIP: 36202WHT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        561 | PA      | $569.21        | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783321                      | CUSIP: 36241LVN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1359147 | PA      | $1385788.27    | 0.01%             | 2040-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472448                      | CUSIP: 36209HZM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17871 | PA      | $18122.95      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1711                      | CUSIP: 36179A3U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     286391 | PA      | $259727.07     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550566                      | CUSIP: 36213CTX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2323 | PA      | $2395.71       | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615407                      | CUSIP: 36290RU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84714 | PA      | $84981.04      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582408                      | CUSIP: 36201GAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1346 | PA      | $1375.91       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480792                      | CUSIP: 36209TC56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2558 | PA      | $2625.16       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730096                      | CUSIP: 3620AHC92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62578 | PA      | $62842.15      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784718                      | CUSIP: 3622AADX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8001948 | PA      | $6988299.84    | 0.06%             | 2046-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594206                      | CUSIP: 36201VDK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9421 | PA      | $9600.46       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632080                      | CUSIP: 36291MFV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     323312 | PA      | $317394.99     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599414                      | CUSIP: 36200E3X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54928 | PA      | $55128.53      | 0.00%             | 2033-07-15      | 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        |     113043 | PA      | $113484.31     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598590                      | CUSIP: 36200D7B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50843 | PA      | $51446.63      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783932                      | CUSIP: 3622A2LM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     316501 | PA      | $317867.77     | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501486                      | CUSIP: 36210TCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2858 | PA      | $2933.86       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588233                      | CUSIP: 36201NPS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8418 | PA      | $8427.77       | 0.00%             | 2033-03-15      | 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        |       6230 | PA      | $6251.31       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629950                      | CUSIP: 36291JZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2813 | PA      | $2824.19       | 0.00%             | 2034-06-15      | 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        |       9515 | PA      | $9556.57       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC8335                      | CUSIP: 3617BCHL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     263996 | PA      | $239267.14     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581506                      | CUSIP: 36201FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4258 | PA      | $4356.69       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627783                      | CUSIP: 36291GM86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33895 | PA      | $34430.45      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577733                      | CUSIP: 36201AY69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        849 | PA      | $855.59        | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548143                      | CUSIP: 36212Y5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27811 | PA      | $28546.86      | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580661                      | CUSIP: 36201EB66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19000 | PA      | $19283.98      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737577                      | CUSIP: 3620ARM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     250726 | PA      | $241203.86     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736567                      | CUSIP: 3620AQJL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3517 | PA      | $3399.00       | 0.00%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608768                      | CUSIP: 36202TJM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6974 | PA      | $7079.27       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610330                      | CUSIP: 36202VA76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        819 | PA      | $831.65        | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778678                      | CUSIP: 36176W2K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     444675 | PA      | $426456.77     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0048                      | CUSIP: 36181FBR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     315843 | PA      | $291901.83     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495853                      | CUSIP: 36210LZS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1116 | PA      | $1131.94       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641569                      | CUSIP: 36291XW62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14486 | PA      | $14718.68      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7707                      | CUSIP: 36179WR42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   40128827 | PA      | $36191101.94   | 0.33%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619488                      | CUSIP: 36290WF56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82522 | PA      | $82816.80      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598721                      | CUSIP: 36200ED24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22570 | PA      | $23200.42      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5942                      | CUSIP: 36178DS77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     258691 | PA      | $239017.55     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495667                      | CUSIP: 36210LTY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1293 | PA      | $1327.70       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649996                      | CUSIP: 36292JC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21780 | PA      | $22108.19      | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749203                      | CUSIP: 3620C5KQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     395210 | PA      | $378305.84     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587751                      | CUSIP: 36201M5L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5994 | PA      | $6135.34       | 0.00%             | 2032-09-15      | 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        |        976 | PA      | $989.51        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648749                      | CUSIP: 36292GWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57745 | PA      | $57988.01      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A91387                      | CUSIP: 312939RG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     141194 | PA      | $142069.98     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769787                      | CUSIP: 36176L6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59188 | PA      | $56741.69      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631825                      | CUSIP: 36291L4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16458 | PA      | $16526.08      | 0.00%             | 2034-06-15      | 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        |       6768 | PA      | $6797.39       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468044                      | CUSIP: 36209C5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2147 | PA      | $2203.42       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8638                      | CUSIP: 36178GS39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92740 | PA      | $83086.72      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628039                      | CUSIP: 36291GV86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34507 | PA      | $34627.56      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592593                      | CUSIP: 36201TKE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3937 | PA      | $4019.57       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593320                      | CUSIP: 36201UDZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7608 | PA      | $7706.07       | 0.00%             | 2033-03-15      | 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        |      24186 | PA      | $24289.96      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480208                      | CUSIP: 36209SNZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1732 | PA      | $1756.89       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3983                      | CUSIP: 36180FM82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40210 | PA      | $36141.61      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644894                      | CUSIP: 36292CNK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3204 | PA      | $3217.67       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460596                      | CUSIP: 36208TUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8649 | PA      | $8877.56       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733627                      | CUSIP: 3620AMA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13663 | PA      | $13720.32      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 398551                      | CUSIP: 36205RWL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          7 | PA      | $6.71          | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737111                      | CUSIP: 3620AQ3U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80857 | PA      | $79471.59      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586533                      | CUSIP: 36201LSW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4567 | PA      | $4623.05       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702029                      | CUSIP: 36296U4N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28463 | PA      | $27989.40      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545134                      | CUSIP: 36212VSX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2234 | PA      | $2292.87       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9852                      | CUSIP: 36179Y5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  134479547 | PA      | $136488510.36  | 1.23%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710552                      | CUSIP: 36297FL91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26215 | PA      | $26329.82      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA5674                      | CUSIP: 31418FJU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  121840801 | PA      | $123532511.66  | 1.11%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8697                      | CUSIP: 36180MUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5705 | PA      | $5100.84       | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706811                      | CUSIP: 36297BGU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     338369 | PA      | $331662.13     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594518                      | CUSIP: 36201VPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16402 | PA      | $16468.88      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636292                      | CUSIP: 36291R2Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64798 | PA      | $65069.80      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425085                      | CUSIP: 36206YF22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         43 | PA      | $43.05         | 0.00%             | 2026-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614530                      | CUSIP: 36290QVX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45646 | PA      | $45740.91      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592036                      | CUSIP: 36201SV55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112996 | PA      | $114438.19     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA7460                      | CUSIP: 36178FJD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25102 | PA      | $23205.50      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598461                      | CUSIP: 36200DZ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18174 | PA      | $18434.13      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN6683                      | CUSIP: 36186PM84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     457017 | PA      | $405651.15     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467666                      | CUSIP: 36209CQT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1846 | PA      | $1895.33       | 0.00%             | 2029-03-15      | 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        |        372 | PA      | $381.63        | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 421709                      | CUSIP: 36206UN21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        140 | PA      | $140.16        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592746                      | CUSIP: 36201TP76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29025 | PA      | $29455.84      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770596                      | CUSIP: 36176M3D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159470 | PA      | $156449.28     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520992                      | CUSIP: 36211RXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82258 | PA      | $83648.66      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510585                      | CUSIP: 36211EF29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1182 | PA      | $1166.55       | 0.00%             | 2035-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640886                      | CUSIP: 36291W6X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3341 | PA      | $3394.24       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490058                      | CUSIP: 36210EMF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5404 | PA      | $5406.83       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707286                      | CUSIP: 36297BXP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4700 | PA      | $4720.62       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566513                      | CUSIP: 36213WK21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29921 | PA      | $30038.26      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726850                      | CUSIP: 3620ADQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3686 | PA      | $3702.09       | 0.00%             | 2039-10-15      | 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        |        722 | PA      | $725.03        | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578343                      | CUSIP: 36201BP42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34377 | PA      | $35161.67      | 0.00%             | 2032-08-15      | 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        |       2504 | PA      | $2514.44       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482895                      | CUSIP: 36209VNL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14627 | PA      | $15013.72      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711443                      | CUSIP: 36297GLY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153622 | PA      | $150754.41     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582745                      | CUSIP: 36201GL29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32258 | PA      | $32736.46      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503756                      | CUSIP: 36210VTM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1292 | PA      | $1310.59       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7015                      | CUSIP: 36180JYL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66017 | PA      | $61373.02      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756636                      | CUSIP: 36230RLR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83945 | PA      | $82425.92      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553116                      | CUSIP: 36213FN90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4201 | PA      | $4257.29       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608137                      | CUSIP: 36202SS25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        282 | PA      | $285.88        | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643636                      | CUSIP: 36292BBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36354 | PA      | $36968.18      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631259                      | CUSIP: 36291LJC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8793 | PA      | $8920.40       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4541                        | CUSIP: 36202FBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1276 | PA      | $1283.88       | 0.00%             | 2039-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2059                      | CUSIP: 36179BJC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65976 | PA      | $59575.32      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493582                      | CUSIP: 36210JJ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        512 | PA      | $521.30        | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782105                      | CUSIP: 36241KKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2057 | PA      | $2065.90       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563477                      | CUSIP: 36213S6N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15032 | PA      | $15234.12      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476981                      | CUSIP: 36209N2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1018 | PA      | $1032.67       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726973                      | CUSIP: 3620ADT69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9934 | PA      | $9762.88       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682915                      | CUSIP: 36295WVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14516 | PA      | $14791.63      | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6661                      | CUSIP: 36178EMJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35142 | PA      | $32513.46      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480104                      | CUSIP: 36209SKR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        360 | PA      | $365.53        | 0.00%             | 2029-02-15      | 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        |       3321 | PA      | $3399.99       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491285                      | CUSIP: 36210FXN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4670 | PA      | $4793.40       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759837                      | CUSIP: 36230U4W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89356 | PA      | $85379.02      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626232                      | CUSIP: 36291EVZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85588 | PA      | $86925.88      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469875                      | CUSIP: 36209E6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1999 | PA      | $2027.42       | 0.00%             | 2029-01-15      | 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        |        722 | PA      | $732.19        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 775420                      | CUSIP: 36176TG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38125 | PA      | $36884.70      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491008                      | CUSIP: 36210FNZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43954 | PA      | $44573.14      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698235                      | CUSIP: 36296QV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125967 | PA      | $126512.66     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651246                      | CUSIP: 36292KP75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9662 | PA      | $9820.75       | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599832                      | CUSIP: 36200FLM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12950 | PA      | $13294.49      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494466                      | CUSIP: 36210KJK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18575 | PA      | $19066.23      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711188                      | CUSIP: 36297GCZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36385 | PA      | $35759.13      | 0.00%             | 2040-02-15      | 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        |       1969 | PA      | $1937.90       | 0.00%             | 2039-12-20      | 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        |     200035 | PA      | $196709.84     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637324                      | CUSIP: 36291TAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8137 | PA      | $8256.43       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ1722                      | CUSIP: 36182V4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189129 | PA      | $184663.86     | 0.00%             | 2029-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 662098                      | CUSIP: 36294WRT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10489 | PA      | $10653.98      | 0.00%             | 2037-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633800                      | CUSIP: 36291PDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45325 | PA      | $46742.99      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486691                      | CUSIP: 36210AUQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5787 | PA      | $5940.01       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595891                      | CUSIP: 36200A7C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7289 | PA      | $7316.38       | 0.00%             | 2033-07-15      | 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        |     123029 | PA      | $123565.05     | 0.00%             | 2033-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543029                      | CUSIP: 36212THE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4832 | PA      | $4960.13       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588279                      | CUSIP: 36201NQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73874 | PA      | $74816.19      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5331                      | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4838024 | PA      | $4685876.93    | 0.04%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487239                      | CUSIP: 36210BHQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        338 | PA      | $346.55        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474630                      | CUSIP: 36209LHF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1637 | PA      | $1679.90       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574488                      | CUSIP: 36200WF55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101007 | PA      | $102594.56     | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620563                      | CUSIP: 36290XML1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22760 | PA      | $22841.15      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2893                      | CUSIP: 36179RGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35916 | PA      | $34055.36      | 0.00%             | 2045-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434079                      | CUSIP: 36207KFU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        204 | PA      | $203.53        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602235                      | CUSIP: 36200JBC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23895 | PA      | $24169.96      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625195                      | CUSIP: 36291DRQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5691 | PA      | $5785.06       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2631                      | CUSIP: 36177Y4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     514397 | PA      | $461223.31     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV0790                      | CUSIP: 3140MD2Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     874912 | PA      | $782613.59     | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586467                      | CUSIP: 36201LQU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3069 | PA      | $3063.46       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597339                      | CUSIP: 36200CS48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2681 | PA      | $2749.86       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626684                      | CUSIP: 36291FFZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25634 | PA      | $26052.77      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637850                      | CUSIP: 36291TTF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19492 | PA      | $19824.04      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464272                      | CUSIP: 36208XW98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         17 | PA      | $16.61         | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Securities, LLC                                   | WELLS FARGO TRIPARTY MTGE      | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | Long             | RA               | CORP              | US        |   53600000 | PA      | $53600000.00   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 889859                      | CUSIP: 31410KTQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4569 | PA      | $4838.28       | 0.00%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623958                      | CUSIP: 36291CE76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8920 | PA      | $8958.31       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506402                      | CUSIP: 36210YRX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11963 | PA      | $12131.23      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640194                      | CUSIP: 36291WGB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34107 | PA      | $34675.39      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2520 BE                    | CUSIP: 31392XV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57462 | PA      | $59449.61      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BD0946                      | CUSIP: 3140F8BQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     545294 | PA      | $513494.69     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456944                      | CUSIP: 36208PS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         45 | PA      | $45.78         | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745060                      | CUSIP: 3620C0WV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50999 | PA      | $50128.91      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495508                      | CUSIP: 36210LNZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2205 | PA      | $2263.64       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503058                      | CUSIP: 36210UZX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         78 | PA      | $80.34         | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633684                      | CUSIP: 36291N6V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106025 | PA      | $107765.52     | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566490                      | CUSIP: 36213WKB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58260 | PA      | $58493.56      | 0.00%             | 2033-08-15      | 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        |      26176 | PA      | $26217.63      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553115                      | CUSIP: 36213FN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11270 | PA      | $11427.41      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731526                      | CUSIP: 3620AJVT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1659 | PA      | $1628.35       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485603                      | CUSIP: 36209YNU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2487 | PA      | $2552.92       | 0.00%             | 2031-07-15      | 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        |       2459 | PA      | $2524.13       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464089                      | CUSIP: 36208XRJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         92 | PA      | $93.66         | 0.00%             | 2028-08-15      | 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        |      15800 | PA      | $16217.69      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651790                      | CUSIP: 36292LC36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37305 | PA      | $36772.97      | 0.00%             | 2036-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636795                      | CUSIP: 36291SNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4643 | PA      | $4767.64       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614555                      | CUSIP: 36290QWQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96489 | PA      | $96876.39      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615750                      | CUSIP: 36290SBT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40555 | PA      | $41169.12      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607076                      | CUSIP: 36201YMZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9187 | PA      | $9329.43       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3582                        | CUSIP: 36202D6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104010 | PA      | $104573.88     | 0.00%             | 2034-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3395                      | CUSIP: 36178AXY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8257 | PA      | $7409.92       | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755956                      | CUSIP: 36230QTM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1606952 | PA      | $1543694.33    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488259                      | CUSIP: 36210CMG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1213 | PA      | $1244.82       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550644                      | CUSIP: 36213CWD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     178650 | PA      | $179412.25     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456860                      | CUSIP: 36208PQM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1284 | PA      | $1318.13       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631380                      | CUSIP: 36291LM51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6617 | PA      | $6645.06       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577735                      | CUSIP: 36201AY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55355 | PA      | $56725.59      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757464                      | CUSIP: 36230SJH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     391026 | PA      | $362786.71     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643322                      | CUSIP: 36292AVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12105 | PA      | $12311.00      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480176                      | CUSIP: 36209SMZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        974 | PA      | $987.98        | 0.00%             | 2029-01-15      | 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        |      19663 | PA      | $20149.53      | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733236                      | CUSIP: 3620ALSZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70511 | PA      | $70815.78      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568847                      | CUSIP: 36213Y5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1867 | PA      | $1916.45       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752978                      | CUSIP: 36230MJX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4581 | PA      | $4380.75       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE3196                      | CUSIP: 36180VRR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51082 | PA      | $45728.05      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581549                      | CUSIP: 36201FBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5580 | PA      | $5656.88       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506659                      | CUSIP: 36210YZY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3642 | PA      | $3693.27       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611516                      | CUSIP: 36202WK57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14099 | PA      | $14230.35      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638115                      | CUSIP: 36291T3Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86925 | PA      | $88329.67      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434271                      | CUSIP: 36207KMU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4332 | PA      | $4392.72       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588234                      | CUSIP: 36201NPT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8832 | PA      | $8954.36       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567028                      | CUSIP: 36213W4M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6586 | PA      | $6761.45       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554974                      | CUSIP: 36213HQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        290 | PA      | $294.46        | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609441                      | CUSIP: 36202UBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6854 | PA      | $6958.19       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433681                      | CUSIP: 36207JXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4046 | PA      | $4153.25       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599618                      | CUSIP: 36200FDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        690 | PA      | $692.89        | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641185                      | CUSIP: 36291XJ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2496 | PA      | $2536.14       | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591997                      | CUSIP: 36201SUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31181 | PA      | $31594.89      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487058                      | CUSIP: 36210BB38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        902 | PA      | $926.15        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783178                      | CUSIP: 36241LQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12563 | PA      | $12335.95      | 0.00%             | 2040-11-15      | 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        |      30907 | PA      | $31042.10      | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2015-42 DK                 | CUSIP: 38379LDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2366927 | PA      | $2202625.68    | 0.02%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675376                      | CUSIP: 36295NJV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72075 | PA      | $72389.40      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727324                      | CUSIP: 3620AEAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40598 | PA      | $40774.05      | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591819                      | CUSIP: 36201SPC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84787 | PA      | $85778.77      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4102                      | CUSIP: 36180FRX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143100 | PA      | $128622.32     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 518985                      | CUSIP: 36211PRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5104 | PA      | $5227.19       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583169                      | CUSIP: 36201G2A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21989 | PA      | $22533.51      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0852                      | CUSIP: 36179M5M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3496198 | PA      | $3230445.87    | 0.03%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM9857                      | CUSIP: 36185C5S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     231723 | PA      | $220502.93     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503076                      | CUSIP: 36210U2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3132 | PA      | $3176.53       | 0.00%             | 2029-04-15      | 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        |     104392 | PA      | $104677.81     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529925                      | CUSIP: 36212CVS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27338 | PA      | $28061.05      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734224                      | CUSIP: 3620AMVR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     696941 | PA      | $684278.93     | 0.01%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7765                      | CUSIP: 36179WTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14308615 | PA      | $10995559.60   | 0.10%             | 2051-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463898                      | CUSIP: 36208XKK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        467 | PA      | $479.51        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589494                      | CUSIP: 36201P3B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58187 | PA      | $58783.99      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796081                      | CUSIP: 36177QXK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     337002 | PA      | $322116.44     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482877                      | CUSIP: 36209VM27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        573 | PA      | $587.76        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778798                      | CUSIP: 36176W7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79890 | PA      | $76587.58      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 193709                      | CUSIP: 36217HDN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1084 | PA      | $1112.53       | 0.00%             | 2029-06-15      | 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        |        304 | PA      | $311.66        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614404                      | CUSIP: 36290QRZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27415 | PA      | $27825.15      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620160                      | CUSIP: 36290W5V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61810 | PA      | $62609.72      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627817                      | CUSIP: 36291GPA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5343 | PA      | $5495.36       | 0.00%             | 2034-09-15      | 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        |        125 | PA      | $128.08        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704621                      | CUSIP: 36296XYS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21675 | PA      | $21308.61      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492360                      | CUSIP: 36210G5V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4347 | PA      | $4461.67       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611578                      | CUSIP: 36202WM30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16541 | PA      | $16972.97      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494503                      | CUSIP: 36210KKQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        208 | PA      | $213.88        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9175                      | CUSIP: 36178WFQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     545151 | PA      | $490607.39     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634819                      | CUSIP: 36291QG40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8402 | PA      | $8548.53       | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646403                      | CUSIP: 36292EDG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3954 | PA      | $4025.29       | 0.00%             | 2036-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570254                      | CUSIP: 36200RQF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4139 | PA      | $4218.61       | 0.00%             | 2031-12-15      | 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        |      52471 | PA      | $54078.27      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8801                      | CUSIP: 36180MX69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     328674 | PA      | $305374.34     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583822                      | CUSIP: 36201HSK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13689 | PA      | $13731.90      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631305                      | CUSIP: 36291LKS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15830 | PA      | $16096.63      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 167428                      | CUSIP: 36216K4M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4223 | PA      | $4282.11       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2028                      | CUSIP: 36180UHD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110475 | PA      | $99135.87      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553019                      | CUSIP: 36213FK85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239086 | PA      | $245004.53     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598046                      | CUSIP: 36200DL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5506 | PA      | $5586.62       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672755                      | CUSIP: 36295KMC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1725 | PA      | $1732.20       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q20633                      | CUSIP: 3132JMV22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42606 | PA      | $40711.96      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605475                      | CUSIP: 36200NT84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5108 | PA      | $5129.51       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603416                      | CUSIP: 36200KK55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27164 | PA      | $27524.64      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613871                      | CUSIP: 36290N6G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33521 | PA      | $33626.65      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473129                      | CUSIP: 36209JSS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4522 | PA      | $4641.52       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719221                      | CUSIP: 3620A5AW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3966 | PA      | $3832.43       | 0.00%             | 2040-07-15      | 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        |     166508 | PA      | $163703.57     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506617                      | CUSIP: 36210YYN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4317 | PA      | $4377.53       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539535                      | CUSIP: 36212PLQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4311 | PA      | $4424.66       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575436                      | CUSIP: 36200XHM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10470 | PA      | $10763.00      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599871                      | CUSIP: 36200FMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5657 | PA      | $5735.50       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782440                      | CUSIP: 36241KV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     237556 | PA      | $238592.93     | 0.00%             | 2038-10-15      | 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        |      34187 | PA      | $35187.74      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650732                      | CUSIP: 36292J4R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158993 | PA      | $163991.22     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464893                      | CUSIP: 36208YNJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7558 | PA      | $7758.06       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630026                      | CUSIP: 36291J4K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11943 | PA      | $12269.83      | 0.00%             | 2034-08-15      | 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        |       3623 | PA      | $3718.51       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2135 JE                    | CUSIP: 3133TJWJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19501 | PA      | $19932.97      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629461                      | CUSIP: 36291JJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28622 | PA      | $28740.29      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619376                      | CUSIP: 36290WCM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14251 | PA      | $14427.65      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602168                      | CUSIP: 36200H6D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3911 | PA      | $3961.62       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633782                      | CUSIP: 36291PCT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7469 | PA      | $7593.89       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529867                      | CUSIP: 36212CTY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30167 | PA      | $30964.59      | 0.00%             | 2031-04-15      | 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        |        359 | PA      | $368.88        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2118                      | CUSIP: 36180UK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21133 | PA      | $18940.52      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751469                      | CUSIP: 36230KT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26003 | PA      | $24909.48      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q28789                      | CUSIP: 3132M9NE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     112128 | PA      | $109603.12     | 0.00%             | 2044-08-01      | 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        |      21491 | PA      | $21582.38      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0601                      | CUSIP: 36177WU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149064 | PA      | $140057.94     | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767353                      | CUSIP: 36176JH60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135241 | PA      | $125090.85     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606894                      | CUSIP: 36201YGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32492 | PA      | $32957.25      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598637                      | CUSIP: 36200EBE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16509 | PA      | $16740.11      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 795220                      | CUSIP: 36177PYS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60943 | PA      | $56368.83      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615284                      | CUSIP: 36290RRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35360 | PA      | $35829.90      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 421399                      | CUSIP: 36206UDC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1481 | PA      | $1481.25       | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751883                      | CUSIP: 36230LCU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33859 | PA      | $32505.73      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604556                      | CUSIP: 36200MTM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89348 | PA      | $90456.65      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5263                      | CUSIP: 36179TZ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21733685 | PA      | $19755535.36   | 0.18%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779747                      | CUSIP: 36176YBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9878 | PA      | $9199.05       | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698401                      | CUSIP: 36296Q3J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14034 | PA      | $13796.30      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623304                      | CUSIP: 36291BNV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41771 | PA      | $42369.19      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610858                      | CUSIP: 36202VTP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3169 | PA      | $3254.00       | 0.00%             | 2033-05-15      | 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        |       2433 | PA      | $2499.48       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3310                      | CUSIP: 36179RVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     602102 | PA      | $550310.99     | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745199                      | CUSIP: 3620C03G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     653810 | PA      | $656603.69     | 0.01%             | 2040-07-15      | 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        |       8129 | PA      | $8164.13       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473513                      | CUSIP: 36209KAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4355 | PA      | $4470.34       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05508                      | CUSIP: 3128M7NZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13870 | PA      | $13956.30      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472028                      | CUSIP: 36209HLH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3744 | PA      | $3843.29       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618631                      | CUSIP: 36290VHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7301 | PA      | $7515.72       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-4 MA                  | CUSIP: 38379TU64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2312175 | PA      | $2116205.02    | 0.02%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615893                      | CUSIP: 36290SGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121077 | PA      | $121529.17     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619365                      | CUSIP: 36290WCA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91996 | PA      | $93297.56      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574452                      | CUSIP: 36200WEZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57467 | PA      | $58745.07      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631122                      | CUSIP: 36291LD36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28255 | PA      | $28523.70      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555387                      | CUSIP: 36213H6Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7165 | PA      | $7354.35       | 0.00%             | 2031-07-15      | 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        |       4485 | PA      | $4548.36       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469900                      | CUSIP: 36209E7M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        896 | PA      | $920.12        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595497                      | CUSIP: 36200ARS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5351 | PA      | $5410.26       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584986                      | CUSIP: 36201J2T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7590 | PA      | $7759.29       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779990                      | CUSIP: 36177HC35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60863 | PA      | $59701.90      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542478                      | CUSIP: 36212SUB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1172 | PA      | $1203.02       | 0.00%             | 2031-02-15      | 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        |       7063 | PA      | $7250.25       | 0.00%             | 2028-06-15      | 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        |       3446 | PA      | $3536.82       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610315                      | CUSIP: 36202VAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2138 | PA      | $2171.34       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619598                      | CUSIP: 36290WKK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21477 | PA      | $21553.37      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595199                      | CUSIP: 36200AGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        884 | PA      | $886.61        | 0.00%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625596                      | CUSIP: 36291D7H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19367 | PA      | $19446.26      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2017-57 BA                 | CUSIP: 3136AXNZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6821527 | PA      | $6035316.65    | 0.05%             | 2057-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621917                      | CUSIP: 36290Y4A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4247 | PA      | $4308.95       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564257                      | CUSIP: 36213TZW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24237 | PA      | $24891.32      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603486                      | CUSIP: 36200KNB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6418 | PA      | $6498.87       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646819                      | CUSIP: 36292ESG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42114 | PA      | $42805.25      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565924                      | CUSIP: 36213VVR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6940 | PA      | $7130.02       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611989                      | CUSIP: 36202W2W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2500 | PA      | $2536.04       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613033                      | CUSIP: 36290NBA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3262 | PA      | $3268.40       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643534                      | CUSIP: 36292A4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20755 | PA      | $21082.91      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738846                      | CUSIP: 3620ASZK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80062 | PA      | $76622.83      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0625                      | CUSIP: 36179MVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4893290 | PA      | $4525164.64    | 0.04%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723288                      | CUSIP: 3620A9RH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     230023 | PA      | $226098.78     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597704                      | CUSIP: 36200DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14855 | PA      | $15023.31      | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ8972                      | CUSIP: 36183E6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62612 | PA      | $61133.87      | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755957                      | CUSIP: 36230QTN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     423152 | PA      | $405971.68     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483822                      | CUSIP: 36209WPF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6491 | PA      | $6662.53       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510403                      | CUSIP: 36211EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85831 | PA      | $86177.43      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490164                      | CUSIP: 36210EQR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        540 | PA      | $554.57        | 0.00%             | 2029-04-15      | 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        |        167 | PA      | $171.83        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB0896                      | CUSIP: 36178K7H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     844903 | PA      | $786854.75     | 0.01%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610557                      | CUSIP: 36202VJA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29766 | PA      | $30626.25      | 0.00%             | 2033-11-15      | 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        |       4426 | PA      | $4543.22       | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 699884                      | CUSIP: 36296SRD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66464 | PA      | $65269.67      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2013-60 PG                 | CUSIP: 3136AEV95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2072350 | PA      | $1964290.95    | 0.02%             | 2042-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580424                      | CUSIP: 36201DYV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54175 | PA      | $55055.01      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464819                      | CUSIP: 36208YK81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3012 | PA      | $3091.27       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606058                      | CUSIP: 36201XJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14200 | PA      | $14414.84      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459802                      | CUSIP: 36208SX72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4370 | PA      | $4485.72       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN5736                      | CUSIP: 36186NLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2812709 | PA      | $2496576.39    | 0.02%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476989                      | CUSIP: 36209N2W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10230 | PA      | $10373.87      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741794                      | CUSIP: 3620AWC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     347142 | PA      | $321889.92     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610432                      | CUSIP: 36202VED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62386 | PA      | $62805.32      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577421                      | CUSIP: 36201APE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7591 | PA      | $7683.92       | 0.00%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626813                      | CUSIP: 36291FK23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21117 | PA      | $21475.83      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604470                      | CUSIP: 36200MQX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43141 | PA      | $43277.00      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 6 8/25                    | CUSIP: 21H060689<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  263691000 | PA      | $267295128.59  | 2.41%             | 2025-08-20      | 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        |       2691 | PA      | $2762.16       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06009                      | CUSIP: 3128M8AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25613 | PA      | $25771.68      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782916                      | CUSIP: 36241LGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45035 | PA      | $45909.35      | 0.00%             | 2040-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603396                      | CUSIP: 36200KKH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35334 | PA      | $35809.80      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486932                      | CUSIP: 36210A4R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        991 | PA      | $996.29        | 0.00%             | 2029-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564075                      | CUSIP: 36213TT86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3012 | PA      | $3091.86       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 536426                      | CUSIP: 36212K4K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4133 | PA      | $4198.42       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560396                      | CUSIP: 36213PRR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16068 | PA      | $16493.34      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615523                      | CUSIP: 36290RYU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62263 | PA      | $62475.15      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742239                      | CUSIP: 3620AWS43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2116 | PA      | $2027.33       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626669                      | CUSIP: 36291FFJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22259 | PA      | $22594.13      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451623                      | CUSIP: 36208HVQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16663 | PA      | $16898.11      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603675                      | CUSIP: 36200KT80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4370 | PA      | $4383.41       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493630                      | CUSIP: 36210JLK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1991 | PA      | $2043.42       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749869                      | CUSIP: 3620C6CE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155516 | PA      | $152354.93     | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609544                      | CUSIP: 36202UER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6997 | PA      | $7182.93       | 0.00%             | 2034-01-15      | 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        |       4300 | PA      | $4318.34       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465362                      | CUSIP: 36208Y5X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         86 | PA      | $88.71         | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743016                      | CUSIP: 3620AXN95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     210562 | PA      | $201555.06     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611472                      | CUSIP: 36202WJR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9654 | PA      | $9896.04       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622989                      | CUSIP: 36291BC21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90806 | PA      | $92152.86      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457800                      | CUSIP: 36208QRV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5912 | PA      | $6067.92       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745854                      | CUSIP: 3620C1TK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104510 | PA      | $100302.81     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491253                      | CUSIP: 36210FWN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19442 | PA      | $19715.59      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616468                      | CUSIP: 36290SZ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63662 | PA      | $64595.14      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93505                      | CUSIP: 3129413N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24758 | PA      | $24408.73      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749757                      | CUSIP: 3620C55S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     901505 | PA      | $885552.93     | 0.01%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684113                      | CUSIP: 36295YAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5578 | PA      | $5601.89       | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0024                      | CUSIP: 36179MAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12117 | PA      | $11910.92      | 0.00%             | 2042-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460726                      | CUSIP: 36208TYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2040 | PA      | $2094.03       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765886                      | CUSIP: 36176GUK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68556 | PA      | $67333.70      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 435068                      | CUSIP: 36207LJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1270 | PA      | $1296.87       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769229                      | CUSIP: 36176LLJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5755 | PA      | $5526.27       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457980                      | CUSIP: 36208QXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1839 | PA      | $1888.07       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724239                      | CUSIP: 3620AAS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     343532 | PA      | $337501.29     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6788                      | CUSIP: 36178TRH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60502 | PA      | $56132.82      | 0.00%             | 2042-08-15      | 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        |     126258 | PA      | $112536.74     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613051                      | CUSIP: 36290NBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3664 | PA      | $3677.48       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2465                      | CUSIP: 36180DW29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     766061 | PA      | $708760.44     | 0.01%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502991                      | CUSIP: 36210UXU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         55 | PA      | $56.30         | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604711                      | CUSIP: 36200MYG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34647 | PA      | $34264.16      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611529                      | CUSIP: 36202WLJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8356 | PA      | $8452.49       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3135                      | CUSIP: 36180EPU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222686 | PA      | $199829.06     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL9862                      | CUSIP: 3138ER5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29234 | PA      | $28792.22      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM3944                      | CUSIP: 36184QLZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     304717 | PA      | $289318.70     | 0.00%             | 2045-05-15      | 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        |     449484 | PA      | $430741.45     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620192                      | CUSIP: 36290W7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60406 | PA      | $61444.91      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 2713                        | CUSIP: 36202DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     144803 | PA      | $146841.28     | 0.00%             | 2029-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782997                      | CUSIP: 36241LKJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9177 | PA      | $9216.42       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769920                      | CUSIP: 36176MDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14827 | PA      | $14583.35      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510399                      | CUSIP: 36211D7L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255300 | PA      | $256370.30     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759082                      | CUSIP: 36230UCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97894 | PA      | $93883.64      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580395                      | CUSIP: 36201DXY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7742 | PA      | $7857.65       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60109                      | CUSIP: 31335ADN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     954057 | PA      | $945427.02     | 0.01%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603475                      | CUSIP: 36200KMY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1903 | PA      | $1905.97       | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501019                      | CUSIP: 36210SSG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9271 | PA      | $9516.65       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599929                      | CUSIP: 36200FPN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76841 | PA      | $77875.39      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781255                      | CUSIP: 36225BMC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1233 | PA      | $1250.42       | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9127                      | CUSIP: 36184HD84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1124207 | PA      | $1070831.38    | 0.01%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653069                      | CUSIP: 36292MQW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65673 | PA      | $66826.09      | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586124                      | CUSIP: 36201LD50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83055 | PA      | $84312.76      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629880                      | CUSIP: 36291JXH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91449 | PA      | $94002.39      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 5 8/25                    | CUSIP: 21H050680<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   94310000 | PA      | $92045682.92   | 0.83%             | 2025-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7255                      | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   66431767 | PA      | $55960652.12   | 0.50%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 513704                      | CUSIP: 36211HU58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16550 | PA      | $16987.99      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430883                      | CUSIP: 36207FUG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2041 | PA      | $2042.42       | 0.00%             | 2026-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599393                      | CUSIP: 36200E3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83392 | PA      | $84543.37      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494576                      | CUSIP: 36210KMZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31008 | PA      | $31445.20      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641275                      | CUSIP: 36291XMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105559 | PA      | $105953.61     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552314                      | CUSIP: 36213ESB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3297 | PA      | $3370.35       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1621                      | CUSIP: 36180CYS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118954 | PA      | $110781.40     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507811                      | CUSIP: 36211BDQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3710 | PA      | $3807.75       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767249                      | CUSIP: 36176JEW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11833 | PA      | $11329.28      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624363                      | CUSIP: 36291CTU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36056 | PA      | $36458.75      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758308                      | CUSIP: 36230TGR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128896 | PA      | $119933.80     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769620                      | CUSIP: 36176LYR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     582090 | PA      | $540359.74     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580398                      | CUSIP: 36201DX31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1437 | PA      | $1458.97       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619596                      | CUSIP: 36290WKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51785 | PA      | $51974.62      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747923                      | CUSIP: 3620C34G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     383457 | PA      | $367606.39     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612523                      | CUSIP: 36202XPG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7384 | PA      | $7398.02       | 0.00%             | 2033-09-15      | 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        |      20471 | PA      | $20261.88      | 0.00%             | 2032-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433723                      | CUSIP: 36207JYU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        148 | PA      | $151.72        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598632                      | CUSIP: 36200EA92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33400 | PA      | $33742.20      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645408                      | CUSIP: 36292DAH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34928 | PA      | $35501.63      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613848                      | CUSIP: 36290N5H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3970 | PA      | $3982.58       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751573                      | CUSIP: 36230KXA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176516 | PA      | $168965.91     | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677173                      | CUSIP: 36295QJS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26777 | PA      | $26893.07      | 0.00%             | 2038-06-15      | 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        |      15327 | PA      | $15390.83      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616534                      | CUSIP: 36290S4T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100177 | PA      | $101751.38     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607205                      | CUSIP: 36201YR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32316 | PA      | $33237.68      | 0.00%             | 2034-01-15      | 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        |      30515 | PA      | $30090.28      | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749253                      | CUSIP: 3620C5MA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     253567 | PA      | $242856.66     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724828                      | CUSIP: 3620ABHD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77177 | PA      | $75694.83      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553138                      | CUSIP: 36213FPX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68465 | PA      | $69445.04      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764243                      | CUSIP: 36176EZG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6744 | PA      | $6469.84       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607687                      | CUSIP: 36202SCY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1853 | PA      | $1875.81       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567943                      | CUSIP: 36213X5C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4690 | PA      | $4756.92       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 534016                      | CUSIP: 36212HGZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72715 | PA      | $74249.13      | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645403                      | CUSIP: 36292DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24490 | PA      | $24909.18      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610556                      | CUSIP: 36202VH95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4055 | PA      | $4099.09       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | 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      | $1515650.01    | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676707                      | CUSIP: 36295PYC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5095 | PA      | $5117.25       | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588175                      | CUSIP: 36201NMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35360 | PA      | $36301.17      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460689                      | CUSIP: 36208TXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2524 | PA      | $2590.56       | 0.00%             | 2028-01-15      | 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        |       4182 | PA      | $4292.79       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620448                      | CUSIP: 36290XHZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5914 | PA      | $5932.25       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714710                      | CUSIP: 3620A0AK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     320436 | PA      | $315085.13     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627337                      | CUSIP: 36291F4W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4565 | PA      | $4635.83       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678619                      | CUSIP: 36295R4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159236 | PA      | $156306.29     | 0.00%             | 2039-01-15      | 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        |     124210 | PA      | $121978.31     | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564232                      | CUSIP: 36213TY56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6633 | PA      | $6763.26       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741628                      | CUSIP: 3620AV4M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98387 | PA      | $96639.02      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469988                      | CUSIP: 36209FCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1660 | PA      | $1683.35       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615834                      | CUSIP: 36290SEF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8500 | PA      | $8525.67       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466453                      | CUSIP: 36209BE20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        490 | PA      | $496.92        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658093                      | CUSIP: 36294SC62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10565 | PA      | $10611.24      | 0.00%             | 2036-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1136                      | CUSIP: 36183WHM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117274 | PA      | $104610.13     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 419159                      | CUSIP: 36206RTQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        366 | PA      | $370.86        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631077                      | CUSIP: 36291LCN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12242 | PA      | $12613.26      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0210                      | CUSIP: 36180BGT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49551 | PA      | $46132.57      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748811                      | CUSIP: 3620C43U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43441 | PA      | $42696.90      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724258                      | CUSIP: 3620AATP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1421 | PA      | $1397.57       | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550655                      | CUSIP: 36213CWQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24393 | PA      | $24082.09      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607252                      | CUSIP: 36201YTH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3403 | PA      | $3454.25       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603107                      | CUSIP: 36200KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19097 | PA      | $19634.56      | 0.00%             | 2033-09-15      | 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        |      20428 | PA      | $20715.41      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604567                      | CUSIP: 36200MTY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2745 | PA      | $2783.92       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723646                      | CUSIP: 3620A95F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76632 | PA      | $75340.79      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553188                      | CUSIP: 36213FRH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6605 | PA      | $6692.94       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AX1701                      | CUSIP: 3138Y23K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22170 | PA      | $21418.62      | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570566                      | CUSIP: 36200RZ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32753 | PA      | $33633.80      | 0.00%             | 2032-12-15      | 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        |      58867 | PA      | $59356.67      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599636                      | CUSIP: 36200FEH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19858 | PA      | $20141.83      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496520                      | CUSIP: 36210MSH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1876 | PA      | $1925.63       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490800                      | CUSIP: 36210FGH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2590 | PA      | $2626.44       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552876                      | CUSIP: 36213FFR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20000 | PA      | $20244.26      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602394                      | CUSIP: 36200JGB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12297 | PA      | $12163.90      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484534                      | CUSIP: 36209XHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9940 | PA      | $10079.87      | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629372                      | CUSIP: 36291JFM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58514 | PA      | $59290.95      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0143                      | CUSIP: 36180BEQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56375 | PA      | $52129.52      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675339                      | CUSIP: 36295NHQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31484 | PA      | $31620.38      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691698                      | CUSIP: 36296HNP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     736244 | PA      | $707596.73     | 0.01%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616588                      | CUSIP: 36290S6Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64773 | PA      | $65747.79      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429679                      | CUSIP: 36207EJY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27887 | PA      | $28277.10      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 416210                      | CUSIP: 36206NKX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        234 | PA      | $233.71        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723662                      | CUSIP: 3620A95X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164161 | PA      | $161348.41     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6101                      | CUSIP: 36178DX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98746 | PA      | $87245.44      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651717                      | CUSIP: 36292LAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44935 | PA      | $44461.54      | 0.00%             | 2036-02-15      | 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        |      97259 | PA      | $95245.30      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486474                      | CUSIP: 36210AMX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1138 | PA      | $1153.78       | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741351                      | CUSIP: 3620AVTG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21760 | PA      | $21853.69      | 0.00%             | 2040-07-15      | 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        |        888 | PA      | $891.28        | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554922                      | CUSIP: 36213HPF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8651 | PA      | $8880.08       | 0.00%             | 2031-07-15      | 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        |       1216 | PA      | $1233.37       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616065                      | CUSIP: 36290SMN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19527 | PA      | $20083.88      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728924                      | CUSIP: 3620AFYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12845 | PA      | $12900.30      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-133 BT                | CUSIP: 38380HCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2419930 | PA      | $2219478.41    | 0.02%             | 2047-09-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443678                      | CUSIP: 36207V2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8877 | PA      | $9111.75       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728792                      | CUSIP: 3620AFUR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64537 | PA      | $63426.50      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474720                      | CUSIP: 36209LK96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        794 | PA      | $814.96        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631204                      | CUSIP: 36291LGM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38260 | PA      | $38906.53      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566309                      | CUSIP: 36213WDN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4672 | PA      | $4795.53       | 0.00%             | 2031-10-15      | 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        |      13668 | PA      | $14017.70      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9747                      | CUSIP: 36181DZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     432188 | PA      | $398895.84     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604539                      | CUSIP: 36200MS46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4397 | PA      | $4458.88       | 0.00%             | 2035-11-15      | 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        |      10341 | PA      | $10614.00      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97184                      | CUSIP: 3129456V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      80577 | PA      | $79341.27      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629778                      | CUSIP: 36291JUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68469 | PA      | $63400.12      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616257                      | CUSIP: 36290STN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24006 | PA      | $24097.78      | 0.00%             | 2034-02-15      | 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        |      34622 | PA      | $35401.62      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782068                      | CUSIP: 36241KJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4424 | PA      | $4442.34       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653160                      | CUSIP: 36292MTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25548 | PA      | $26064.11      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS4206                      | CUSIP: 3138WDU82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31331 | PA      | $30541.53      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566596                      | CUSIP: 36213WNM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16795 | PA      | $17238.71      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607275                      | CUSIP: 36201YT89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19581 | PA      | $19659.37      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578395                      | CUSIP: 36201BRQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        230 | PA      | $235.74        | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546765                      | CUSIP: 36212XMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21157 | PA      | $20816.44      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590450                      | CUSIP: 36201Q5K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44663 | PA      | $45804.89      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644969                      | CUSIP: 36292CQW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71410 | PA      | $72576.18      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628913                      | CUSIP: 36291HVE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38113 | PA      | $38265.05      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610430                      | CUSIP: 36202VEB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47361 | PA      | $48092.06      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA2589                      | CUSIP: 31418B2X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3845 | PA      | $3818.46       | 0.00%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628042                      | CUSIP: 36291GWB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6126 | PA      | $6293.87       | 0.00%             | 2034-01-15      | 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        |       4354 | PA      | $4370.05       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478110                      | CUSIP: 36209QDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        193 | PA      | $198.30        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650495                      | CUSIP: 36292JUU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        902 | PA      | $916.63        | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745188                      | CUSIP: 3620C02V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11599 | PA      | $11393.99      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614960                      | CUSIP: 36290RE90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6520 | PA      | $6546.61       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480561                      | CUSIP: 36209SZ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2911 | PA      | $2987.77       | 0.00%             | 2028-08-15      | 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        |        260 | PA      | $266.68        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776566                      | CUSIP: 36176UQT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11943 | PA      | $11430.23      | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604550                      | CUSIP: 36200MTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     411950 | PA      | $413385.86     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08551                      | CUSIP: 3128MJTH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17686 | PA      | $16835.78      | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 662927                      | CUSIP: 36294XPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23108 | PA      | $23718.96      | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE8796                      | CUSIP: 36181CXZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46832 | PA      | $41990.89      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465551                      | CUSIP: 36209AEY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3835 | PA      | $3936.24       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772031                      | CUSIP: 36176PPQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56070 | PA      | $53731.51      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509583                      | CUSIP: 36211DCU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        859 | PA      | $881.42        | 0.00%             | 2029-06-15      | 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        |      99391 | PA      | $101182.73     | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733792                      | CUSIP: 3620AMF98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45510 | PA      | $45704.50      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456884                      | CUSIP: 36208PRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6095 | PA      | $6256.58       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616223                      | CUSIP: 36290SSL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        348 | PA      | $351.44        | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-142 ZA                | CUSIP: 38379GME4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5348420 | PA      | $5008866.87    | 0.05%             | 2044-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645812                      | CUSIP: 36292DN57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2987 | PA      | $3037.67       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633574                      | CUSIP: 36291N2F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7514 | PA      | $7544.15       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711552                      | CUSIP: 36297GQD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173147 | PA      | $169561.76     | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609689                      | CUSIP: 36202UKA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4264 | PA      | $4280.74       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2040                      | CUSIP: 36179BHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173372 | PA      | $160851.05     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738720                      | CUSIP: 3620ASVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101901 | PA      | $97874.35      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520079                      | CUSIP: 36211QXG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4939 | PA      | $5041.96       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622445                      | CUSIP: 36291AP60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63773 | PA      | $64038.79      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587218                      | CUSIP: 36201MK76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7665 | PA      | $7859.30       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772398                      | CUSIP: 36176P3F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114367 | PA      | $105899.65     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630097                      | CUSIP: 36291J7J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103603 | PA      | $105050.50     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782295                      | CUSIP: 36241KRQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1954 | PA      | $1990.21       | 0.00%             | 2038-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720200                      | CUSIP: 3620A6DD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1578 | PA      | $1585.37       | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598848                      | CUSIP: 36200EHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        792 | PA      | $802.03        | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791824                      | CUSIP: 36177LA20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39293 | PA      | $36228.70      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473492                      | CUSIP: 36209J7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3690 | PA      | $3787.67       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709791                      | CUSIP: 36297ERL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3725 | PA      | $3795.08       | 0.00%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791245                      | CUSIP: 36177KL38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20105 | PA      | $19244.73      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487199                      | CUSIP: 36210BGG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        416 | PA      | $426.76        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 415137                      | CUSIP: 36206MEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        380 | PA      | $380.47        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649168                      | CUSIP: 36292HFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50015 | PA      | $51385.33      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783262                      | CUSIP: 36241LTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     394116 | PA      | $387252.21     | 0.00%             | 2041-03-15      | 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        |       4254 | PA      | $4272.44       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551358                      | CUSIP: 36213DQK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        206 | PA      | $210.19        | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623331                      | CUSIP: 36291BPQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8537 | PA      | $8566.31       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462820                      | CUSIP: 36208WDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3026 | PA      | $3068.94       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783476                      | CUSIP: 36241L2H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2560174 | PA      | $2571249.85    | 0.02%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605764                      | CUSIP: 36200N5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71382 | PA      | $71654.97      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598214                      | CUSIP: 36200DSB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59651 | PA      | $60359.36      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781650                      | CUSIP: 36225BZP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     183747 | PA      | $188093.38     | 0.00%             | 2033-08-15      | 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        |        504 | PA      | $517.40        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633178                      | CUSIP: 36291NM32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2290 | PA      | $2299.41       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622039                      | CUSIP: 36291ABG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59341 | PA      | $60257.44      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641946                      | CUSIP: 36291YET0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170264 | PA      | $173031.31     | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4923                        | CUSIP: 36202FPG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41695 | PA      | $41000.80      | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465373                      | CUSIP: 36208Y6J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1532 | PA      | $1553.26       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721231                      | CUSIP: 3620A7HG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1200 | PA      | $1204.72       | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636109                      | CUSIP: 36291RVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6478 | PA      | $6505.37       | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0536                      | CUSIP: 36179MSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45348 | PA      | $44563.88      | 0.00%             | 2042-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488472                      | CUSIP: 36210CT52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7466 | PA      | $7570.82       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738111                      | CUSIP: 3620ASAL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126314 | PA      | $121229.21     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622279                      | CUSIP: 36291AJY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3209 | PA      | $3263.73       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2392                      | CUSIP: 36180DUR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21899 | PA      | $20323.70      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701964                      | CUSIP: 36296UZ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44138 | PA      | $43404.59      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620454                      | CUSIP: 36290XH78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21877 | PA      | $21948.05      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756956                      | CUSIP: 36230RWR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63236 | PA      | $63501.74      | 0.00%             | 2040-11-15      | 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        |      13980 | PA      | $14021.92      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726271                      | CUSIP: 3620AC2C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108047 | PA      | $106173.14     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618360                      | CUSIP: 36290U5V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3234 | PA      | $3292.99       | 0.00%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL3727                      | CUSIP: 36184AD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     225250 | PA      | $213933.44     | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q57772                      | CUSIP: 3132Y1T65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82627 | PA      | $75123.61      | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487968                      | CUSIP: 36210CCD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        179 | PA      | $183.80        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB3768                      | CUSIP: 3140QPFJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     640061 | PA      | $575777.96     | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2121 MG                    | CUSIP: 3133TJA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8679 | PA      | $8797.11       | 0.00%             | 2029-02-15      | 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        |      10060 | PA      | $10063.60      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544337                      | CUSIP: 36212UV65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6626 | PA      | $6741.06       | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622560                      | CUSIP: 36291ATR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62859 | PA      | $64381.14      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609458                      | CUSIP: 36202UB36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21005 | PA      | $21328.89      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548793                      | CUSIP: 36213AUS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20422 | PA      | $20482.34      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520269                      | CUSIP: 36211Q6E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21515 | PA      | $21846.73      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC3940                      | CUSIP: 36179DLV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     225788 | PA      | $209661.55     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495941                      | CUSIP: 36210L5A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        608 | PA      | $623.65        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592618                      | CUSIP: 36201TK71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26744 | PA      | $27117.47      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590235                      | CUSIP: 36201QV42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        838 | PA      | $856.00        | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613027                      | CUSIP: 36290NA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        831 | PA      | $832.67        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482932                      | CUSIP: 36209VPR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3205 | PA      | $3250.35       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615948                      | CUSIP: 36290SHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88484 | PA      | $88799.45      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609453                      | CUSIP: 36202UBW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20540 | PA      | $20312.18      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726484                      | CUSIP: 3620ADCV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100916 | PA      | $99123.08      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510925                      | CUSIP: 36211ESN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10292 | PA      | $10436.75      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610991                      | CUSIP: 36202VXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73834 | PA      | $74132.99      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2756                      | CUSIP: 36179RBZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6921 | PA      | $6785.77       | 0.00%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599701                      | CUSIP: 36200FGJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35449 | PA      | $35926.31      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734690                      | CUSIP: 3620ANF70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1435543 | PA      | $1410340.74    | 0.01%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783590                      | CUSIP: 36241L7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180880 | PA      | $177809.45     | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757579                      | CUSIP: 36230SM43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62560 | PA      | $60008.53      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472966                      | CUSIP: 36209JMP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2213 | PA      | $2271.80       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615517                      | CUSIP: 36290RYN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12282 | PA      | $12149.49      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468128                      | CUSIP: 36209DA53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        888 | PA      | $911.92        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490491                      | CUSIP: 36210E2Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10607 | PA      | $10756.45      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546413                      | CUSIP: 36212XAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1960 | PA      | $2012.67       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488230                      | CUSIP: 36210CLK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1860 | PA      | $1909.29       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607129                      | CUSIP: 36201YPN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5990 | PA      | $6068.50       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579312                      | CUSIP: 36201CR97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3617 | PA      | $3667.78       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7237                      | CUSIP: 36178UBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140735 | PA      | $130645.85     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476106                      | CUSIP: 36209M3P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4475 | PA      | $4593.60       | 0.00%             | 2028-07-15      | 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        |       9089 | PA      | $9217.04       | 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        |      10941 | PA      | $11230.57      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1862                      | CUSIP: 36180UB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     812751 | PA      | $731737.65     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583000                      | CUSIP: 36201GUZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59079 | PA      | $59305.29      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 536420                      | CUSIP: 36212K4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39123 | PA      | $39712.00      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584096                      | CUSIP: 36201H3D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25532 | PA      | $26204.96      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A94713                      | CUSIP: 312943GW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1975 | PA      | $1898.74       | 0.00%             | 2040-11-01      | 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        |      93773 | PA      | $89998.35      | 0.00%             | 2040-12-15      | 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        |     391470 | PA      | $374656.29     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466833                      | CUSIP: 36209BSW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        854 | PA      | $876.97        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550521                      | CUSIP: 36213CSJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57040 | PA      | $57272.44      | 0.00%             | 2035-07-15      | 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        |      10994 | PA      | $10197.57      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685816                      | CUSIP: 36296A3Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1354380 | PA      | $1301269.43    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8245                      | CUSIP: 36178GES9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39113 | PA      | $36659.76      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628882                      | CUSIP: 36291HUF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20069 | PA      | $20393.71      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612474                      | CUSIP: 36202XMX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9959 | PA      | $10101.81      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757159                      | CUSIP: 36230R5U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     224959 | PA      | $216344.81     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2258                      | CUSIP: 36180DQK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     257841 | PA      | $239152.40     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491490                      | CUSIP: 36210F7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14276 | PA      | $14653.75      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582381                      | CUSIP: 36201F6S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6231 | PA      | $6362.64       | 0.00%             | 2032-11-15      | 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        |       4734 | PA      | $4859.43       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 792946                      | CUSIP: 36177MHY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58833 | PA      | $56193.74      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743479                      | CUSIP: 3620AX6Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32165 | PA      | $30923.04      | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461206                      | CUSIP: 36208UKT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1891 | PA      | $1940.55       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484225                      | CUSIP: 36209W4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        132 | PA      | $132.21        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591880                      | CUSIP: 36201SQ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10937 | PA      | $11095.90      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705944                      | CUSIP: 36297AHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     185455 | PA      | $167320.38     | 0.00%             | 2042-05-15      | 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        |  136699572 | PA      | $124556521.98  | 1.12%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS6521                      | CUSIP: 3132A7G62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8646 | PA      | $8526.34       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610414                      | CUSIP: 36202VDT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2678 | PA      | $2715.97       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473597                      | CUSIP: 36209KDA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7152 | PA      | $7341.14       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634416                      | CUSIP: 36291PYM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4105 | PA      | $4121.36       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552232                      | CUSIP: 36213EPR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128090 | PA      | $131083.82     | 0.00%             | 2031-12-15      | 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        |        885 | PA      | $897.02        | 0.00%             | 2029-02-15      | 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        |      10232 | PA      | $10270.60      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552901                      | CUSIP: 36213FGJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20652 | PA      | $20878.31      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649072                      | CUSIP: 36292HCH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5632 | PA      | $5720.50       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600102                      | CUSIP: 36200FU30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28250 | PA      | $28659.21      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598004                      | CUSIP: 36200DKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12044 | PA      | $12345.67      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08459                      | CUSIP: 3128MJQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3658 | PA      | $3511.21       | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598743                      | CUSIP: 36200EEQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1763 | PA      | $1794.37       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726228                      | CUSIP: 3620ACYZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4234 | PA      | $3919.41       | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490796                      | CUSIP: 36210FGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8443 | PA      | $8562.33       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457791                      | CUSIP: 36208QRL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        437 | PA      | $442.84        | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729017                      | CUSIP: 3620AF4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24141 | PA      | $23748.88      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2999                      | CUSIP: 36178NKL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8304097 | PA      | $7492098.34    | 0.07%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690653                      | CUSIP: 36296GH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     385188 | PA      | $370680.24     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471357                      | CUSIP: 36209GTN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78329 | PA      | $79314.25      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637954                      | CUSIP: 36291TWP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11092 | PA      | $11279.90      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7192                      | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  276704116 | PA      | $223618846.69  | 2.02%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710496                      | CUSIP: 36297FKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65852 | PA      | $63361.27      | 0.00%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643581                      | CUSIP: 36292A6S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42101 | PA      | $43404.19      | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498737                      | CUSIP: 36210QBE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        643 | PA      | $660.25        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615869                      | CUSIP: 36290SFJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41554 | PA      | $41098.73      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622671                      | CUSIP: 36291AW88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2510 | PA      | $2547.56       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3623                        | CUSIP: 36202EAY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     230957 | PA      | $232234.06     | 0.00%             | 2034-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594952                      | CUSIP: 36201V5M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83644 | PA      | $85504.52      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676879                      | CUSIP: 36295P6Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3833 | PA      | $3906.66       | 0.00%             | 2038-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651781                      | CUSIP: 36292LCS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5458 | PA      | $5543.83       | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481376                      | CUSIP: 36209TXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10470 | PA      | $10746.50      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586954                      | CUSIP: 36201MBX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2756 | PA      | $2785.38       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497603                      | CUSIP: 36210NX87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2730 | PA      | $2802.55       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622153                      | CUSIP: 36291AE21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4771 | PA      | $4840.73       | 0.00%             | 2033-10-15      | 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        |      32339 | PA      | $32478.89      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602658                      | CUSIP: 36200JQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31905 | PA      | $32345.54      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773663                      | CUSIP: 36176RJG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40538 | PA      | $38855.32      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630113                      | CUSIP: 36291KAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57327 | PA      | $59004.56      | 0.00%             | 2034-06-15      | 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        |       5110 | PA      | $5181.79       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502680                      | CUSIP: 36210UM59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2381 | PA      | $2443.77       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641599                      | CUSIP: 36291XX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13145 | PA      | $13355.51      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636873                      | CUSIP: 36291SQ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22641 | PA      | $23011.16      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474804                      | CUSIP: 36209LNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13933 | PA      | $14301.15      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740053                      | CUSIP: 3620AUE26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         20 | PA      | $20.20         | 0.00%             | 2025-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650459                      | CUSIP: 36292JTQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4577 | PA      | $4648.17       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640962                      | CUSIP: 36291XB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56981 | PA      | $57209.70      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744386                      | CUSIP: 3620AY6X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     751508 | PA      | $720997.20     | 0.01%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623405                      | CUSIP: 36291BR25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48875 | PA      | $49629.95      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494310                      | CUSIP: 36210KDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        771 | PA      | $790.99        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597969                      | CUSIP: 36200DJN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13080 | PA      | $13116.81      | 0.00%             | 2033-07-15      | 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        |      16962 | PA      | $17035.46      | 0.00%             | 2039-09-15      | 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        |       2346 | PA      | $2389.80       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603519                      | CUSIP: 36200KPC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35880 | PA      | $36312.23      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5611                      | CUSIP: 36178SGU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12334 | PA      | $11446.78      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4577                      | CUSIP: 36180GCN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167373 | PA      | $146751.71     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0022                      | CUSIP: 36179MAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2023601 | PA      | $1875678.85    | 0.02%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495880                      | CUSIP: 36210L2M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2254 | PA      | $2313.10       | 0.00%             | 2029-01-15      | 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        |       8084 | PA      | $8197.93       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562521                      | CUSIP: 36213R4E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20723 | PA      | $20809.58      | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557386                      | CUSIP: 36213LF39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        883 | PA      | $905.90        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2654                      | CUSIP: 36177Y5P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     699112 | PA      | $626086.58     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749257                      | CUSIP: 3620C5ME4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     391686 | PA      | $382176.38     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460545                      | CUSIP: 36208TTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4065 | PA      | $4172.88       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730387                      | CUSIP: 3620AHNC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40931 | PA      | $41103.83      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470131                      | CUSIP: 36209FHG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2144 | PA      | $2201.19       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1647                      | CUSIP: 36178LZL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66471 | PA      | $61482.23      | 0.00%             | 2042-09-15      | 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        |     427944 | PA      | $384332.90     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650357                      | CUSIP: 36292JQJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62292 | PA      | $64169.22      | 0.00%             | 2035-11-15      | 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        |      32509 | PA      | $33348.53      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473519                      | CUSIP: 36209KAU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2631 | PA      | $2700.62       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN9827                      | CUSIP: 36187S4L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     266263 | PA      | $252807.54     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465527                      | CUSIP: 36209AD80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         31 | PA      | $32.19         | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626071                      | CUSIP: 36291EQY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17722 | PA      | $17938.69      | 0.00%             | 2034-02-15      | 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        |      24091 | PA      | $24451.04      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433911                      | CUSIP: 36207KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1848 | PA      | $1896.73       | 0.00%             | 2028-09-15      | 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        |       1594 | PA      | $1636.01       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN7330                      | CUSIP: 3138LLEC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3337704 | PA      | $2865490.64    | 0.03%             | 2037-12-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562345                      | CUSIP: 36213RWE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2011 | PA      | $2018.64       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584174                      | CUSIP: 36201H6K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17417 | PA      | $17669.30      | 0.00%             | 2033-01-15      | 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        |      32652 | PA      | $33537.97      | 0.00%             | 2035-09-15      | 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        |      19054 | PA      | $19551.53      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602128                      | CUSIP: 36200H4M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12841 | PA      | $13015.97      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 420628                      | CUSIP: 36206THD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8889 | PA      | $9123.88       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613048                      | CUSIP: 36290NBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        896 | PA      | $898.04        | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649460                      | CUSIP: 36292HQM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1086 | PA      | $1103.67       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606665                      | CUSIP: 36201X6A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20234 | PA      | $20542.81      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626727                      | CUSIP: 36291FHC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11610 | PA      | $11797.98      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581534                      | CUSIP: 36201FBB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4126 | PA      | $4232.57       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563461                      | CUSIP: 36213S5W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1752 | PA      | $1777.80       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587079                      | CUSIP: 36201MFU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        582 | PA      | $595.80        | 0.00%             | 2032-05-15      | 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        |        870 | PA      | $881.82        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765950                      | CUSIP: 36176GWK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     461280 | PA      | $442297.57     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462667                      | CUSIP: 36208V6C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3917 | PA      | $3971.95       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610372                      | CUSIP: 36202VCH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84295 | PA      | $84603.44      | 0.00%             | 2033-08-15      | 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        |      69849 | PA      | $69084.11      | 0.00%             | 2033-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548554                      | CUSIP: 36213AMB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10527 | PA      | $10805.50      | 0.00%             | 2031-12-15      | 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        |       1628 | PA      | $1670.83       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593424                      | CUSIP: 36201UG99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32865 | PA      | $32954.70      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 549313                      | CUSIP: 36213BGW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        918 | PA      | $942.77        | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627185                      | CUSIP: 36291FXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30534 | PA      | $30659.09      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-44 AD                 | CUSIP: 38379RPP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1810308 | PA      | $1728779.02    | 0.02%             | 2048-11-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608315                      | CUSIP: 36202SYL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54955 | PA      | $55177.96      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555698                      | CUSIP: 36213JKK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21787 | PA      | $22123.54      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642221                      | CUSIP: 36291YPE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30348 | PA      | $30867.61      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473610                      | CUSIP: 36209KDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5197 | PA      | $5334.63       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF9068                      | CUSIP: 36181RCD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184072 | PA      | $163383.16     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1539                      | CUSIP: 36183WV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1248 | PA      | $1107.16       | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | 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        |    8670586 | PA      | $6367264.26    | 0.06%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595317                      | CUSIP: 36200AK65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141748 | PA      | $143631.13     | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743740                      | CUSIP: 3620AYHR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152592 | PA      | $153247.81     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 407963                      | CUSIP: 36206DFC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1935 | PA      | $1986.64       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610458                      | CUSIP: 36202VE72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26114 | PA      | $26460.65      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588286                      | CUSIP: 36201NRF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44857 | PA      | $45536.65      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496571                      | CUSIP: 36210MT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        558 | PA      | $566.25        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640926                      | CUSIP: 36291XA33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13858 | PA      | $14093.33      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 540284                      | CUSIP: 36212QFZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3461 | PA      | $3552.78       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7647                      | CUSIP: 36179WP85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1249757 | PA      | $960384.68     | 0.01%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759934                      | CUSIP: 36176ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30358 | PA      | $28102.54      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610478                      | CUSIP: 36202VFT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19376 | PA      | $19928.50      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460833                      | CUSIP: 36208T4S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3947 | PA      | $4051.54       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477498                      | CUSIP: 36209PNP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3093 | PA      | $3174.88       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646496                      | CUSIP: 36292EGD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15099 | PA      | $15501.32      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5631                      | CUSIP: 36180HHG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2738 | PA      | $2449.07       | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-85 GE                 | CUSIP: 38381XRE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2994486 | PA      | $2698998.93    | 0.02%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 531086                      | CUSIP: 36212D6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62968 | PA      | $63203.33      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587421                      | CUSIP: 36201MSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10485 | PA      | $10631.79      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772111                      | CUSIP: 36176PR81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56561 | PA      | $54062.73      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510973                      | CUSIP: 36211ET65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2040 | PA      | $2093.62       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603485                      | CUSIP: 36200KNA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42641 | PA      | $43177.83      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644924                      | CUSIP: 36292CPH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151607 | PA      | $152244.11     | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530830                      | CUSIP: 36212DVX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47137 | PA      | $47841.12      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ1141                      | CUSIP: 36182VHS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     581384 | PA      | $516621.03     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767359                      | CUSIP: 36176JJC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27681 | PA      | $24870.57      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466091                      | CUSIP: 36209AXU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4155 | PA      | $4264.89       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591922                      | CUSIP: 36201SSK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27930 | PA      | $28344.31      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493613                      | CUSIP: 36210JK23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2092 | PA      | $2121.53       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769039                      | CUSIP: 36176LEL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22233 | PA      | $21813.22      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557458                      | CUSIP: 36213LJB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2374 | PA      | $2425.14       | 0.00%             | 2031-05-15      | 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        |       3575 | PA      | $3670.63       | 0.00%             | 2032-11-15      | 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        |       2089 | PA      | $2144.63       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584111                      | CUSIP: 36201H3U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        883 | PA      | $891.53        | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745055                      | CUSIP: 3620C0WQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10612 | PA      | $10431.25      | 0.00%             | 2040-06-15      | 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        |      52772 | PA      | $51883.34      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634750                      | CUSIP: 36291QEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81881 | PA      | $84362.38      | 0.00%             | 2034-08-15      | 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        |       3896 | PA      | $3907.78       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443410                      | CUSIP: 36207VR73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         44 | PA      | $44.03         | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 389784                      | CUSIP: 36205F6V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        467 | PA      | $468.16        | 0.00%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470293                      | CUSIP: 36209FNJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1623 | PA      | $1666.30       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613878                      | CUSIP: 36290N6P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25309 | PA      | $25653.73      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612520                      | CUSIP: 36202XPD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6277 | PA      | $6302.13       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490255                      | CUSIP: 36210ETL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3083 | PA      | $3126.67       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640113                      | CUSIP: 36291WDS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31146 | PA      | $31950.46      | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469693                      | CUSIP: 36209EXW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1163 | PA      | $1194.02       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740914                      | CUSIP: 3620AVDT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1048 | PA      | $1046.58       | 0.00%             | 2025-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470629                      | CUSIP: 36209FY29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4525 | PA      | $4644.16       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629476                      | CUSIP: 36291JJV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6835 | PA      | $6862.58       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475404                      | CUSIP: 36209MDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7065 | PA      | $7251.57       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620504                      | CUSIP: 36290XKR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61633 | PA      | $62554.47      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472053                      | CUSIP: 36209HMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        902 | PA      | $914.74        | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486334                      | CUSIP: 36210AHK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2706 | PA      | $2777.71       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641293                      | CUSIP: 36291XNJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5034 | PA      | $5075.42       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587382                      | CUSIP: 36201MRB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3889 | PA      | $3920.79       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492137                      | CUSIP: 36210GV68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10520 | PA      | $10797.72      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 420625                      | CUSIP: 36206THA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3744 | PA      | $3842.94       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724958                      | CUSIP: 3620ABMF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        815 | PA      | $802.32        | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676854                      | CUSIP: 36295P5P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36635 | PA      | $36794.05      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728975                      | CUSIP: 3620AF2G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9860 | PA      | $9902.47       | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781235                      | CUSIP: 36225BLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13971 | PA      | $14167.96      | 0.00%             | 2029-05-15      | 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        |       4256 | PA      | $4283.90       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588056                      | CUSIP: 36201NH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6282 | PA      | $6445.99       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706701                      | CUSIP: 36297BDE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1794 | PA      | $1724.45       | 0.00%             | 2039-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 373732                      | CUSIP: 36204MED7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1759 | PA      | $1756.89       | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723281                      | CUSIP: 3620A9RA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     211067 | PA      | $207542.78     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603765                      | CUSIP: 36200KW29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176256 | PA      | $176855.51     | 0.00%             | 2033-06-15      | 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        |      53645 | PA      | $53082.62      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622593                      | CUSIP: 36291AUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15462 | PA      | $15523.80      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735211                      | CUSIP: 3620ANYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46947 | PA      | $44997.55      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619057                      | CUSIP: 36290VWS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27090 | PA      | $27482.10      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476856                      | CUSIP: 36209NWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        411 | PA      | $421.66        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777510                      | CUSIP: 36176VR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92457 | PA      | $81187.58      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633795                      | CUSIP: 36291PC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9304 | PA      | $9424.50       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9377                      | CUSIP: 36178WM22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82785 | PA      | $76468.83      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93235                      | CUSIP: 312941SY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55852 | PA      | $56198.26      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641808                      | CUSIP: 36291YAH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40776 | PA      | $41461.88      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746179                      | CUSIP: 3620C16Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107451 | PA      | $103068.45     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434058                      | CUSIP: 36207KE71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        327 | PA      | $335.74        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628869                      | CUSIP: 36291HT20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55633 | PA      | $55854.35      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607367                      | CUSIP: 36201YW44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5586 | PA      | $5608.66       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614360                      | CUSIP: 36290QQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4587 | PA      | $4707.61       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488492                      | CUSIP: 36210CUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3457 | PA      | $3548.80       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 442958                      | CUSIP: 36207VB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4887 | PA      | $4956.12       | 0.00%             | 2028-12-15      | 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        |      10599 | PA      | $10642.60      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711829                      | CUSIP: 36297GY20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     887872 | PA      | $796738.97     | 0.01%             | 2043-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A86314                      | CUSIP: 312933AP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        954 | PA      | $920.96        | 0.00%             | 2039-05-01      | 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        |     187847 | PA      | $180048.58     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465556                      | CUSIP: 36209AE55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        976 | PA      | $989.50        | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI5194                      | CUSIP: 36198RXX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93184 | PA      | $88543.69      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1658                      | CUSIP: 36177XZX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     261883 | PA      | $243601.81     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611501                      | CUSIP: 36202WKN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4449 | PA      | $4515.56       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8777                      | CUSIP: 36180MXE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3015203 | PA      | $2664025.43    | 0.02%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596687                      | CUSIP: 36200B2U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4310 | PA      | $4369.31       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604624                      | CUSIP: 36200MVR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3100429 | PA      | $3144292.22    | 0.03%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535760                      | CUSIP: 36212KE90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3725 | PA      | $3823.58       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615401                      | CUSIP: 36290RU27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25285 | PA      | $25017.79      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579179                      | CUSIP: 36201CM43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        813 | PA      | $832.16        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487620                      | CUSIP: 36210BVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4041 | PA      | $4148.25       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705878                      | CUSIP: 36297AFT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1452594 | PA      | $1392817.03    | 0.01%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782474                      | CUSIP: 36241KXB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31608 | PA      | $32197.00      | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489575                      | CUSIP: 36210D2G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40511 | PA      | $41081.61      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8486                      | CUSIP: 36179XNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130313 | PA      | $114522.16     | 0.00%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464827                      | CUSIP: 36208YLG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        515 | PA      | $528.33        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552899                      | CUSIP: 36213FGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119141 | PA      | $120534.63     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613855                      | CUSIP: 36290N5Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88067 | PA      | $88396.64      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646825                      | CUSIP: 36292ESN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51893 | PA      | $51171.45      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480106                      | CUSIP: 36209SKT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        505 | PA      | $512.35        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611951                      | CUSIP: 36202WZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34962 | PA      | $35474.74      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553166                      | CUSIP: 36213FQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62156 | PA      | $63024.68      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724138                      | CUSIP: 3620AAPX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     280393 | PA      | $275431.60     | 0.00%             | 2041-06-15      | 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        |      74750 | PA      | $73448.02      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7365                      | CUSIP: 36178UFE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155996 | PA      | $144854.15     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590484                      | CUSIP: 36201Q6V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74392 | PA      | $76088.97      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | 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      | $4477385.65    | 0.04%             | 2047-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760323                      | CUSIP: 36176APG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82098 | PA      | $80505.72      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606063                      | CUSIP: 36201XJG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3423 | PA      | $3469.31       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 790765                      | CUSIP: 36177JZ77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     566762 | PA      | $510910.47     | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464613                      | CUSIP: 36208YDS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4239 | PA      | $4351.16       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BU1498                      | CUSIP: 3140M2UY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2271326 | PA      | $2041082.43    | 0.02%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8554                      | CUSIP: 36184FQF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     229370 | PA      | $203289.70     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ0883                      | CUSIP: 3140NU6V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10179000 | PA      | $10366477.84   | 0.09%             | 2034-05-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600186                      | CUSIP: 36200FXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19462 | PA      | $19541.53      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1029                      | CUSIP: 36183WEA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     241952 | PA      | $229867.90     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756611                      | CUSIP: 36230RKY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103642 | PA      | $101631.67     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740919                      | CUSIP: 3620AVDY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13171 | PA      | $12932.61      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554870                      | CUSIP: 36213HMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2216 | PA      | $2274.97       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5761                      | CUSIP: 36178SMJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29570 | PA      | $27328.13      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486592                      | CUSIP: 36210ARM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2073 | PA      | $2081.66       | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BU7294                      | CUSIP: 3140M9C88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     419824 | PA      | $377922.30     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AI0570                      | CUSIP: 3138ADT47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     237980 | PA      | $234320.25     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491424                      | CUSIP: 36210F4H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5194 | PA      | $5330.93       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1376                      | CUSIP: 36179NQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165278 | PA      | $157223.67     | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744348                      | CUSIP: 3620AY5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48689 | PA      | $46589.23      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 2576                        | CUSIP: 36202C2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22168 | PA      | $22480.20      | 0.00%             | 2028-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753725                      | CUSIP: 36230ND69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6977 | PA      | $6726.79       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS8448                      | CUSIP: 3132A9L54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6906 | PA      | $6826.89       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0258                      | CUSIP: 36198KJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     563232 | PA      | $519033.00     | 0.00%             | 2044-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0496                      | CUSIP: 3617A0RR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4120240 | PA      | $3654427.43    | 0.03%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600729                      | CUSIP: 36200GLJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        952 | PA      | $954.26        | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 696546                      | CUSIP: 36296NZK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44049 | PA      | $44901.99      | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691706                      | CUSIP: 36296HNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     812911 | PA      | $779756.47     | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625332                      | CUSIP: 36291DVZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45845 | PA      | $46633.36      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603332                      | CUSIP: 36200KHH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7037 | PA      | $7058.36       | 0.00%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635992                      | CUSIP: 36291RRM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12289 | PA      | $12487.14      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 450891                      | CUSIP: 36208G2Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42981 | PA      | $44117.63      | 0.00%             | 2028-06-15      | 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        |       7563 | PA      | $7669.39       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748547                      | CUSIP: 3620C4TC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13667 | PA      | $14100.49      | 0.00%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712452                      | CUSIP: 36297HQD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12452 | PA      | $12502.20      | 0.00%             | 2039-06-15      | 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        |      22871 | PA      | $23497.78      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618188                      | CUSIP: 36290UXR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65502 | PA      | $66566.02      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553311                      | CUSIP: 36213FVC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34744 | PA      | $35217.44      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781299                      | CUSIP: 36225BNQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6114 | PA      | $6276.05       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751946                      | CUSIP: 36230LET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94006 | PA      | $90249.03      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631807                      | CUSIP: 36291L3Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54086 | PA      | $54916.13      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613846                      | CUSIP: 36290N5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     169153 | PA      | $169743.14     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720969                      | CUSIP: 3620A66E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61229 | PA      | $60145.63      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476103                      | CUSIP: 36209M3L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8941 | PA      | $9067.44       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 540365                      | CUSIP: 36212QJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17537 | PA      | $18000.34      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9113                      | CUSIP: 36180NDS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58134 | PA      | $53920.53      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743877                      | CUSIP: 3620AYM29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26850 | PA      | $26344.93      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481776                      | CUSIP: 36209UFR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3543 | PA      | $3636.59       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510095                      | CUSIP: 36211DUU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         54 | PA      | $55.90         | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5471                      | CUSIP: 36178DCG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     804783 | PA      | $771664.68     | 0.01%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620506                      | CUSIP: 36290XKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31312 | PA      | $31402.58      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791281                      | CUSIP: 36177KM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177232 | PA      | $169588.54     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491005                      | CUSIP: 36210FNW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7552 | PA      | $7658.28       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507314                      | CUSIP: 36211ASB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4551 | PA      | $4657.00       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581556                      | CUSIP: 36201FBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10503 | PA      | $10644.04      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483958                      | CUSIP: 36209WTP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30734 | PA      | $31546.27      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 792723                      | CUSIP: 36177MAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103440 | PA      | $99070.55      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489609                      | CUSIP: 36210D3S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10102 | PA      | $10244.44      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742989                      | CUSIP: 3620AXNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     437879 | PA      | $420251.89     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482481                      | CUSIP: 36209U6S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10979 | PA      | $11269.26      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457926                      | CUSIP: 36208QVT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6260 | PA      | $6348.41       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466051                      | CUSIP: 36209AWL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        544 | PA      | $558.88        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7052                      | CUSIP: 36179VZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39241671 | PA      | $33056316.49   | 0.30%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644804                      | CUSIP: 36292CKR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34162 | PA      | $34725.50      | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612447                      | CUSIP: 36202XL47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43849 | PA      | $44491.66      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652776                      | CUSIP: 36292MFR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84933 | PA      | $87590.30      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783307                      | CUSIP: 36241LU87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1077396 | PA      | $1034026.21    | 0.01%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492730                      | CUSIP: 36210HLK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        497 | PA      | $509.94        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457119                      | CUSIP: 36208PYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        712 | PA      | $721.57        | 0.00%             | 2029-01-15      | 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        |      11950 | PA      | $12225.50      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604352                      | CUSIP: 36200ML92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149040 | PA      | $151019.45     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506558                      | CUSIP: 36210YWT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1803 | PA      | $1851.18       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AH0830                      | CUSIP: 36182G4P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33719 | PA      | $30994.93      | 0.00%             | 2044-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782262                      | CUSIP: 36241KQP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3355 | PA      | $3413.04       | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2443                      | CUSIP: 36179QWC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82380 | PA      | $72959.03      | 0.00%             | 2044-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685815                      | CUSIP: 36296A3Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23634 | PA      | $22706.78      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729038                      | CUSIP: 3620AF4X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     470112 | PA      | $472121.30     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782610                      | CUSIP: 36241K3T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155137 | PA      | $155811.09     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08657                      | CUSIP: 3128MJWT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     377871 | PA      | $367707.97     | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738906                      | CUSIP: 3620AS3P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81454 | PA      | $79905.44      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602399                      | CUSIP: 36200JGG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        406 | PA      | $413.56        | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605189                      | CUSIP: 36200NKA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103351 | PA      | $104895.43     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640151                      | CUSIP: 36291WEY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23801 | PA      | $24191.77      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741691                      | CUSIP: 3620AV7C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56315 | PA      | $54038.62      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611898                      | CUSIP: 36202WX38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47969 | PA      | $48605.99      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603328                      | CUSIP: 36200KHD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11514 | PA      | $11656.94      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603326                      | CUSIP: 36200KHB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28427 | PA      | $29083.27      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8272                      | CUSIP: 36178GFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15462178 | PA      | $14366073.29   | 0.13%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9881                      | CUSIP: 36181D6S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57241 | PA      | $51428.81      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 398173                      | CUSIP: 36205RJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6133 | PA      | $6295.68       | 0.00%             | 2028-05-15      | 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        |       2411 | PA      | $2475.15       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV7472                      | CUSIP: 36195JJR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1024131 | PA      | $931079.45     | 0.01%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 696011                      | CUSIP: 36296NGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54860 | PA      | $55097.99      | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667414                      | CUSIP: 36295DN70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3452 | PA      | $3467.38       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE4602                      | CUSIP: 36180XDF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24134 | PA      | $21701.27      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8201                      | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25236492 | PA      | $24184569.78   | 0.22%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489259                      | CUSIP: 36210DQL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20924 | PA      | $21477.67      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778687                      | CUSIP: 36176W2U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     693273 | PA      | $644878.61     | 0.01%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597937                      | CUSIP: 36200DHN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35629 | PA      | $36120.80      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791624                      | CUSIP: 36177KYW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50134 | PA      | $46500.45      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458037                      | CUSIP: 36208QZA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2986 | PA      | $3027.80       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491739                      | CUSIP: 36210GHQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8097 | PA      | $8210.62       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592731                      | CUSIP: 36201TPQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34757 | PA      | $35230.60      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742245                      | CUSIP: 3620AWTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173196 | PA      | $166068.59     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618671                      | CUSIP: 36290VJQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4262 | PA      | $4280.61       | 0.00%             | 2036-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0534                      | CUSIP: 36179MSX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22934270 | PA      | $21209190.79   | 0.19%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761981                      | CUSIP: 36176CJ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147628 | PA      | $141883.97     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 796478                      | CUSIP: 36177RFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1653504 | PA      | $1533071.28    | 0.01%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626676                      | CUSIP: 36291FFR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49347 | PA      | $49543.96      | 0.00%             | 2034-05-15      | 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        |        511 | PA      | $524.85        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637863                      | CUSIP: 36291TTU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31463 | PA      | $31596.58      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740449                      | CUSIP: 3620AUTE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5439 | PA      | $5222.93       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479175                      | CUSIP: 36209RJU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39998 | PA      | $37173.67      | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703518                      | CUSIP: 36296WSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4241 | PA      | $4167.89       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651979                      | CUSIP: 36292LJY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6042 | PA      | $6241.49       | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738314                      | CUSIP: 3620ASGX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19277 | PA      | $19359.11      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BB8180                      | CUSIP: 3617B0CR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     332277 | PA      | $301152.13     | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641229                      | CUSIP: 36291XLJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3129 | PA      | $3180.12       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613015                      | CUSIP: 36290NAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        760 | PA      | $770.92        | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760477                      | CUSIP: 36176AUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3591 | PA      | $3436.94       | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AE0443                      | CUSIP: 31419AP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45752 | PA      | $48416.89      | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626537                      | CUSIP: 36291FBE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14215 | PA      | $14441.35      | 0.00%             | 2034-05-15      | 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        |      59224 | PA      | $60769.99      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 663136                      | CUSIP: 36294XV52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3224 | PA      | $3316.37       | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614479                      | CUSIP: 36290QUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8117 | PA      | $8149.16       | 0.00%             | 2033-06-15      | 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        |       4953 | PA      | $4859.28       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446699                      | CUSIP: 36208CGG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3531 | PA      | $3580.35       | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782905                      | CUSIP: 36241LGN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50172 | PA      | $48306.42      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743716                      | CUSIP: 3620AYGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117245 | PA      | $117738.73     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613823                      | CUSIP: 36290N4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26607 | PA      | $26992.64      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6931                      | CUSIP: 36179VVY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   37027604 | PA      | $31191235.53   | 0.28%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614358                      | CUSIP: 36290QQK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38843 | PA      | $39262.11      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627087                      | CUSIP: 36291FUL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20033 | PA      | $20335.95      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782789                      | CUSIP: 36241LC20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128077 | PA      | $130477.86     | 0.00%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738295                      | CUSIP: 3620ASGC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     186272 | PA      | $187047.80     | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782535                      | CUSIP: 36241KY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1893 | PA      | $1871.69       | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2011-117 ZA                | CUSIP: 38377XPX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16191671 | PA      | $15864523.17   | 0.14%             | 2041-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592672                      | CUSIP: 36201TMV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15299 | PA      | $15483.56      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484842                      | CUSIP: 36209XS76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        632 | PA      | $640.62        | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475502                      | CUSIP: 36209MGK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        873 | PA      | $885.38        | 0.00%             | 2028-08-15      | 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        |      19281 | PA      | $19556.60      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781655                      | CUSIP: 36225BZU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110319 | PA      | $112646.08     | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465538                      | CUSIP: 36209AEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1773 | PA      | $1819.41       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623388                      | CUSIP: 36291BRH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16750 | PA      | $16992.54      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717798                      | CUSIP: 3620A3NP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1121 | PA      | $1120.37       | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | 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      | $2878242.20    | 0.03%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572039                      | CUSIP: 36200TPY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137864 | PA      | $139884.86     | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 417703                      | CUSIP: 36206QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        507 | PA      | $514.04        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6041                      | CUSIP: 36178DWA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68750 | PA      | $61569.03      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604154                      | CUSIP: 36200ME33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12640 | PA      | $12884.63      | 0.00%             | 2033-04-15      | 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        |       1834 | PA      | $1882.44       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778053                      | CUSIP: 36176WE23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4785 | PA      | $4432.09       | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598011                      | CUSIP: 36200DKY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4411 | PA      | $4472.66       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 421911                      | CUSIP: 36206UVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        116 | PA      | $115.94        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5331                        | CUSIP: 36202F4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     303292 | PA      | $281201.76     | 0.00%             | 2042-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477227                      | CUSIP: 36209PD87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        398 | PA      | $408.64        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769808                      | CUSIP: 36176MAH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5677 | PA      | $5430.72       | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CB1992                      | CUSIP: 3617UMF92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     631582 | PA      | $551692.21     | 0.00%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587783                      | CUSIP: 36201M6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2375 | PA      | $2408.65       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539629                      | CUSIP: 36212PPN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4683 | PA      | $4806.66       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 849461                      | CUSIP: 31300MQN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1772670 | PA      | $1821153.49    | 0.02%             | 2044-10-01      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593772                      | CUSIP: 36201UT53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56439 | PA      | $56659.76      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617060                      | CUSIP: 36290TQM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124977 | PA      | $128905.88     | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710718                      | CUSIP: 36297FSF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78357 | PA      | $78694.69      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557423                      | CUSIP: 36213LG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22550 | PA      | $23145.95      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595288                      | CUSIP: 36200AJ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8925 | PA      | $9158.19       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794636                      | CUSIP: 36177PEJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18629 | PA      | $17298.54      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 538688                      | CUSIP: 36212NND5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4124 | PA      | $4255.03       | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605656                      | CUSIP: 36200NZV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52453 | PA      | $52664.59      | 0.00%             | 2034-08-15      | 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        |       3939 | PA      | $4015.69       | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580329                      | CUSIP: 36201DVW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2850 | PA      | $2859.52       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705898                      | CUSIP: 36297AGF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     262284 | PA      | $251300.10     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678184                      | CUSIP: 36295RM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     183771 | PA      | $180307.94     | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0157                      | CUSIP: 36179ME63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9706 | PA      | $9769.27       | 0.00%             | 2042-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635321                      | CUSIP: 36291QYS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30904 | PA      | $31785.41      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723324                      | CUSIP: 3620A9SM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8570 | PA      | $8245.89       | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566582                      | CUSIP: 36213WM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2835 | PA      | $2912.83       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93743                      | CUSIP: 312942EQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     163248 | PA      | $160889.70     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782520                      | CUSIP: 36241KYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3584 | PA      | $3648.28       | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3171                      | CUSIP: 36179RQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     660288 | PA      | $574699.06     | 0.01%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737431                      | CUSIP: 3620ARHG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72133 | PA      | $72443.32      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606987                      | CUSIP: 36201YJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3678 | PA      | $3736.05       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615374                      | CUSIP: 36290RT78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93551 | PA      | $93877.37      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490394                      | CUSIP: 36210EXX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2225 | PA      | $2256.09       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737453                      | CUSIP: 3620ARH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14119 | PA      | $13872.29      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490524                      | CUSIP: 36210E4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5272 | PA      | $5346.75       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796188                      | CUSIP: 36177Q2W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130476 | PA      | $121087.53     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770516                      | CUSIP: 36176MYM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2183 | PA      | $2087.18       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749281                      | CUSIP: 3620C5M61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108116 | PA      | $103415.54     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579164                      | CUSIP: 36201CMM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14107 | PA      | $14249.19      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464553                      | CUSIP: 36208YBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        446 | PA      | $446.55        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476992                      | CUSIP: 36209N2Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1038 | PA      | $1065.10       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553352                      | CUSIP: 36213FWM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     442775 | PA      | $444430.75     | 0.00%             | 2033-07-15      | 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        |      14451 | PA      | $14513.89      | 0.00%             | 2038-05-15      | 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        |      28729 | PA      | $29523.99      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618206                      | CUSIP: 36290UYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99139 | PA      | $102256.20     | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QD8852                      | CUSIP: 3133B6ZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     239357 | PA      | $215168.33     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2756                      | CUSIP: 36184NBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222165 | PA      | $212200.65     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778793                      | CUSIP: 36176W7E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126011 | PA      | $117249.59     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544200                      | CUSIP: 36212URV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95530 | PA      | $94321.02      | 0.00%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0299                      | CUSIP: 36198KKL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     371973 | PA      | $333792.56     | 0.00%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623437                      | CUSIP: 36291BS24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7130 | PA      | $7159.56       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 423868                      | CUSIP: 36206WZ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        923 | PA      | $922.76        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 171002                      | CUSIP: 36216P3K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4238 | PA      | $4349.60       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608413                      | CUSIP: 36202S3W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2091 | PA      | $2122.33       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476811                      | CUSIP: 36209NVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3780 | PA      | $3879.56       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587843                      | CUSIP: 36201NBL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5384 | PA      | $5467.14       | 0.00%             | 2033-10-15      | 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        |       3185 | PA      | $3148.29       | 0.00%             | 2033-10-15      | 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        |     370488 | PA      | $363907.04     | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743353                      | CUSIP: 3620AXZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9386 | PA      | $9217.58       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BU3349                      | CUSIP: 3140M4WK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100540 | PA      | $89970.87      | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582128                      | CUSIP: 36201FVV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        429 | PA      | $440.57        | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506556                      | CUSIP: 36210YWR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3185 | PA      | $3229.73       | 0.00%             | 2029-05-15      | 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        |      36408 | PA      | $36009.75      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725999                      | CUSIP: 3620ACRU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8534 | PA      | $8384.38       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570007                      | CUSIP: 36200RGQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3250 | PA      | $3288.32       | 0.00%             | 2032-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724304                      | CUSIP: 3620AAU55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16953 | PA      | $17024.97      | 0.00%             | 2039-08-15      | 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        |      70324 | PA      | $70611.46      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631514                      | CUSIP: 36291LSB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29447 | PA      | $29920.17      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488330                      | CUSIP: 36210CPP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        350 | PA      | $355.36        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724686                      | CUSIP: 3620ABCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80525 | PA      | $78937.06      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6693                      | CUSIP: 36181ANJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8254 | PA      | $7418.61       | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 515271                      | CUSIP: 36211KMU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10418 | PA      | $10693.08      | 0.00%             | 2029-12-15      | 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        |        769 | PA      | $789.78        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550614                      | CUSIP: 36213CVF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     325267 | PA      | $330687.07     | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704665                      | CUSIP: 36296XZ64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51426 | PA      | $51648.64      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620028                      | CUSIP: 36290WYZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11017 | PA      | $11123.72      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733525                      | CUSIP: 3620AL4J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     272132 | PA      | $261378.49     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487405                      | CUSIP: 36210BNW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1696 | PA      | $1741.09       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD3620                      | CUSIP: 3617BKAV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     863201 | PA      | $782343.73     | 0.01%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737264                      | CUSIP: 3620ARB91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83179 | PA      | $79981.30      | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE4909                      | CUSIP: 36180XN25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     228671 | PA      | $211337.38     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783547                      | CUSIP: 36241L5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     535394 | PA      | $513842.00     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AC0071                      | CUSIP: 36178YCG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1822438 | PA      | $1691596.54    | 0.02%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746368                      | CUSIP: 3620C2FH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     252440 | PA      | $247691.02     | 0.00%             | 2040-07-15      | 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        |      18990 | PA      | $19071.46      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675187                      | CUSIP: 36295NCY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8190 | PA      | $8344.86       | 0.00%             | 2038-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612217                      | CUSIP: 36202XDW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1375 | PA      | $1378.92       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710777                      | CUSIP: 36297FUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37345 | PA      | $37504.81      | 0.00%             | 2039-08-15      | 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        |       7281 | PA      | $7465.42       | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647770                      | CUSIP: 36292FT31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146818 | PA      | $147441.32     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592041                      | CUSIP: 36201SWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4376 | PA      | $4439.10       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613032                      | CUSIP: 36290NA93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25665 | PA      | $25739.86      | 0.00%             | 2033-08-15      | 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        |        445 | PA      | $453.07        | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647777                      | CUSIP: 36292FUA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31325 | PA      | $31459.49      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603566                      | CUSIP: 36200KQT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12511 | PA      | $12686.01      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486802                      | CUSIP: 36210AX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6521 | PA      | $6612.49       | 0.00%             | 2029-01-15      | 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        |      11935 | PA      | $12250.79      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610387                      | CUSIP: 36202VCY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1716 | PA      | $1741.75       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492131                      | CUSIP: 36210GVY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1748 | PA      | $1772.85       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736678                      | CUSIP: 3620AQM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21706 | PA      | $21799.30      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547682                      | CUSIP: 36212YM75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         17 | PA      | $17.30         | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636892                      | CUSIP: 36291SRM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17346 | PA      | $17517.05      | 0.00%             | 2035-01-15      | 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        |       9033 | PA      | $9208.52       | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487356                      | CUSIP: 36210BMD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22033 | PA      | $22343.30      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740881                      | CUSIP: 3620AVCS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10910 | PA      | $10957.00      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 359191                      | CUSIP: 36203T7C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7616 | PA      | $7817.75       | 0.00%             | 2028-07-15      | 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        |        871 | PA      | $861.19        | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494820                      | CUSIP: 36210KVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1051 | PA      | $1066.00       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3149                      | CUSIP: 36180EQA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     424324 | PA      | $392371.19     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709512                      | CUSIP: 36297EGV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        768 | PA      | $783.15        | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746272                      | CUSIP: 3620C2CH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87920 | PA      | $86214.41      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646841                      | CUSIP: 36292ES68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92135 | PA      | $93699.73      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611198                      | CUSIP: 36202V7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56533 | PA      | $57377.85      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613830                      | CUSIP: 36290N4P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1760 | PA      | $1767.17       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2305                      | CUSIP: 36179QR29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1844460 | PA      | $1798559.40    | 0.02%             | 2044-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466061                      | CUSIP: 36209AWW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4677 | PA      | $4800.72       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597337                      | CUSIP: 36200CS22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2539 | PA      | $2574.03       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4747                        | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6164702 | PA      | $6205047.59    | 0.06%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614529                      | CUSIP: 36290QVW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28639 | PA      | $29014.08      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552881                      | CUSIP: 36213FFW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18421 | PA      | $18669.26      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620595                      | CUSIP: 36290XNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99631 | PA      | $100012.19     | 0.00%             | 2033-09-15      | 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        |      26770 | PA      | $26877.24      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635362                      | CUSIP: 36291QZ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110676 | PA      | $112493.67     | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711568                      | CUSIP: 36297GQV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     496061 | PA      | $484445.12     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5790                      | CUSIP: 36178SNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91843 | PA      | $84858.43      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465559                      | CUSIP: 36209AE89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        545 | PA      | $559.64        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758210                      | CUSIP: 36230TDP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     415698 | PA      | $398667.77     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580685                      | CUSIP: 36201ECW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46428 | PA      | $47084.95      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649210                      | CUSIP: 36292HGT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8893 | PA      | $9022.33       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587858                      | CUSIP: 36201NB33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34050 | PA      | $34548.77      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422506                      | CUSIP: 36206VKT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1075 | PA      | $1075.57       | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV2814                      | CUSIP: 3140MGDU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     630110 | PA      | $566433.20     | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438566                      | CUSIP: 36207QFF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137457 | PA      | $134870.79     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430360                      | CUSIP: 36207FB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61461 | PA      | $60412.58      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603211                      | CUSIP: 36200KDQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        599 | PA      | $607.32        | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1998-61 PL                 | CUSIP: 31359UT21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6238 | PA      | $6312.24       | 0.00%             | 2028-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6294                      | CUSIP: 36178D7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2575264 | PA      | $2319537.21    | 0.02%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9880                      | CUSIP: 36181D6R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     284268 | PA      | $255508.24     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619096                      | CUSIP: 36290VXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11563 | PA      | $11845.78      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717360                      | CUSIP: 3620A25V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     332191 | PA      | $308288.06     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474157                      | CUSIP: 36209KWS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19607 | PA      | $20125.38      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570401                      | CUSIP: 36200RU26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8587 | PA      | $8813.96       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 792516                      | CUSIP: 36177LYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40860 | PA      | $39126.63      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 427712                      | CUSIP: 36207CDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6514 | PA      | $6686.64       | 0.00%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB3348                      | CUSIP: 3140QNWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2018412 | PA      | $1585724.56    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 531075                      | CUSIP: 36212D6L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8088 | PA      | $8107.73       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC3826                      | CUSIP: 3617B7HB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91540 | PA      | $82965.25      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599791                      | CUSIP: 36200FKC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4853 | PA      | $4963.98       | 0.00%             | 2032-11-15      | 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        |      28564 | PA      | $29294.01      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4314                        | CUSIP: 36202EYK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        832 | PA      | $837.30        | 0.00%             | 2038-12-20      | 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        |      35319 | PA      | $35461.31      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490791                      | CUSIP: 36210FF84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2836 | PA      | $2875.45       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445067                      | CUSIP: 36207XMQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        855 | PA      | $854.97        | 0.00%             | 2027-01-15      | 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        |       3251 | PA      | $3337.43       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651809                      | CUSIP: 36292LDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5801 | PA      | $5976.32       | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728962                      | CUSIP: 3620AFZ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59094 | PA      | $59345.45      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747932                      | CUSIP: 3620C34R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84154 | PA      | $82548.58      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611209                      | CUSIP: 36202WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3601 | PA      | $3616.08       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457927                      | CUSIP: 36208QVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        760 | PA      | $780.52        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604479                      | CUSIP: 36200MQ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5564 | PA      | $5581.35       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590262                      | CUSIP: 36201QWX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28267 | PA      | $28671.66      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647382                      | CUSIP: 36292FFX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        482 | PA      | $484.15        | 0.00%             | 2035-07-15      | 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        |       1576 | PA      | $1581.15       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0325                      | CUSIP: 36198KLE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13185 | PA      | $11770.14      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590258                      | CUSIP: 36201QWT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16067 | PA      | $16260.92      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468812                      | CUSIP: 36209DYH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4408 | PA      | $4524.45       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568772                      | CUSIP: 36213Y2D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14953 | PA      | $15206.46      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611960                      | CUSIP: 36202WZZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27518 | PA      | $27929.85      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615389                      | CUSIP: 36290RUN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7232 | PA      | $7152.69       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624285                      | CUSIP: 36291CRE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5361 | PA      | $5444.47       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740911                      | CUSIP: 3620AVDQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4767 | PA      | $4787.53       | 0.00%             | 2040-07-15      | 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        |       4085 | PA      | $4111.76       | 0.00%             | 2039-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582759                      | CUSIP: 36201GMG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36473 | PA      | $37001.95      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724181                      | CUSIP: 3620AARA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4045 | PA      | $4062.86       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584146                      | CUSIP: 36201H5F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10791 | PA      | $11061.43      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1731                      | CUSIP: 36180C4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43561 | PA      | $38213.57      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A89522                      | CUSIP: 312936SK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2067 | PA      | $2079.39       | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495873                      | CUSIP: 36210L2E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        802 | PA      | $823.56        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784460                      | CUSIP: 3622A25V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12179881 | PA      | $11571586.20   | 0.10%             | 2046-07-15      | 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        |      20233 | PA      | $19879.11      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726262                      | CUSIP: 3620ACZ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        927 | PA      | $931.40        | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583652                      | CUSIP: 36201HL92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61238 | PA      | $61943.35      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487056                      | CUSIP: 36210BBZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12005 | PA      | $12322.08      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708449                      | CUSIP: 36297DBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142269 | PA      | $142882.42     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476997                      | CUSIP: 36209N3E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20355 | PA      | $20641.86      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497602                      | CUSIP: 36210NX79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10460 | PA      | $10607.05      | 0.00%             | 2029-02-15      | 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        |       8342 | PA      | $8557.55       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 447920                      | CUSIP: 36208DSH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1668 | PA      | $1712.00       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593357                      | CUSIP: 36201UE67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16800 | PA      | $16966.00      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737305                      | CUSIP: 3620ARDJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103439 | PA      | $99559.27      | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579230                      | CUSIP: 36201CPP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14414 | PA      | $14794.81      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754058                      | CUSIP: 36230NQK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69270 | PA      | $67921.89      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480632                      | CUSIP: 36209S4R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1208 | PA      | $1239.99       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651129                      | CUSIP: 36292KLJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2899 | PA      | $2911.02       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598253                      | CUSIP: 36200DTJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6472 | PA      | $6570.55       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496637                      | CUSIP: 36210MV65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5863 | PA      | $6017.88       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613905                      | CUSIP: 36290QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20735 | PA      | $20817.83      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470108                      | CUSIP: 36209FGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16118 | PA      | $16344.80      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628886                      | CUSIP: 36291HUK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25789 | PA      | $25893.64      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1015                      | CUSIP: 36179NDU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34926 | PA      | $35151.18      | 0.00%             | 2043-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546600                      | CUSIP: 36212XGH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4173 | PA      | $4300.53       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614549                      | CUSIP: 36290QWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8389 | PA      | $8486.04       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484380                      | CUSIP: 36209XCR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        896 | PA      | $919.97        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738291                      | CUSIP: 3620ASF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7952 | PA      | $7813.10       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV2051                      | CUSIP: 3140MFH55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3291678 | PA      | $2959030.37    | 0.03%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741701                      | CUSIP: 3620AWAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52667 | PA      | $50386.59      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470055                      | CUSIP: 36209FE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1329 | PA      | $1363.92       | 0.00%             | 2029-02-15      | 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        |        667 | PA      | $685.04        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630106                      | CUSIP: 36291KAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25198 | PA      | $25593.73      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469698                      | CUSIP: 36209EX31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15550 | PA      | $15769.06      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780824                      | CUSIP: 36225A4H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        205 | PA      | $210.27        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783548                      | CUSIP: 36241L5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14127 | PA      | $13970.62      | 0.00%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766206                      | CUSIP: 36176HAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4216 | PA      | $4077.05       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471951                      | CUSIP: 36209HH40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4035 | PA      | $4091.45       | 0.00%             | 2028-06-15      | 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        |       3351 | PA      | $3397.94       | 0.00%             | 2029-01-15      | 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        |        153 | PA      | $156.90        | 0.00%             | 2029-06-15      | 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        |      16242 | PA      | $16470.37      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635227                      | CUSIP: 36291QVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22323 | PA      | $22689.26      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7209                      | CUSIP: 36181BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3059 | PA      | $2748.21       | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480668                      | CUSIP: 36209S6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        700 | PA      | $718.12        | 0.00%             | 2029-02-15      | 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        |       2166 | PA      | $2223.49       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588240                      | CUSIP: 36201NPZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19713 | PA      | $20252.91      | 0.00%             | 2033-03-15      | 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        |       1439 | PA      | $1477.36       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644931                      | CUSIP: 36292CPQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37394 | PA      | $38004.86      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5430                      | CUSIP: 36180HA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     594363 | PA      | $548289.92     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644917                      | CUSIP: 36292CPA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25694 | PA      | $26053.04      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470111                      | CUSIP: 36209FGU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2771 | PA      | $2809.89       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3689                        | CUSIP: 36202EC23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11929 | PA      | $11801.00      | 0.00%             | 2035-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-58 P                  | CUSIP: 38379BRJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4671377 | PA      | $4298632.04    | 0.04%             | 2044-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491094                      | CUSIP: 36210FRP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27181 | PA      | $27563.91      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL1244                      | CUSIP: 3138EHL26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6209 | PA      | $6273.18       | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624120                      | CUSIP: 36291CK95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7510 | PA      | $7615.94       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605277                      | CUSIP: 36200NM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37224 | PA      | $37826.11      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567801                      | CUSIP: 36213XX66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4430 | PA      | $4538.71       | 0.00%             | 2032-08-15      | 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        |        348 | PA      | $358.40        | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754351                      | CUSIP: 36230NZQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6586 | PA      | $6313.71       | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465728                      | CUSIP: 36209ALH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1835 | PA      | $1883.80       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0450                      | CUSIP: 36177WQB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     440107 | PA      | $408322.31     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL9668                      | CUSIP: 3138ERW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49869 | PA      | $49181.81      | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488176                      | CUSIP: 36210CJV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4951 | PA      | $5020.39       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 688090                      | CUSIP: 36296DNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4183 | PA      | $4200.87       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571379                      | CUSIP: 36200SXG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        205 | PA      | $207.93        | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475213                      | CUSIP: 36209L3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2435 | PA      | $2499.49       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503388                      | CUSIP: 36210VF55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13400 | PA      | $13588.32      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505821                      | CUSIP: 36210X4E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35066 | PA      | $35992.80      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781048                      | CUSIP: 36225BEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33581 | PA      | $34468.79      | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495878                      | CUSIP: 36210L2K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1170 | PA      | $1186.15       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471990                      | CUSIP: 36209HKB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        517 | PA      | $530.28        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748730                      | CUSIP: 3620C4Y38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2237439 | PA      | $2113575.84    | 0.02%             | 2040-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 639515                      | CUSIP: 36291VN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     224265 | PA      | $227639.89     | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491613                      | CUSIP: 36210GDS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50047 | PA      | $50226.10      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG V82362                      | CUSIP: 3132L7TT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     113056 | PA      | $111240.69     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678652                      | CUSIP: 36295R5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164373 | PA      | $161202.74     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD6045                      | CUSIP: 3617BMWE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     359532 | PA      | $325854.39     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744349                      | CUSIP: 3620AY5J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     245056 | PA      | $240669.92     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740531                      | CUSIP: 3620AUVY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29522 | PA      | $29005.55      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780776                      | CUSIP: 36225A2H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11694 | PA      | $12003.21      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737362                      | CUSIP: 3620ARFB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     571043 | PA      | $573486.38     | 0.01%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490503                      | CUSIP: 36210E3L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27986 | PA      | $28380.68      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457555                      | CUSIP: 36208QH82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1152 | PA      | $1182.38       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553249                      | CUSIP: 36213FTE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4433 | PA      | $4538.62       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 4347 MZ                    | CUSIP: 3137BBST8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3363861 | PA      | $2701426.59    | 0.02%             | 2054-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562287                      | CUSIP: 36213RUL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32509 | PA      | $33383.35      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723720                      | CUSIP: 3620AAAV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148952 | PA      | $143294.87     | 0.00%             | 2040-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607681                      | CUSIP: 36202SCS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13599 | PA      | $13961.37      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637303                      | CUSIP: 36291TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44750 | PA      | $45423.42      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491087                      | CUSIP: 36210FRG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6014 | PA      | $6098.49       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592508                      | CUSIP: 36201TGR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4319 | PA      | $4379.77       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738652                      | CUSIP: 3620ASTH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9253 | PA      | $9072.78       | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486917                      | CUSIP: 36210A4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163984 | PA      | $166515.71     | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711068                      | CUSIP: 36297F6D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16058 | PA      | $16126.21      | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623006                      | CUSIP: 36291BDK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20895 | PA      | $21190.29      | 0.00%             | 2033-12-15      | 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        |      18699 | PA      | $18969.62      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737547                      | CUSIP: 3620ARL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113783 | PA      | $112039.85     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574561                      | CUSIP: 36200WJE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31233 | PA      | $31359.03      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738653                      | CUSIP: 3620ASTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8317 | PA      | $8157.78       | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714010                      | CUSIP: 36297KGT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     370388 | PA      | $371976.90     | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633713                      | CUSIP: 36291PAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5671 | PA      | $5764.66       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592641                      | CUSIP: 36201TLW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4026 | PA      | $4123.16       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550750                      | CUSIP: 36213CZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76752 | PA      | $77972.32      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584079                      | CUSIP: 36201H2L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        357 | PA      | $360.46        | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749280                      | CUSIP: 3620C5M53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79454 | PA      | $77908.35      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495163                      | CUSIP: 36210LB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1863 | PA      | $1863.25       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769525                      | CUSIP: 36176LVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107025 | PA      | $104922.56     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620500                      | CUSIP: 36290XKM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40712 | PA      | $40857.69      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2101 PD                    | CUSIP: 3133TGPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1830 | PA      | $1852.21       | 0.00%             | 2028-11-15      | 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        |      12557 | PA      | $12888.61      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733495                      | CUSIP: 3620AL3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93838 | PA      | $90186.43      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712028                      | CUSIP: 36297HA57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12428 | PA      | $11961.89      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494312                      | CUSIP: 36210KDR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8938 | PA      | $9063.49       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 527660                      | CUSIP: 36212AE92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4269 | PA      | $4381.67       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-37 LZ                 | CUSIP: 38376MKE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7164487 | PA      | $5891585.88    | 0.05%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474385                      | CUSIP: 36209K6W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2031 | PA      | $2085.05       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0125                      | CUSIP: 36181FD65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204582 | PA      | $196407.03     | 0.00%             | 2043-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566499                      | CUSIP: 36213WKL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2754 | PA      | $2764.68       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539760                      | CUSIP: 36212PTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34591 | PA      | $33057.23      | 0.00%             | 2042-05-15      | 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        |      20241 | PA      | $19878.84      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572235                      | CUSIP: 36200TV47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38978 | PA      | $39586.88      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485601                      | CUSIP: 36209YNS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4038 | PA      | $4145.04       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616036                      | CUSIP: 36290SLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91295 | PA      | $92586.12      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AP5071                      | CUSIP: 36188ST48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     596494 | PA      | $527764.38     | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2009-40 PE                 | CUSIP: 38374VAA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     869557 | PA      | $856146.55     | 0.01%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483459                      | CUSIP: 36209WB43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3944 | PA      | $4048.63       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9648                      | CUSIP: 36180NWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     397875 | PA      | $357917.97     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553433                      | CUSIP: 36213FY64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        936 | PA      | $955.23        | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1864                      | CUSIP: 36179BB94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40813 | PA      | $36683.64      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610949                      | CUSIP: 36202VWJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19669 | PA      | $19979.90      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611978                      | CUSIP: 36202W2K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23454 | PA      | $23736.29      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491365                      | CUSIP: 36210FZ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7821 | PA      | $8027.48       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 2B3287                      | CUSIP: 31326HUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1602569 | PA      | $1647859.88    | 0.01%             | 2044-10-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588141                      | CUSIP: 36201NLW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7034 | PA      | $7133.12       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698339                      | CUSIP: 36296QZC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4684 | PA      | $4607.37       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783900                      | CUSIP: 3622A2KM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163526 | PA      | $160543.83     | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491227                      | CUSIP: 36210FVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2393 | PA      | $2427.05       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508758                      | CUSIP: 36211CE73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        425 | PA      | $436.46        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506401                      | CUSIP: 36210YRW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2824 | PA      | $2864.16       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740094                      | CUSIP: 3620AUGB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38346 | PA      | $36802.09      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604404                      | CUSIP: 36200MNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13372 | PA      | $13420.95      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618885                      | CUSIP: 36290VRE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3013 | PA      | $3022.97       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724190                      | CUSIP: 3620AARK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     393522 | PA      | $386893.09     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562428                      | CUSIP: 36213RYZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9367 | PA      | $9393.80       | 0.00%             | 2034-01-15      | 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        |       2876 | PA      | $2887.98       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685839                      | CUSIP: 36296A4Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92081 | PA      | $92481.84      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755653                      | CUSIP: 36230QH68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     210839 | PA      | $202508.03     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495879                      | CUSIP: 36210L2L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20663 | PA      | $20954.54      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627482                      | CUSIP: 36291GCT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19918 | PA      | $20537.51      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627791                      | CUSIP: 36291GNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22008 | PA      | $22367.52      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638683                      | CUSIP: 36291URC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38888 | PA      | $39592.16      | 0.00%             | 2036-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782273                      | CUSIP: 36241KQ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14025 | PA      | $14276.24      | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591392                      | CUSIP: 36201R7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40784 | PA      | $41375.06      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656047                      | CUSIP: 36294PZL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4948 | PA      | $4969.28       | 0.00%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7768                      | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   96614006 | PA      | $84506396.43   | 0.76%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774652                      | CUSIP: 36176SL99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9993 | PA      | $9548.00       | 0.00%             | 2041-12-15      | 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        |      76087 | PA      | $72970.03      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481434                      | CUSIP: 36209TY78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7623 | PA      | $7730.38       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697848                      | CUSIP: 36296QHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2558 | PA      | $2568.67       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636832                      | CUSIP: 36291SPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6688 | PA      | $6800.12       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605048                      | CUSIP: 36200NEV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155426 | PA      | $156032.87     | 0.00%             | 2034-02-15      | 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        |      97791 | PA      | $98200.88      | 0.00%             | 2035-08-15      | 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        |      81531 | PA      | $79954.99      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716055                      | CUSIP: 3620A1QG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11333 | PA      | $11117.26      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622277                      | CUSIP: 36291AJW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3734 | PA      | $3749.56       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495687                      | CUSIP: 36210LUL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11300 | PA      | $11599.06      | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07564                      | CUSIP: 3128M9WZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     355117 | PA      | $349310.95     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591799                      | CUSIP: 36201SNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12050 | PA      | $12335.39      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529930                      | CUSIP: 36212CVX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9939 | PA      | $10201.75      | 0.00%             | 2031-05-15      | 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        |       6044 | PA      | $6203.82       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626014                      | CUSIP: 36291EN72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12651 | PA      | $12681.25      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588244                      | CUSIP: 36201NP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15069 | PA      | $15269.24      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727883                      | CUSIP: 3620AEUG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     602192 | PA      | $578128.21     | 0.01%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628106                      | CUSIP: 36291GYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37878 | PA      | $38444.26      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649482                      | CUSIP: 36292HRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28767 | PA      | $29196.86      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ8896                      | CUSIP: 36183E3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119734 | PA      | $107488.32     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7579                      | CUSIP: 36180KM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71235 | PA      | $65695.67      | 0.00%             | 2043-05-15      | 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        |    1361939 | PA      | $1307918.06    | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541593                      | CUSIP: 36212RUS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8449 | PA      | $8569.74       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637344                      | CUSIP: 36291TBM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48542 | PA      | $50013.12      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649454                      | CUSIP: 36292HQF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10790 | PA      | $10977.33      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0108                      | CUSIP: 3617A0DM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1057671 | PA      | $937084.36     | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570588                      | CUSIP: 36200R2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2192 | PA      | $2225.97       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543781                      | CUSIP: 36212UCS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4522 | PA      | $4641.73       | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605460                      | CUSIP: 36200NTR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32773 | PA      | $32411.19      | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739341                      | CUSIP: 3620ATLW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1121275 | PA      | $1042697.88    | 0.01%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422719                      | CUSIP: 36206VSG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1670 | PA      | $1671.87       | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625340                      | CUSIP: 36291DV91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41123 | PA      | $41784.19      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590264                      | CUSIP: 36201QWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16167 | PA      | $16384.10      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566177                      | CUSIP: 36213V6N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22527 | PA      | $23115.19      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723427                      | CUSIP: 3620A9VU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2114 | PA      | $2033.04       | 0.00%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502214                      | CUSIP: 36210T3X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1481 | PA      | $1501.84       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4321                      | CUSIP: 36179SYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14525746 | PA      | $13271735.84   | 0.12%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753868                      | CUSIP: 36230NJM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78625 | PA      | $75289.55      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483888                      | CUSIP: 36209WRH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6351 | PA      | $6440.74       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642423                      | CUSIP: 36291YVQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34288 | PA      | $34436.42      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2162 PH                    | CUSIP: 3133TLBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3318 | PA      | $3357.38       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430903                      | CUSIP: 36207FU41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2019 | PA      | $2018.77       | 0.00%             | 2026-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725544                      | CUSIP: 3620ACBM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59741 | PA      | $59992.13      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481399                      | CUSIP: 36209TX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2970 | PA      | $3011.78       | 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        |         78 | PA      | $79.90         | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3940                      | CUSIP: 36178QLV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177527 | PA      | $155654.37     | 0.00%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491252                      | CUSIP: 36210FWM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        449 | PA      | $460.77        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772783                      | CUSIP: 36176QJ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97518 | PA      | $93620.64      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636421                      | CUSIP: 36291SAW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34396 | PA      | $34966.70      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564632                      | CUSIP: 36213UHH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1292 | PA      | $1331.70       | 0.00%             | 2034-06-15      | 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        |        236 | PA      | $241.96        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3722                        | CUSIP: 36202ED30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45602 | PA      | $45039.18      | 0.00%             | 2035-06-20      | 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        |      55074 | PA      | $54013.23      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782070                      | CUSIP: 36241KJP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150753 | PA      | $152195.21     | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747172                      | CUSIP: 3620C3CH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     521150 | PA      | $500171.61     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4380                      | CUSIP: 36179S2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1966825 | PA      | $1695151.62    | 0.02%             | 2047-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503405                      | CUSIP: 36210VGN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        770 | PA      | $790.22        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2182                      | CUSIP: 36180DM79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1348 | PA      | $1272.81       | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786916                      | CUSIP: 3622ACSD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39141093 | PA      | $39397889.55   | 0.36%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626093                      | CUSIP: 36291ERN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        748 | PA      | $759.15        | 0.00%             | 2034-03-15      | 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        |      22743 | PA      | $23306.19      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QD7826                      | CUSIP: 3133B5VT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     727493 | PA      | $653974.74     | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631671                      | CUSIP: 36291LW84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14418 | PA      | $14862.40      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632259                      | CUSIP: 36291MMG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18329 | PA      | $18408.91      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545142                      | CUSIP: 36212VS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        770 | PA      | $790.30        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7479                      | CUSIP: 36180KJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     193586 | PA      | $178768.12     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754828                      | CUSIP: 36230PLH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          9 | PA      | $9.45          | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559595                      | CUSIP: 36213NUU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15792 | PA      | $16210.00      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 2699                        | CUSIP: 36202C7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131505 | PA      | $133356.95     | 0.00%             | 2029-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2551                      | CUSIP: 36180UZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30268 | PA      | $29706.09      | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496247                      | CUSIP: 36210MHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        283 | PA      | $287.03        | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480362                      | CUSIP: 36209STT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9846 | PA      | $10106.16      | 0.00%             | 2028-06-15      | 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        |       1091 | PA      | $1106.01       | 0.00%             | 2029-02-15      | 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        |       4092 | PA      | $4195.24       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553134                      | CUSIP: 36213FPT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25875 | PA      | $26262.00      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6413                      | CUSIP: 36178EDS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     770867 | PA      | $713795.11     | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605615                      | CUSIP: 36200NYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14599 | PA      | $14659.33      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629463                      | CUSIP: 36291JJG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14090 | PA      | $14289.44      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN CO6356                      | CUSIP: 3617FJBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3230758 | PA      | $3166734.71    | 0.03%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482891                      | CUSIP: 36209VNG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2131 | PA      | $2161.20       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627295                      | CUSIP: 36291F3C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17118 | PA      | $17378.70      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4457                        | CUSIP: 36202E5S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1294017 | PA      | $1226372.97    | 0.01%             | 2039-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467455                      | CUSIP: 36209CH82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12432 | PA      | $12607.02      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759266                      | CUSIP: 36230UJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     257834 | PA      | $252865.84     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687377                      | CUSIP: 36296CUA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74756 | PA      | $75081.99      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482151                      | CUSIP: 36209UTG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18482 | PA      | $18971.09      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3897                        | CUSIP: 36202EKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94118 | PA      | $94698.14      | 0.00%             | 2036-09-20      | 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        |      34880 | PA      | $34972.81      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719398                      | CUSIP: 3620A5GF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48691 | PA      | $47823.09      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467889                      | CUSIP: 36209CXS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4361 | PA      | $4476.48       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617440                      | CUSIP: 36290T4Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24756 | PA      | $25202.48      | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727382                      | CUSIP: 3620AECT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100776 | PA      | $98958.55      | 0.00%             | 2040-06-15      | 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        |       8900 | PA      | $8519.45       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463821                      | CUSIP: 36208XG62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4049 | PA      | $4155.84       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798652                      | CUSIP: 36177TTJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37273 | PA      | $35685.66      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512826                      | CUSIP: 36211GVT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1484 | PA      | $1522.78       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604530                      | CUSIP: 36200MST1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29841 | PA      | $29966.42      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553466                      | CUSIP: 36213FZ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20150 | PA      | $19749.31      | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0538                      | CUSIP: 3617A0S31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2829683 | PA      | $2510706.68    | 0.02%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781705                      | CUSIP: 36225B3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     310857 | PA      | $311966.81     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 424982                      | CUSIP: 36206YCT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6338 | PA      | $6425.23       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501296                      | CUSIP: 36210S3D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        589 | PA      | $604.48        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741334                      | CUSIP: 3620AVSX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159961 | PA      | $157119.70     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0576                      | CUSIP: 36180ST95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     325019 | PA      | $299746.60     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619487                      | CUSIP: 36290WF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31266 | PA      | $31392.25      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607240                      | CUSIP: 36201YS56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27921 | PA      | $28357.17      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757463                      | CUSIP: 36230SJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     366171 | PA      | $341013.76     | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493674                      | CUSIP: 36210JMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2087 | PA      | $2142.05       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497353                      | CUSIP: 36210NQE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18470 | PA      | $18730.22      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545826                      | CUSIP: 36212WLF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33984 | PA      | $34661.01      | 0.00%             | 2031-07-15      | 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        |       4695 | PA      | $4819.04       | 0.00%             | 2028-05-15      | 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        |        117 | PA      | $116.94        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627094                      | CUSIP: 36291FUT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3218 | PA      | $3219.46       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483931                      | CUSIP: 36209WSU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15595 | PA      | $15814.70      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487549                      | CUSIP: 36210BTE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4136 | PA      | $4245.15       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3749                        | CUSIP: 36202EEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3925 | PA      | $4060.67       | 0.00%             | 2035-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471915                      | CUSIP: 36209HGY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4400 | PA      | $4516.75       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 689874                      | CUSIP: 36296FMX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        121 | PA      | $122.22        | 0.00%             | 2038-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565151                      | CUSIP: 36213UZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63892 | PA      | $64806.44      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604789                      | CUSIP: 36200M2W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3853 | PA      | $3810.70       | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7420                      | CUSIP: 36179WG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19127517 | PA      | $17296914.14   | 0.16%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593459                      | CUSIP: 36201UJC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33113 | PA      | $33617.91      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559760                      | CUSIP: 36213NZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38666 | PA      | $39255.49      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588211                      | CUSIP: 36201NN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10300 | PA      | $10546.73      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476356                      | CUSIP: 36209NE57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1005 | PA      | $1031.10       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608393                      | CUSIP: 36202S3A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4377 | PA      | $4394.66       | 0.00%             | 2033-05-15      | 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        |      92081 | PA      | $92378.45      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744394                      | CUSIP: 3620AY7F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43638 | PA      | $42791.13      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AO6745                      | CUSIP: 3617A7P62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26572457 | PA      | $24178804.78   | 0.22%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487573                      | CUSIP: 36210BT62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3859 | PA      | $3913.18       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703192                      | CUSIP: 36296WF92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36285 | PA      | $32906.94      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616367                      | CUSIP: 36290SW49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54277 | PA      | $55104.06      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2296                      | CUSIP: 36178MRR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12097 | PA      | $11200.95      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425313                      | CUSIP: 36206YN64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1999 | PA      | $2052.07       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603433                      | CUSIP: 36200KLN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13574 | PA      | $13739.66      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612818                      | CUSIP: 36202XYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        344 | PA      | $349.19        | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452286                      | CUSIP: 36208JNB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16382 | PA      | $16451.76      | 0.00%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9502                      | CUSIP: 36178WRX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153346 | PA      | $141608.79     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604264                      | CUSIP: 36200MJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20056 | PA      | $19770.26      | 0.00%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AQ7387                      | CUSIP: 36189YF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     377719 | PA      | $334197.05     | 0.00%             | 2046-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475195                      | CUSIP: 36209L3C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        336 | PA      | $336.01        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703166                      | CUSIP: 36296WFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14908 | PA      | $14318.47      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626494                      | CUSIP: 36291E7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32783 | PA      | $33224.56      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471863                      | CUSIP: 36209HFC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1979 | PA      | $2031.26       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 888596                      | CUSIP: 31410GGD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55487 | PA      | $58686.87      | 0.00%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622567                      | CUSIP: 36291ATY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27982 | PA      | $28055.92      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3655                      | CUSIP: 36180FBY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15582 | PA      | $13943.57      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606841                      | CUSIP: 36201YEN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1270 | PA      | $1289.06       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599686                      | CUSIP: 36200FF37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139313 | PA      | $139822.33     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629931                      | CUSIP: 36291JY46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12110 | PA      | $12295.81      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 523002                      | CUSIP: 36211UAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1744 | PA      | $1790.57       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640150                      | CUSIP: 36291WEX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33901 | PA      | $34448.59      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457127                      | CUSIP: 36208PYY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5106 | PA      | $5241.21       | 0.00%             | 2029-02-15      | 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        |       2697 | PA      | $2735.42       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625397                      | CUSIP: 36291DX24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11745 | PA      | $11875.60      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711541                      | CUSIP: 36297GP20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     672423 | PA      | $626225.34     | 0.01%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609224                      | CUSIP: 36202TYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1392166 | PA      | $1243289.42    | 0.01%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4214                        | CUSIP: 36202EVF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4926 | PA      | $4897.13       | 0.00%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618099                      | CUSIP: 36290UUY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7305 | PA      | $7337.12       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734018                      | CUSIP: 3620AMPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219527 | PA      | $210918.75     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486543                      | CUSIP: 36210AP43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3912 | PA      | $4015.23       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AE5434                      | CUSIP: 36180YBB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4683348 | PA      | $4245552.04    | 0.04%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2015-168 NP                | CUSIP: 38379FX46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22783127 | PA      | $21099030.46   | 0.19%             | 2045-11-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462599                      | CUSIP: 36208V3G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2837 | PA      | $2912.05       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731688                      | CUSIP: 3620AJ2V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     144225 | PA      | $144832.90     | 0.00%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781525                      | CUSIP: 36225BVS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20167 | PA      | $20700.81      | 0.00%             | 2032-11-15      | 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        |       2512 | PA      | $2578.47       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669956                      | CUSIP: 36295GH96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     307052 | PA      | $273682.89     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579229                      | CUSIP: 36201CPN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        530 | PA      | $544.29        | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606679                      | CUSIP: 36201X6Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49569 | PA      | $50304.39      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512604                      | CUSIP: 36211GNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2561 | PA      | $2628.46       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651239                      | CUSIP: 36292KPY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20896 | PA      | $21539.88      | 0.00%             | 2036-02-15      | 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        |    2669262 | PA      | $2425477.52    | 0.02%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780680                      | CUSIP: 36225AXH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        478 | PA      | $490.23        | 0.00%             | 2027-11-15      | 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        |       1527 | PA      | $1566.88       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507723                      | CUSIP: 36211BAY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1492 | PA      | $1494.04       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782808                      | CUSIP: 36241LDM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6251 | PA      | $6368.72       | 0.00%             | 2039-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647471                      | CUSIP: 36292FJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34346 | PA      | $34490.33      | 0.00%             | 2035-11-15      | 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        |     190529 | PA      | $195651.41     | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672935                      | CUSIP: 36295KSY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3148 | PA      | $3208.77       | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583298                      | CUSIP: 36201G7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        475 | PA      | $486.11        | 0.00%             | 2032-07-15      | 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        |     217808 | PA      | $218603.63     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690849                      | CUSIP: 36296GQA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        893 | PA      | $896.63        | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494947                      | CUSIP: 36210KZL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2264 | PA      | $2296.35       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5646                      | CUSIP: 36182AHX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7580 | PA      | $6755.06       | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728796                      | CUSIP: 3620AFUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142819 | PA      | $143433.49     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458313                      | CUSIP: 36208RDS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        309 | PA      | $317.15        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620223                      | CUSIP: 36290XAY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7950 | PA      | $7997.80       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615937                      | CUSIP: 36290SHN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1878 | PA      | $1885.35       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594051                      | CUSIP: 36201U5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4141 | PA      | $4193.28       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781811                      | CUSIP: 36241KAL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     295273 | PA      | $296376.53     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3159                      | CUSIP: 36180EQL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     254819 | PA      | $228757.52     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 504380                      | CUSIP: 36210WJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5771 | PA      | $5923.46       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8335                      | CUSIP: 36178GHL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56700 | PA      | $51287.11      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429773                      | CUSIP: 36207EMW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5665 | PA      | $5688.58       | 0.00%             | 2033-12-15      | 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        |        504 | PA      | $494.68        | 0.00%             | 2039-03-15      | 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        |       6568 | PA      | $5861.20       | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642601                      | CUSIP: 36291Y3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1489 | PA      | $1495.33       | 0.00%             | 2035-09-15      | 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        |      25836 | PA      | $26454.64      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 576264                      | CUSIP: 36200YFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16701 | PA      | $17095.77      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 410915                      | CUSIP: 36206GN89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        122 | PA      | $122.22        | 0.00%             | 2026-02-15      | 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        |       1960 | PA      | $2012.02       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612802                      | CUSIP: 36202XX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37105 | PA      | $37642.75      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643383                      | CUSIP: 36292AXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26435 | PA      | $26544.37      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433520                      | CUSIP: 36207JSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3913 | PA      | $4016.97       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7330                      | CUSIP: 36179HEB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57074 | PA      | $50245.31      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1389                      | CUSIP: 36180CRJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     386682 | PA      | $350221.23     | 0.00%             | 2043-05-15      | 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        |      59216 | PA      | $56948.84      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737658                      | CUSIP: 3620ARQK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71350 | PA      | $66608.90      | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462743                      | CUSIP: 36208WBL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5527 | PA      | $5673.53       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727274                      | CUSIP: 3620AD6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        610 | PA      | $612.47        | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV9992                      | CUSIP: 3140MQC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1399739 | PA      | $1252598.57    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721139                      | CUSIP: 3620A7EL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60753 | PA      | $59661.58      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749291                      | CUSIP: 3620C5NG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     196246 | PA      | $191622.61     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434282                      | CUSIP: 36207KM72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1245 | PA      | $1262.17       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600430                      | CUSIP: 36200GA71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20491 | PA      | $20827.81      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603077                      | CUSIP: 36200J6N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24609 | PA      | $24905.99      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629347                      | CUSIP: 36291JEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56511 | PA      | $57367.18      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779888                      | CUSIP: 36176YF51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2826 | PA      | $2708.24       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642209                      | CUSIP: 36291YN29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93202 | PA      | $94700.42      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458015                      | CUSIP: 36208QYL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2036 | PA      | $2090.24       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698405                      | CUSIP: 36296Q3N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23745 | PA      | $23848.60      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742994                      | CUSIP: 3620AXNK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     169663 | PA      | $162436.38     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589505                      | CUSIP: 36201P3N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        547 | PA      | $553.62        | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473646                      | CUSIP: 36209KET1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2908 | PA      | $2948.62       | 0.00%             | 2028-12-15      | 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        |       3928 | PA      | $4032.12       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745266                      | CUSIP: 3620C06B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17791 | PA      | $17868.68      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602676                      | CUSIP: 36200JQ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13993 | PA      | $14178.60      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-56 BP                 | CUSIP: 38379BCS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2677112 | PA      | $2524384.25    | 0.02%             | 2039-12-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4824                      | CUSIP: 3617BLLD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     648817 | PA      | $588040.93     | 0.01%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620191                      | CUSIP: 36290W7C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36571 | PA      | $37018.64      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV7466                      | CUSIP: 36195JJK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     645625 | PA      | $586964.26     | 0.01%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476042                      | CUSIP: 36209MZF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3702 | PA      | $3799.49       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612368                      | CUSIP: 36202XJM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10531 | PA      | $10665.63      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 416628                      | CUSIP: 36206NYZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1982 | PA      | $2034.49       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572447                      | CUSIP: 36200T5G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19513 | PA      | $20065.10      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582182                      | CUSIP: 36201FXK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4598 | PA      | $4719.42       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640548                      | CUSIP: 36291WTD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11968 | PA      | $12028.97      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4758                      | CUSIP: 36179EJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     295581 | PA      | $266118.40     | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2391                      | CUSIP: 36180DUQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     446449 | PA      | $414324.84     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697839                      | CUSIP: 36296QHQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1312176 | PA      | $1291151.88    | 0.01%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655342                      | CUSIP: 36294PBK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1272 | PA      | $1272.15       | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528924                      | CUSIP: 36212BSM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12871 | PA      | $13055.77      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612017                      | CUSIP: 36202W4A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11640 | PA      | $11786.24      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS4899                      | CUSIP: 3140LFNR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6149669 | PA      | $5121297.14    | 0.05%             | 2037-03-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469389                      | CUSIP: 36209ENE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6262 | PA      | $6427.32       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710367                      | CUSIP: 36297FFG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13823 | PA      | $13584.34      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605938                      | CUSIP: 36201XEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7602 | PA      | $7632.97       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553112                      | CUSIP: 36213FN58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33809 | PA      | $34222.14      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469180                      | CUSIP: 36209EFV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1275 | PA      | $1308.50       | 0.00%             | 2028-02-15      | 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        |       4011 | PA      | $4119.11       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608552                      | CUSIP: 36202TBV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10159 | PA      | $10195.04      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564294                      | CUSIP: 36213T3B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5137 | PA      | $5273.51       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743001                      | CUSIP: 3620AXNS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     253566 | PA      | $243508.62     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687188                      | CUSIP: 36296CND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50450 | PA      | $50669.82      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562262                      | CUSIP: 36213RTT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41227 | PA      | $41870.95      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501517                      | CUSIP: 36210TDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5875 | PA      | $5958.05       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4044                      | CUSIP: 36179SP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3787691 | PA      | $3668885.36    | 0.03%             | 2031-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486628                      | CUSIP: 36210ASR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146930 | PA      | $147540.03     | 0.00%             | 2035-01-15      | 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        |      67687 | PA      | $67956.29      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492705                      | CUSIP: 36210HKS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1167 | PA      | $1198.13       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605060                      | CUSIP: 36200NE98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86215 | PA      | $87479.03      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746065                      | CUSIP: 3620C1Z66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49989 | PA      | $49022.70      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638142                      | CUSIP: 36291T5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16989 | PA      | $17272.29      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487628                      | CUSIP: 36210BVV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2158 | PA      | $2214.84       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769837                      | CUSIP: 36176MBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     316266 | PA      | $303534.85     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429726                      | CUSIP: 36207ELF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2497 | PA      | $2504.54       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666392                      | CUSIP: 36295CKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11351 | PA      | $10457.68      | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737923                      | CUSIP: 3620ARYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8983 | PA      | $9021.96       | 0.00%             | 2041-01-15      | 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        |      27226 | PA      | $27325.22      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488734                      | CUSIP: 36210C4T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        877 | PA      | $899.94        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598543                      | CUSIP: 36200D5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        449 | PA      | $451.80        | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732438                      | CUSIP: 3620AKV78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3802 | PA      | $3733.38       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493577                      | CUSIP: 36210JJW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4164 | PA      | $4238.55       | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749860                      | CUSIP: 3620C6B53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     237486 | PA      | $227888.03     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3662                      | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     731842 | PA      | $648989.77     | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562349                      | CUSIP: 36213RWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165706 | PA      | $168280.10     | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652527                      | CUSIP: 36292L4L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5494 | PA      | $5517.78       | 0.00%             | 2036-04-15      | 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        |      14287 | PA      | $14656.44      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645814                      | CUSIP: 36292DN73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122690 | PA      | $124673.19     | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV9538                      | CUSIP: 3140MPS44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     402500 | PA      | $361321.07     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781096                      | CUSIP: 36225BGD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4089 | PA      | $4197.01       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686944                      | CUSIP: 36296CER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4269 | PA      | $4348.71       | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490819                      | CUSIP: 36210FG42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2599 | PA      | $2667.34       | 0.00%             | 2028-11-15      | 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        |        573 | PA      | $587.74        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721200                      | CUSIP: 3620A7GH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2616 | PA      | $2626.89       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611436                      | CUSIP: 36202WHM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2573 | PA      | $2604.65       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619519                      | CUSIP: 36290WG48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1667 | PA      | $1672.04       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488185                      | CUSIP: 36210CJ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9030 | PA      | $9268.70       | 0.00%             | 2029-02-15      | 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        |        362 | PA      | $371.36        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481578                      | CUSIP: 36209T6P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1155 | PA      | $1185.40       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587287                      | CUSIP: 36201MNC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1328 | PA      | $1345.05       | 0.00%             | 2032-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593984                      | CUSIP: 36201U2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37281 | PA      | $37429.94      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9606                      | CUSIP: 36179KU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     208033 | PA      | $192212.50     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 784682                      | CUSIP: 3622AACT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16480607 | PA      | $14898177.37   | 0.13%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783488                      | CUSIP: 36241L2V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     666767 | PA      | $682887.26     | 0.01%             | 2031-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500682                      | CUSIP: 36210SFX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1407 | PA      | $1427.22       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583119                      | CUSIP: 36201GYQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87991 | PA      | $89450.08      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495940                      | CUSIP: 36210L4Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19203 | PA      | $19473.43      | 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        |       4684 | PA      | $4704.65       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502996                      | CUSIP: 36210UXZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1568 | PA      | $1608.99       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487116                      | CUSIP: 36210BDV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15670 | PA      | $15891.28      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746813                      | CUSIP: 3620C2VE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39735 | PA      | $38121.75      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60126                      | CUSIP: 31335AD70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3779 | PA      | $3727.56       | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637842                      | CUSIP: 36291TS74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8795 | PA      | $8830.95       | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7607                      | CUSIP: 36179HNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     367682 | PA      | $341224.90     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490892                      | CUSIP: 36210FKD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3212 | PA      | $3257.70       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK7294                      | CUSIP: 36183RC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     366537 | PA      | $350097.49     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781014                      | CUSIP: 36225BDT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37802 | PA      | $38334.94      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539827                      | CUSIP: 36212PVU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2929 | PA      | $3006.11       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587829                      | CUSIP: 36201NA67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71949 | PA      | $72229.91      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736163                      | CUSIP: 3620APZ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114514 | PA      | $112314.88     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619511                      | CUSIP: 36290WGU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3046 | PA      | $3056.91       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501953                      | CUSIP: 36210TTJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11289 | PA      | $11587.13      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573660                      | CUSIP: 36200VJD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3274 | PA      | $3357.24       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599715                      | CUSIP: 36200FGY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8713 | PA      | $8815.17       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611939                      | CUSIP: 36202WZC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9279 | PA      | $9412.26       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480213                      | CUSIP: 36209SN64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        409 | PA      | $420.01        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461486                      | CUSIP: 36208UUK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         69 | PA      | $69.28         | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1882                      | CUSIP: 36180UCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88234 | PA      | $78891.25      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 447924                      | CUSIP: 36208DSM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        240 | PA      | $246.79        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574783                      | CUSIP: 36200WRC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63435 | PA      | $64389.43      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591631                      | CUSIP: 36201SHG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17362 | PA      | $17685.25      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592735                      | CUSIP: 36201TPU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181326 | PA      | $183983.95     | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626463                      | CUSIP: 36291E5Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21604 | PA      | $21886.86      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629996                      | CUSIP: 36291J3D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29515 | PA      | $29989.75      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542065                      | CUSIP: 36212SFE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33166 | PA      | $33595.14      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620647                      | CUSIP: 36290XP87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3941 | PA      | $4052.60       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609119                      | CUSIP: 36202TVL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1147856 | PA      | $1029201.57    | 0.01%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703002                      | CUSIP: 36296WAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50799 | PA      | $49864.41      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7545                      | CUSIP: 36179HL25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191529 | PA      | $177300.34     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615217                      | CUSIP: 36290RPA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56317 | PA      | $56544.36      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791043                      | CUSIP: 36177KER3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9558 | PA      | $9433.43       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603643                      | CUSIP: 36200KS81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19494 | PA      | $19763.03      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493852                      | CUSIP: 36210JTH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4066 | PA      | $4122.84       | 0.00%             | 2029-04-15      | 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        |        380 | PA      | $390.38        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555155                      | CUSIP: 36213HWQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22553 | PA      | $23149.80      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7639                      | CUSIP: 36179HPY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     238569 | PA      | $220191.80     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596756                      | CUSIP: 36200B5R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38181 | PA      | $38654.88      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676934                      | CUSIP: 36295QBB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56930 | PA      | $57178.13      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675403                      | CUSIP: 36295NKQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44208 | PA      | $45033.92      | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733746                      | CUSIP: 3620AMET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     226402 | PA      | $222380.53     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422527                      | CUSIP: 36206VLG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        486 | PA      | $485.57        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726289                      | CUSIP: 3620AC2W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29810 | PA      | $29301.79      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781226                      | CUSIP: 36225BLF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34920 | PA      | $35843.35      | 0.00%             | 2030-12-15      | 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        |       7850 | PA      | $7961.09       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484398                      | CUSIP: 36209XDB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2309 | PA      | $2341.65       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747250                      | CUSIP: 3620C3EX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73297 | PA      | $70433.99      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 432315                      | CUSIP: 36207HGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        396 | PA      | $395.57        | 0.00%             | 2027-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622163                      | CUSIP: 36291AFC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2747 | PA      | $2717.77       | 0.00%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721990                      | CUSIP: 3620A8C35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35352 | PA      | $32725.37      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495799                      | CUSIP: 36210LX40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4361 | PA      | $4422.12       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631242                      | CUSIP: 36291LHT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59928 | PA      | $60864.18      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458832                      | CUSIP: 36208RVZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1201 | PA      | $1232.99       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620449                      | CUSIP: 36290XH29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105780 | PA      | $106139.69     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488174                      | CUSIP: 36210CJT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6460 | PA      | $6551.52       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9450                      | CUSIP: 36180NQB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     601723 | PA      | $539741.72     | 0.00%             | 2043-04-15      | 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        |    4655014 | PA      | $4192519.88    | 0.04%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 407812                      | CUSIP: 36206DAM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7387 | PA      | $7490.83       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744313                      | CUSIP: 3620AY3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173566 | PA      | $170507.30     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454570                      | CUSIP: 36208L6F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3380 | PA      | $3469.37       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622122                      | CUSIP: 36291AD30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22960 | PA      | $23036.49      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5466                      | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8022058 | PA      | $7509429.67    | 0.07%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480717                      | CUSIP: 36209TAS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2010 | PA      | $2063.47       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606762                      | CUSIP: 36201YB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53647 | PA      | $54158.21      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650704                      | CUSIP: 36292J3M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1087 | PA      | $1089.53       | 0.00%             | 2036-01-15      | 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        |     494913 | PA      | $497059.36     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712909                      | CUSIP: 36297JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155699 | PA      | $156373.95     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616962                      | CUSIP: 36290TMK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8009 | PA      | $8148.47       | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4340                      | CUSIP: 36180FZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     345699 | PA      | $310216.02     | 0.00%             | 2043-05-15      | 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        |     837533 | PA      | $752799.75     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783463                      | CUSIP: 36241LZ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2417740 | PA      | $2318244.49    | 0.02%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571828                      | CUSIP: 36200THD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10365 | PA      | $10410.37      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638251                      | CUSIP: 36291UBU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2254 | PA      | $2250.50       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722041                      | CUSIP: 3620A8EN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     527874 | PA      | $469426.43     | 0.00%             | 2044-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608811                      | CUSIP: 36202TKY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        839 | PA      | $842.15        | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473851                      | CUSIP: 36209KL89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15883 | PA      | $16302.74      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562321                      | CUSIP: 36213RVN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20135 | PA      | $20210.44      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465241                      | CUSIP: 36208YZE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4388 | PA      | $4449.53       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727902                      | CUSIP: 3620AEU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     559825 | PA      | $537537.13     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705596                      | CUSIP: 36296Y3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5242 | PA      | $5153.64       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476757                      | CUSIP: 36209NTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14403 | PA      | $14605.99      | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587851                      | CUSIP: 36201NBU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3823 | PA      | $3837.74       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609667                      | CUSIP: 36202UJL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10221 | PA      | $10363.85      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706703                      | CUSIP: 36297BDG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239599 | PA      | $235669.26     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616980                      | CUSIP: 36290TM55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2673 | PA      | $2750.32       | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605151                      | CUSIP: 36200NH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194457 | PA      | $195234.58     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF5073                      | CUSIP: 36181LT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135387 | PA      | $121539.92     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470132                      | CUSIP: 36209FHH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1159 | PA      | $1189.82       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777576                      | CUSIP: 36176VT94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     507477 | PA      | $451288.21     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503400                      | CUSIP: 36210VGH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23437 | PA      | $24056.84      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794070                      | CUSIP: 36177NQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     178865 | PA      | $165622.85     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716842                      | CUSIP: 3620A2LX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32154 | PA      | $30969.08      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559715                      | CUSIP: 36213NYL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29542 | PA      | $30322.83      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566713                      | CUSIP: 36213WSA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2766 | PA      | $2838.99       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437478                      | CUSIP: 36207N6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1333 | PA      | $1368.34       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721210                      | CUSIP: 3620A7GT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3179 | PA      | $3192.53       | 0.00%             | 2039-10-15      | 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        |      29970 | PA      | $30091.19      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1013                      | CUSIP: 36179NDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2181866 | PA      | $2082482.69    | 0.02%             | 2043-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4590                      | CUSIP: 36180GC32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75108 | PA      | $67209.22      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3503                      | CUSIP: 36178A3L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134441 | PA      | $125393.23     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588121                      | CUSIP: 36201NLA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4013 | PA      | $4103.34       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577788                      | CUSIP: 36201A2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26279 | PA      | $26586.75      | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60519                      | CUSIP: 31335ASG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31351 | PA      | $30787.14      | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492723                      | CUSIP: 36210HLC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        562 | PA      | $576.68        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487057                      | CUSIP: 36210BB20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        926 | PA      | $950.87        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3442                        | CUSIP: 36202DZF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105246 | PA      | $105740.61     | 0.00%             | 2033-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5680                      | CUSIP: 36179FJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35484 | PA      | $32679.33      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626888                      | CUSIP: 36291FND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44630 | PA      | $45323.52      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590083                      | CUSIP: 36201QRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9756 | PA      | $9903.52       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482684                      | CUSIP: 36209VFZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        533 | PA      | $547.09        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636294                      | CUSIP: 36291R3B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7917 | PA      | $7949.77       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559310                      | CUSIP: 36213NKX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1206 | PA      | $1238.41       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581107                      | CUSIP: 36201ER44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        421 | PA      | $432.18        | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-83 ZP                 | CUSIP: 38379CD86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8290618 | PA      | $6984169.28    | 0.06%             | 2040-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7366                      | CUSIP: 36178UFF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     497018 | PA      | $459219.86     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562202                      | CUSIP: 36213RRX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1759 | PA      | $1805.76       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631112                      | CUSIP: 36291LDR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76425 | PA      | $77611.83      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604901                      | CUSIP: 36200NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17930 | PA      | $18139.35      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759125                      | CUSIP: 36230UD63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6441408 | PA      | $6181083.94    | 0.06%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465573                      | CUSIP: 36209AFN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14963 | PA      | $15173.89      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740069                      | CUSIP: 3620AUFJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8243 | PA      | $8088.31       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637757                      | CUSIP: 36291TQJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17105 | PA      | $17392.33      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737665                      | CUSIP: 3620ARQS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136231 | PA      | $136801.73     | 0.00%             | 2040-11-15      | 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        |     334086 | PA      | $335250.97     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619587                      | CUSIP: 36290WJ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9800 | PA      | $9839.34       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781591                      | CUSIP: 36225BXU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     848588 | PA      | $850910.72     | 0.01%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631261                      | CUSIP: 36291LJE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20091 | PA      | $20433.72      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614565                      | CUSIP: 36290QW27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57833 | PA      | $58030.11      | 0.00%             | 2033-07-15      | 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        |       4145 | PA      | $4155.60       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610877                      | CUSIP: 36202VUA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111662 | PA      | $113008.34     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620462                      | CUSIP: 36290XJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5091 | PA      | $5168.23       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551927                      | CUSIP: 36213ED86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11742 | PA      | $11961.75      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741876                      | CUSIP: 3620AWFR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34558 | PA      | $33965.91      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491584                      | CUSIP: 36210GCV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20054 | PA      | $20326.89      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB0620                      | CUSIP: 36178KVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     391046 | PA      | $361501.06     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507082                      | CUSIP: 36211AJ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5221 | PA      | $5358.93       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603783                      | CUSIP: 36200KXL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15308 | PA      | $15519.61      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496957                      | CUSIP: 36210NB24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4496 | PA      | $4559.42       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626468                      | CUSIP: 36291E6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        432 | PA      | $431.84        | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621800                      | CUSIP: 36290YX52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        318 | PA      | $322.74        | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658874                      | CUSIP: 36294S6K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37940 | PA      | $38645.11      | 0.00%             | 2037-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542009                      | CUSIP: 36212SDN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30123 | PA      | $30965.27      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724845                      | CUSIP: 3620ABHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32060 | PA      | $28913.15      | 0.00%             | 2042-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559837                      | CUSIP: 36213N4W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11475 | PA      | $11778.63      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587782                      | CUSIP: 36201M6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12853 | PA      | $12989.68      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484836                      | CUSIP: 36209XSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37029 | PA      | $38008.18      | 0.00%             | 2028-10-15      | 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        |       1785 | PA      | $1832.00       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615587                      | CUSIP: 36290R2U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17192 | PA      | $17663.39      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622613                      | CUSIP: 36291AVE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4522 | PA      | $4650.62       | 0.00%             | 2033-11-15      | 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        |      54278 | PA      | $55546.93      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756595                      | CUSIP: 36230RKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86690 | PA      | $85042.29      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7022                      | CUSIP: 36181AYT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2848504 | PA      | $2562439.84    | 0.02%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1758                      | CUSIP: 36179N5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90305 | PA      | $79318.95      | 0.00%             | 2044-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620521                      | CUSIP: 36290XLA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        640 | PA      | $641.97        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603212                      | CUSIP: 36200KDR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30649 | PA      | $30779.86      | 0.00%             | 2035-06-15      | 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        |      50669 | PA      | $49779.23      | 0.00%             | 2040-07-15      | 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        |      71770 | PA      | $70378.27      | 0.00%             | 2041-04-15      | 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        |      80702 | PA      | $77322.00      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 448335                      | CUSIP: 36208EBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1214 | PA      | $1245.93       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1999-32 PL                 | CUSIP: 31359WHX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23976 | PA      | $24245.77      | 0.00%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602251                      | CUSIP: 36200JBU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        518 | PA      | $522.63        | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737815                      | CUSIP: 3620ARVG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72408 | PA      | $69536.23      | 0.00%             | 2040-12-15      | 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        |     658108 | PA      | $626344.63     | 0.01%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580655                      | CUSIP: 36201EBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22114 | PA      | $22442.05      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623557                      | CUSIP: 36291BWS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27627 | PA      | $27732.27      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 415721                      | CUSIP: 36206MYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        786 | PA      | $785.98        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 411380                      | CUSIP: 36206G6R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        204 | PA      | $204.17        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718195                      | CUSIP: 3620A33C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93117 | PA      | $91476.12      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711697                      | CUSIP: 36297GUW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112816 | PA      | $101486.72     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465703                      | CUSIP: 36209AKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        330 | PA      | $335.05        | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462113                      | CUSIP: 36208VK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        703 | PA      | $721.90        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769635                      | CUSIP: 36176LY82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     378981 | PA      | $351019.46     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3734                        | CUSIP: 36202EEF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10555 | PA      | $10429.82      | 0.00%             | 2035-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497373                      | CUSIP: 36210NQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15629 | PA      | $15848.77      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627220                      | CUSIP: 36291FYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110731 | PA      | $112440.08     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497220                      | CUSIP: 36210NK99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3338 | PA      | $3384.55       | 0.00%             | 2029-04-15      | 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        |       1897 | PA      | $1923.63       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486620                      | CUSIP: 36210ASH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5586 | PA      | $5665.11       | 0.00%             | 2028-10-15      | 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        |       6406 | PA      | $6575.72       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6647                      | CUSIP: 36178EL49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70256 | PA      | $63070.34      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753379                      | CUSIP: 36230MXG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     265916 | PA      | $261066.74     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783050                      | CUSIP: 36241LL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6509512 | PA      | $6552114.62    | 0.06%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500246                      | CUSIP: 36210RWF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22684 | PA      | $23012.29      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 417543                      | CUSIP: 36206PZG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         98 | PA      | $97.82         | 0.00%             | 2026-03-15      | 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        |       3401 | PA      | $3448.44       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666083                      | CUSIP: 36295B6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4860 | PA      | $4881.29       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502949                      | CUSIP: 36210UWJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3504 | PA      | $3596.97       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783095                      | CUSIP: 36241LNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     266868 | PA      | $256322.97     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714343                      | CUSIP: 36297KS85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45239 | PA      | $44429.30      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612035                      | CUSIP: 36202W4U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6622 | PA      | $6723.89       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8270                      | CUSIP: 36178GFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33173 | PA      | $30123.86      | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BT9389                      | CUSIP: 3140LYNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2199412 | PA      | $1979207.53    | 0.02%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9884                      | CUSIP: 36181D6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     382092 | PA      | $342044.19     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612715                      | CUSIP: 36202XVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2301 | PA      | $2341.03       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729029                      | CUSIP: 3620AF4N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     210324 | PA      | $206660.47     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5688                      | CUSIP: 36180HJ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122830 | PA      | $120178.69     | 0.00%             | 2043-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620431                      | CUSIP: 36290XHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108027 | PA      | $108465.22     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580634                      | CUSIP: 36201EBB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18531 | PA      | $18824.20      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647640                      | CUSIP: 36292FPZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58383 | PA      | $59464.27      | 0.00%             | 2037-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726270                      | CUSIP: 3620AC2B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13225 | PA      | $13003.38      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783908                      | CUSIP: 3622A2KV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1888711 | PA      | $1751318.53    | 0.02%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6153                      | CUSIP: 36179UZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     665085 | PA      | $583970.99     | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644980                      | CUSIP: 36292CQ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9021 | PA      | $9171.60       | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 514584                      | CUSIP: 36211JUH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31844 | PA      | $32292.96      | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750316                      | CUSIP: 3620C6SD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     530976 | PA      | $510235.12     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781029                      | CUSIP: 36225BEA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31695 | PA      | $32533.42      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581047                      | CUSIP: 36201EP87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3693 | PA      | $3778.96       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721215                      | CUSIP: 3620A7GY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1825 | PA      | $1833.02       | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL5254                      | CUSIP: 3138EMZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34536 | PA      | $34104.93      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494274                      | CUSIP: 36210KCK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3478 | PA      | $3526.54       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621760                      | CUSIP: 36290YWV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91966 | PA      | $93122.94      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714077                      | CUSIP: 36297KJW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     198150 | PA      | $202043.08     | 0.00%             | 2039-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2512                      | CUSIP: 36180DYH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     329778 | PA      | $296170.88     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578108                      | CUSIP: 36201BGR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        535 | PA      | $542.44        | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565150                      | CUSIP: 36213UZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     309768 | PA      | $310899.61     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9663                      | CUSIP: 36179KWY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     479995 | PA      | $432511.79     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781597                      | CUSIP: 36225BX29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35936 | PA      | $36046.62      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494244                      | CUSIP: 36210KBM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7528 | PA      | $7634.02       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469228                      | CUSIP: 36209EHD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12869 | PA      | $13208.81      | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97770                      | CUSIP: 312946T30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     149082 | PA      | $146837.67     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509594                      | CUSIP: 36211DC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3809 | PA      | $3909.57       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491103                      | CUSIP: 36210FRY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2527 | PA      | $2562.22       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613042                      | CUSIP: 36290NBK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9558 | PA      | $9458.30       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740934                      | CUSIP: 3620AVEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     739215 | PA      | $709457.70     | 0.01%             | 2040-12-15      | 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        |     298765 | PA      | $284532.47     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615521                      | CUSIP: 36290RYS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14959 | PA      | $15014.95      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596645                      | CUSIP: 36200BZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34842 | PA      | $35723.23      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609456                      | CUSIP: 36202UBZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18826 | PA      | $18901.32      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553114                      | CUSIP: 36213FN74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1467 | PA      | $1482.60       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553992                      | CUSIP: 36213GNH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5082 | PA      | $5184.74       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3145                      | CUSIP: 36180EP66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11002 | PA      | $10849.31      | 0.00%             | 2028-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791807                      | CUSIP: 36177LAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14608 | PA      | $13119.60      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632402                      | CUSIP: 36291MRX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29206 | PA      | $29959.99      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619109                      | CUSIP: 36290VYE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15733 | PA      | $15922.23      | 0.00%             | 2034-10-15      | 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        |      23123 | PA      | $23278.24      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620568                      | CUSIP: 36290XMR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1366 | PA      | $1371.37       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633598                      | CUSIP: 36291N3F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20258 | PA      | $20580.13      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466460                      | CUSIP: 36209BE95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2334 | PA      | $2366.53       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724833                      | CUSIP: 3620ABHJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7331 | PA      | $7066.96       | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2146                      | CUSIP: 36179QL33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     390257 | PA      | $339738.10     | 0.00%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701667                      | CUSIP: 36296UQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29427 | PA      | $30002.86      | 0.00%             | 2039-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637745                      | CUSIP: 36291TP69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65292 | PA      | $66385.05      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615279                      | CUSIP: 36290RQ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42602 | PA      | $42754.53      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638331                      | CUSIP: 36291UEC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24991 | PA      | $25399.36      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645897                      | CUSIP: 36292DRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42611 | PA      | $43872.75      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796363                      | CUSIP: 36177RB91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30298 | PA      | $27382.19      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738016                      | CUSIP: 3620AR3Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78688 | PA      | $79016.24      | 0.00%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4097                      | CUSIP: 36180FRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28303 | PA      | $26350.57      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580985                      | CUSIP: 36201ENA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2450 | PA      | $2484.32       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781377                      | CUSIP: 36225BQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115709 | PA      | $117339.62     | 0.00%             | 2029-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A94002                      | CUSIP: 312942NT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     274178 | PA      | $275875.81     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541852                      | CUSIP: 36212R5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6847 | PA      | $7027.89       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635265                      | CUSIP: 36291QW26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133539 | PA      | $135708.82     | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605476                      | CUSIP: 36200NT92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90118 | PA      | $91465.23      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592743                      | CUSIP: 36201TP43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37789 | PA      | $38230.63      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 419152                      | CUSIP: 36206RTH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        743 | PA      | $762.49        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463729                      | CUSIP: 36208XEA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6004 | PA      | $6162.57       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641615                      | CUSIP: 36291XYL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99628 | PA      | $100985.68     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433908                      | CUSIP: 36207KAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2947 | PA      | $3025.10       | 0.00%             | 2028-08-15      | 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        |        205 | PA      | $209.93        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761210                      | CUSIP: 36176BN37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     402438 | PA      | $386656.48     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483629                      | CUSIP: 36209WHE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        311 | PA      | $318.92        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477534                      | CUSIP: 36209PPT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        632 | PA      | $648.36        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732504                      | CUSIP: 3620AKX92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10315 | PA      | $10359.86      | 0.00%             | 2040-05-15      | 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        |     262110 | PA      | $263089.70     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617537                      | CUSIP: 36290UBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5644 | PA      | $5668.22       | 0.00%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597904                      | CUSIP: 36200DGM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8544 | PA      | $8580.06       | 0.00%             | 2034-03-15      | 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        |      65056 | PA      | $67070.78      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646868                      | CUSIP: 36292ETZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55347 | PA      | $54612.57      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496565                      | CUSIP: 36210MTW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13824 | PA      | $14018.32      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751953                      | CUSIP: 36230LE21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     228333 | PA      | $219020.88     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752967                      | CUSIP: 36230MJL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2159 | PA      | $2065.60       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465366                      | CUSIP: 36208Y6B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5548 | PA      | $5695.16       | 0.00%             | 2028-09-15      | 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        |       3333 | PA      | $3380.00       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604292                      | CUSIP: 36200MKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23382 | PA      | $23948.32      | 0.00%             | 2033-05-15      | 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        |      18868 | PA      | $19304.12      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 3 8/25                    | CUSIP: 01F030686<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33550000 | PA      | $28704906.95   | 0.26%             | 2025-08-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2395 PZ                    | CUSIP: 31339LNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     444754 | PA      | $458675.85     | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 688083                      | CUSIP: 36296DM88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     213073 | PA      | $214001.14     | 0.00%             | 2038-11-15      | 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        |       8132 | PA      | $8246.25       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616365                      | CUSIP: 36290SW23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11430 | PA      | $11555.22      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474642                      | CUSIP: 36209LHT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        785 | PA      | $805.29        | 0.00%             | 2028-10-15      | 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        |       2284 | PA      | $2344.29       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631236                      | CUSIP: 36291LHM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165523 | PA      | $168155.13     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590261                      | CUSIP: 36201QWW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70216 | PA      | $70961.91      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499267                      | CUSIP: 36210QTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4366 | PA      | $4481.76       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD1041                      | CUSIP: 3617BGEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     609184 | PA      | $552120.28     | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733395                      | CUSIP: 3620ALXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1346692 | PA      | $1200803.10    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619694                      | CUSIP: 36290WNK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1520 | PA      | $1543.70       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588301                      | CUSIP: 36201NRW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1550 | PA      | $1572.62       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8778                      | CUSIP: 36180MXF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21665 | PA      | $19201.78      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593011                      | CUSIP: 36201TYG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13831 | PA      | $14209.73      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520245                      | CUSIP: 36211Q5E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15848 | PA      | $16104.18      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746798                      | CUSIP: 3620C2UX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     284969 | PA      | $273751.42     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0695                      | CUSIP: 36181FXY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47982 | PA      | $41924.54      | 0.00%             | 2043-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658362                      | CUSIP: 36294SMK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12586 | PA      | $12996.10      | 0.00%             | 2036-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604639                      | CUSIP: 36200MV83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     198636 | PA      | $199362.02     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637391                      | CUSIP: 36291TC48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94844 | PA      | $95229.70      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736107                      | CUSIP: 3620APYC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31024 | PA      | $31156.02      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466454                      | CUSIP: 36209BE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        835 | PA      | $857.44        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623600                      | CUSIP: 36291BX51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10228 | PA      | $10268.62      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582758                      | CUSIP: 36201GMF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1213 | PA      | $1233.42       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4741                      | CUSIP: 3617BLHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27187 | PA      | $24639.95      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780864                      | CUSIP: 36225A5Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3621 | PA      | $3671.53       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737270                      | CUSIP: 3620ARCF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     663276 | PA      | $666120.77     | 0.01%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691716                      | CUSIP: 36296HN96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     317908 | PA      | $310189.46     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642213                      | CUSIP: 36291YN60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74482 | PA      | $74802.94      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740194                      | CUSIP: 3620AUKF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72419 | PA      | $69894.80      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622107                      | CUSIP: 36291ADL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        757 | PA      | $758.97        | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-24 GA                 | CUSIP: 38383F2D4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11398328 | PA      | $10465962.76   | 0.09%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637148                      | CUSIP: 36291SZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7208 | PA      | $7210.45       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626858                      | CUSIP: 36291FMF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75902 | PA      | $76205.84      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612824                      | CUSIP: 36202XYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4734 | PA      | $4800.49       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598141                      | CUSIP: 36200DP23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28351 | PA      | $28697.88      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778048                      | CUSIP: 36176WEV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86119 | PA      | $79721.02      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613842                      | CUSIP: 36290N5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64930 | PA      | $65781.74      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460915                      | CUSIP: 36208UAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2273 | PA      | $2333.28       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599926                      | CUSIP: 36200FPK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23023 | PA      | $23276.15      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600289                      | CUSIP: 36200F2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7086 | PA      | $7120.83       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618842                      | CUSIP: 36290VP32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26535 | PA      | $26629.38      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717313                      | CUSIP: 3620A23W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29941 | PA      | $27739.64      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783283                      | CUSIP: 36241LUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9976 | PA      | $9800.14       | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97297                      | CUSIP: 312946DA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6894 | PA      | $6785.22       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647332                      | CUSIP: 36292FED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11758 | PA      | $11622.95      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456737                      | CUSIP: 36208PLS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13261 | PA      | $13611.40      | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757073                      | CUSIP: 36230R2E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94197 | PA      | $90218.13      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498700                      | CUSIP: 36210P7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2978 | PA      | $3020.24       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711171                      | CUSIP: 36297GCG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15238 | PA      | $14645.00      | 0.00%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737833                      | CUSIP: 3620ARV24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57795 | PA      | $55485.02      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739673                      | CUSIP: 3620ATXA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174427 | PA      | $168318.55     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721542                      | CUSIP: 3620A7S71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1931 | PA      | $1938.82       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM7602                      | CUSIP: 36184YNT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66706 | PA      | $63354.72      | 0.00%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615460                      | CUSIP: 36290RWV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155241 | PA      | $157194.59     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644988                      | CUSIP: 36292CRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76442 | PA      | $77745.94      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490199                      | CUSIP: 36210ERU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3303 | PA      | $3312.65       | 0.00%             | 2029-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772033                      | CUSIP: 36176PPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54386 | PA      | $52078.89      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503919                      | CUSIP: 36210VYQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2944 | PA      | $3022.00       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604844                      | CUSIP: 36200M5D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55598 | PA      | $56346.06      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638629                      | CUSIP: 36291UPN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4424 | PA      | $4346.80       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637734                      | CUSIP: 36291TPT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3462 | PA      | $3460.73       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 849470                      | CUSIP: 31300MQX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1165636 | PA      | $1196678.14    | 0.01%             | 2044-09-01      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481318                      | CUSIP: 36209TVK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4391 | PA      | $4507.60       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607025                      | CUSIP: 36201YLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6869 | PA      | $7072.41       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658287                      | CUSIP: 36294SJ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7961 | PA      | $8171.54       | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 668077                      | CUSIP: 36295EFS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2590 | PA      | $2640.15       | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462641                      | CUSIP: 36208V5A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25466 | PA      | $25824.74      | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727842                      | CUSIP: 3620AES76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     493331 | PA      | $483816.59     | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597755                      | CUSIP: 36200DBY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32182 | PA      | $32569.97      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469115                      | CUSIP: 36209EDU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        686 | PA      | $703.94        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615727                      | CUSIP: 36290SA43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7839 | PA      | $7941.63       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495201                      | CUSIP: 36210LDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7733 | PA      | $7842.29       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723743                      | CUSIP: 3620AABL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152349 | PA      | $146562.88     | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Securities, LLC                               | BOA-MTG TRIPARTY REPO          | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |    5000000 | PA      | $5000000.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579204                      | CUSIP: 36201CNV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2986 | PA      | $3056.50       | 0.00%             | 2032-03-15      | 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        |      22620 | PA      | $23110.50      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529877                      | CUSIP: 36212CUA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9134 | PA      | $9310.40       | 0.00%             | 2031-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744243                      | CUSIP: 3620AYZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7088 | PA      | $6959.52       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477072                      | CUSIP: 36209N6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2092 | PA      | $2147.35       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782889                      | CUSIP: 36241LF68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189125 | PA      | $189943.88     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650695                      | CUSIP: 36292J3C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6807 | PA      | $6835.96       | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705318                      | CUSIP: 36296YSF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176081 | PA      | $172716.41     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649547                      | CUSIP: 36292HTC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20244 | PA      | $20843.10      | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8620                      | CUSIP: 36184FSH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     482817 | PA      | $458347.48     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621411                      | CUSIP: 36290YKY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33672 | PA      | $34198.16      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553117                      | CUSIP: 36213FPA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32784 | PA      | $33202.70      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BU7729                      | CUSIP: 3140M9ST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     575451 | PA      | $514959.83     | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781916                      | CUSIP: 36241KDV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34777 | PA      | $35696.20      | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9093                      | CUSIP: 36178WC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150072 | PA      | $135397.42     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734029                      | CUSIP: 3620AMPN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19438 | PA      | $19092.31      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542731                      | CUSIP: 36212S4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1968 | PA      | $2020.48       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496475                      | CUSIP: 36210MQ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1746 | PA      | $1770.40       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606905                      | CUSIP: 36201YGN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40514 | PA      | $41139.19      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627992                      | CUSIP: 36291GUR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27809 | PA      | $28207.30      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767060                      | CUSIP: 36176H5V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     412579 | PA      | $380697.22     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752955                      | CUSIP: 36230MH83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135381 | PA      | $132754.66     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768088                      | CUSIP: 36176KCZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     240099 | PA      | $230086.75     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580982                      | CUSIP: 36201EM72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2914 | PA      | $2977.57       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644984                      | CUSIP: 36292CRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63114 | PA      | $64123.57      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630108                      | CUSIP: 36291KAH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95541 | PA      | $97076.64      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708852                      | CUSIP: 36297DQD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43842 | PA      | $44030.61      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584087                      | CUSIP: 36201H2U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8698 | PA      | $8927.62       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6679                      | CUSIP: 36198TM41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90355 | PA      | $88341.54      | 0.00%             | 2029-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760098                      | CUSIP: 36176AGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56686 | PA      | $54312.07      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586346                      | CUSIP: 36201LL36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32409 | PA      | $32941.52      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574550                      | CUSIP: 36200WH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35095 | PA      | $36019.99      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753511                      | CUSIP: 36230M3U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2597 | PA      | $2550.56       | 0.00%             | 2040-11-15      | 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        |      46107 | PA      | $43831.04      | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO1866                      | CUSIP: 3617A2CB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     363367 | PA      | $344793.12     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466057                      | CUSIP: 36209AWS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7060 | PA      | $7246.65       | 0.00%             | 2028-09-15      | 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        |       4180 | PA      | $4290.75       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623416                      | CUSIP: 36291BSD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1104 | PA      | $1107.11       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4801                        | CUSIP: 36202FKN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1060 | PA      | $1042.29       | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577417                      | CUSIP: 36201APA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1742 | PA      | $1766.12       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q22521                      | CUSIP: 3132JPYS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     369079 | PA      | $362160.71     | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486703                      | CUSIP: 36210AU47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17503 | PA      | $17749.31      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605388                      | CUSIP: 36200NRH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11039 | PA      | $10924.52      | 0.00%             | 2034-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 516462                      | CUSIP: 36211LWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4459 | PA      | $4576.81       | 0.00%             | 2029-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610470                      | CUSIP: 36202VFK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1476 | PA      | $1476.93       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615691                      | CUSIP: 36290R7C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        371 | PA      | $372.35        | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641198                      | CUSIP: 36291XKK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50655 | PA      | $51526.20      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582427                      | CUSIP: 36201GA47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37328 | PA      | $37682.91      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723540                      | CUSIP: 3620A9ZD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54230 | PA      | $54464.54      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4325                      | CUSIP: 36178BYW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28524 | PA      | $25913.66      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749834                      | CUSIP: 3620C6BB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110608 | PA      | $106056.63     | 0.00%             | 2040-09-15      | 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        |      50259 | PA      | $49339.64      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 639095                      | CUSIP: 36291U7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24791 | PA      | $24986.85      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446662                      | CUSIP: 36208CFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1164 | PA      | $1195.26       | 0.00%             | 2028-08-15      | 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        |       2102 | PA      | $2157.62       | 0.00%             | 2028-05-15      | 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        |       2993 | PA      | $3072.25       | 0.00%             | 2031-10-15      | 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        |      21554 | PA      | $22124.02      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637015                      | CUSIP: 36291SVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13561 | PA      | $13618.98      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433551                      | CUSIP: 36207JTG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        823 | PA      | $822.33        | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618902                      | CUSIP: 36290VRX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14631 | PA      | $14690.70      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 659637                      | CUSIP: 36294TZA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        686 | PA      | $698.63        | 0.00%             | 2036-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462127                      | CUSIP: 36208VLG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        517 | PA      | $530.92        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422306                      | CUSIP: 36206VDK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1439 | PA      | $1437.66       | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602426                      | CUSIP: 36200JHB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79595 | PA      | $80824.31      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2007-38 CK                 | CUSIP: 38375KEE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2860384 | PA      | $2837013.81    | 0.03%             | 2037-06-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749271                      | CUSIP: 3620C5MU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     321862 | PA      | $307812.36     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617516                      | CUSIP: 36290UAR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3159 | PA      | $3212.97       | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9203                      | CUSIP: 36178WGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74173 | PA      | $66891.62      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615493                      | CUSIP: 36290RXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101770 | PA      | $102141.66     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578256                      | CUSIP: 36201BMD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75321 | PA      | $76386.91      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733476                      | CUSIP: 3620AL2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35856 | PA      | $34361.15      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478562                      | CUSIP: 36209QTT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2837 | PA      | $2911.90       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633750                      | CUSIP: 36291PBT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29918 | PA      | $30834.89      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616085                      | CUSIP: 36290SNA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29563 | PA      | $30004.59      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 538255                      | CUSIP: 36212M5Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24141 | PA      | $24685.43      | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535799                      | CUSIP: 36212KGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17307 | PA      | $17764.72      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653640                      | CUSIP: 36292NEM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30204 | PA      | $31183.02      | 0.00%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594711                      | CUSIP: 36201VVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5334 | PA      | $5406.43       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615551                      | CUSIP: 36290RZQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3197 | PA      | $3203.43       | 0.00%             | 2033-09-15      | 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        |       1584 | PA      | $1563.48       | 0.00%             | 2035-05-15      | 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        |     258289 | PA      | $254311.23     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781305                      | CUSIP: 36225BNW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66128 | PA      | $67876.57      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606747                      | CUSIP: 36201YBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     226369 | PA      | $229257.74     | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616208                      | CUSIP: 36290SR52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39897 | PA      | $40412.63      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503015                      | CUSIP: 36210UYL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5679 | PA      | $5759.37       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783621                      | CUSIP: 3622A2AW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1493635 | PA      | $1386952.36    | 0.01%             | 2042-07-15      | 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        |    5129797 | PA      | $4782753.77    | 0.04%             | 2048-02-20      | Fixed         | 4.00%                 | 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      | $2904411.96    | 0.03%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629484                      | CUSIP: 36291JJ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13836 | PA      | $14053.65      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464215                      | CUSIP: 36208XVG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        933 | PA      | $958.04        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464853                      | CUSIP: 36208YMA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2674 | PA      | $2744.94       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559748                      | CUSIP: 36213NZM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39490 | PA      | $40055.77      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738547                      | CUSIP: 3620ASP86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     361465 | PA      | $354617.10     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625115                      | CUSIP: 36291DN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126951 | PA      | $128812.22     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q21261                      | CUSIP: 3132JNMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55336 | PA      | $52779.70      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615239                      | CUSIP: 36290RPY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     246300 | PA      | $247076.50     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553187                      | CUSIP: 36213FRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13556 | PA      | $13734.03      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798893                      | CUSIP: 36177T3B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39455 | PA      | $37753.61      | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551979                      | CUSIP: 36213EFU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7387 | PA      | $7593.44       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587086                      | CUSIP: 36201MF31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16173 | PA      | $16412.52      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630168                      | CUSIP: 36291KCD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6129 | PA      | $6154.55       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623702                      | CUSIP: 36291B3K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36925 | PA      | $37498.65      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738956                      | CUSIP: 3620AS5R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     195306 | PA      | $188300.10     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605561                      | CUSIP: 36200NWW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52805 | PA      | $53609.72      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486694                      | CUSIP: 36210AUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3980 | PA      | $4035.79       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521288                      | CUSIP: 36211SCZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41729 | PA      | $41902.80      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627335                      | CUSIP: 36291F4U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62793 | PA      | $63807.74      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594597                      | CUSIP: 36201VRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37583 | PA      | $38180.27      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434128                      | CUSIP: 36207KHD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        240 | PA      | $246.13        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3735                        | CUSIP: 36202EEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2485130 | PA      | $2499590.33    | 0.02%             | 2035-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629147                      | CUSIP: 36291H5G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2854 | PA      | $2900.35       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477219                      | CUSIP: 36209PDY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1251 | PA      | $1268.51       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493973                      | CUSIP: 36210JXA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3349 | PA      | $3437.96       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686872                      | CUSIP: 36296CCH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4115 | PA      | $4133.25       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773704                      | CUSIP: 36176RKR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32428 | PA      | $31852.22      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497496                      | CUSIP: 36210NUV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9720 | PA      | $9857.38       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552948                      | CUSIP: 36213FHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41894 | PA      | $42872.81      | 0.00%             | 2032-12-15      | 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        |       2318 | PA      | $2372.36       | 0.00%             | 2032-11-15      | 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        |      18132 | PA      | $16365.80      | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463867                      | CUSIP: 36208XJL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12272 | PA      | $12445.07      | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528616                      | CUSIP: 36212BGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24612 | PA      | $25263.22      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670586                      | CUSIP: 36295G6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3234 | PA      | $3225.72       | 0.00%             | 2038-04-15      | 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        |       7269 | PA      | $7299.06       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780678                      | CUSIP: 36225AXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        465 | PA      | $477.35        | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626536                      | CUSIP: 36291FBD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13373 | PA      | $13555.48      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761574                      | CUSIP: 36176B2F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63387 | PA      | $60721.41      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491150                      | CUSIP: 36210FTF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2758 | PA      | $2831.16       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591215                      | CUSIP: 36201RYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1501 | PA      | $1530.04       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605824                      | CUSIP: 36201XAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63946 | PA      | $64974.33      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2523                      | CUSIP: 36179QYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18024 | PA      | $17575.83      | 0.00%             | 2045-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622515                      | CUSIP: 36291ASC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74221 | PA      | $74504.23      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770479                      | CUSIP: 36176MXG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     231835 | PA      | $222502.12     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642290                      | CUSIP: 36291YRK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8673 | PA      | $8800.19       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643644                      | CUSIP: 36292BBM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75684 | PA      | $76837.90      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607267                      | CUSIP: 36201YTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6954 | PA      | $7165.98       | 0.00%             | 2034-10-15      | 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        |      13011 | PA      | $13354.81      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598176                      | CUSIP: 36200DQ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17326 | PA      | $17565.52      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5818                      | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29380 | PA      | $28373.03      | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626266                      | CUSIP: 36291EW31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40833 | PA      | $41451.36      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497356                      | CUSIP: 36210NQH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19536 | PA      | $19811.74      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8261                      | CUSIP: 36178VFA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73892 | PA      | $68555.62      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2075                      | CUSIP: 36179QJU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67026 | PA      | $65693.09      | 0.00%             | 2044-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627899                      | CUSIP: 36291GRU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80355 | PA      | $80682.77      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614514                      | CUSIP: 36290QVF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17373 | PA      | $17588.23      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479060                      | CUSIP: 36209RE90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4010 | PA      | $4116.12       | 0.00%             | 2030-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602924                      | CUSIP: 36200JYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28556 | PA      | $29031.43      | 0.00%             | 2036-01-15      | 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        |       4441 | PA      | $4448.53       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585116                      | CUSIP: 36201KAR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        394 | PA      | $403.64        | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469790                      | CUSIP: 36209E2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         80 | PA      | $82.05         | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609443                      | CUSIP: 36202UBL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        356 | PA      | $357.66        | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501295                      | CUSIP: 36210S3C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2084 | PA      | $2113.49       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 3.5 8/25                  | CUSIP: 01F032682<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -43375000 | PA      | $-38747768.01  | -0.35%            | 2025-08-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609720                      | CUSIP: 36202UK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21223 | PA      | $21558.89      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631183                      | CUSIP: 36291LFY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30927 | PA      | $31404.04      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619829                      | CUSIP: 36290WSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3993 | PA      | $4003.61       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8426                      | CUSIP: 36178VLF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1422172 | PA      | $1257843.57    | 0.01%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A85581                      | CUSIP: 312932FW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15312 | PA      | $15407.06      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5768                      | CUSIP: 36178SMR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140818 | PA      | $131301.32     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60239                      | CUSIP: 31335AHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     232184 | PA      | $228132.22     | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ1147                      | CUSIP: 36182VHY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     513240 | PA      | $457639.65     | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3690                      | CUSIP: 36178BC37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117620 | PA      | $109345.44     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758314                      | CUSIP: 36230TGX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1197006 | PA      | $1147965.84    | 0.01%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565672                      | CUSIP: 36213VMV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1553 | PA      | $1594.24       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548770                      | CUSIP: 36213AT38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5102 | PA      | $5236.82       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778972                      | CUSIP: 36176XFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135131 | PA      | $125624.27     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706718                      | CUSIP: 36297BDX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22025 | PA      | $21644.91      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783976                      | CUSIP: 3622A2MZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6008086 | PA      | $5556195.89    | 0.05%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479607                      | CUSIP: 36209RYC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19937 | PA      | $19123.74      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473451                      | CUSIP: 36209J5L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8073 | PA      | $8286.43       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587791                      | CUSIP: 36201M7C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4085 | PA      | $4137.99       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714594                      | CUSIP: 36297K3B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21752 | PA      | $21415.04      | 0.00%             | 2039-07-15      | 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        |      10822 | PA      | $10627.90      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594626                      | CUSIP: 36201VSP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26116 | PA      | $26535.55      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631334                      | CUSIP: 36291LLP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10244 | PA      | $10287.42      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620100                      | CUSIP: 36290W3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15483 | PA      | $15891.17      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08741                      | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5046317 | PA      | $4448492.18    | 0.04%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615639                      | CUSIP: 36290R4Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34992 | PA      | $34611.97      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2614                      | CUSIP: 36184M3X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41148 | PA      | $39050.64      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 389807                      | CUSIP: 36205GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39395 | PA      | $40381.06      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749231                      | CUSIP: 3620C5LL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     989751 | PA      | $965721.01     | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                         | BZW TRIPARTY TREASURY          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |   42800000 | PA      | $42800000.00   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634662                      | CUSIP: 36291QB78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66167 | PA      | $67275.13      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503436                      | CUSIP: 36210VHM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        380 | PA      | $389.75        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611076                      | CUSIP: 36202V2H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53373 | PA      | $53997.18      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726139                      | CUSIP: 3620ACV84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117153 | PA      | $115088.26     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597975                      | CUSIP: 36200DJU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24586 | PA      | $24667.15      | 0.00%             | 2033-08-15      | 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        |       1227 | PA      | $1256.17       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510304                      | CUSIP: 36211D3M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5313 | PA      | $5453.09       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593330                      | CUSIP: 36201UEB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2629 | PA      | $2662.49       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610255                      | CUSIP: 36202U5Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46182 | PA      | $46368.57      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606696                      | CUSIP: 36201X7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13937 | PA      | $14255.44      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1713                      | CUSIP: 36180C3W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1250783 | PA      | $1107418.01    | 0.01%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546597                      | CUSIP: 36212XGE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38991 | PA      | $39628.35      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583685                      | CUSIP: 36201HNA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10843 | PA      | $10876.82      | 0.00%             | 2033-09-15      | 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        |      43840 | PA      | $45168.18      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628006                      | CUSIP: 36291GU79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37029 | PA      | $37180.29      | 0.00%             | 2034-03-15      | 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        |      19030 | PA      | $19089.83      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q57124                      | CUSIP: 3132Y04J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7547 | PA      | $6861.95       | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778874                      | CUSIP: 36176XCK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     198242 | PA      | $184457.80     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430349                      | CUSIP: 36207FBS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33202 | PA      | $31854.10      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781118                      | CUSIP: 36225BG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24920 | PA      | $25579.09      | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598679                      | CUSIP: 36200ECQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129803 | PA      | $131527.08     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595038                      | CUSIP: 36200ABF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2156 | PA      | $2180.19       | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553125                      | CUSIP: 36213FPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35010 | PA      | $35886.37      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604674                      | CUSIP: 36200MXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14130 | PA      | $14310.15      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590452                      | CUSIP: 36201Q5M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14132 | PA      | $14496.63      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616419                      | CUSIP: 36290SYQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35550 | PA      | $36040.56      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547492                      | CUSIP: 36212YF99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        746 | PA      | $765.30        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7349                      | CUSIP: 36178UEW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     359920 | PA      | $333831.80     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503777                      | CUSIP: 36210VUA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13990 | PA      | $14359.93      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631302                      | CUSIP: 36291LKP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89649 | PA      | $91171.40      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1669                      | CUSIP: 36178L2A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65677 | PA      | $60764.83      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0264                      | CUSIP: 36177WJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115492 | PA      | $106970.76     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454639                      | CUSIP: 36208MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2355 | PA      | $2417.29       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778846                      | CUSIP: 36176XBP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162339 | PA      | $151367.24     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530781                      | CUSIP: 36212DUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50328 | PA      | $50899.09      | 0.00%             | 2032-12-15      | 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        |      29949 | PA      | $30907.97      | 0.00%             | 2037-04-15      | 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        |      12095 | PA      | $12265.39      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7353                      | CUSIP: 36180KE23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140382 | PA      | $130169.81     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635972                      | CUSIP: 36291RQZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32742 | PA      | $33705.79      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-144 ZX                | CUSIP: 38378UZQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7798466 | PA      | $6853075.26    | 0.06%             | 2043-01-20      | 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        |     658051 | PA      | $601241.76     | 0.01%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509071                      | CUSIP: 36211CQY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1822 | PA      | $1870.69       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615655                      | CUSIP: 36290R5Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        532 | PA      | $534.15        | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581142                      | CUSIP: 36201ES76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        842 | PA      | $851.21        | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1921                      | CUSIP: 36179QD24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2499617 | PA      | $2450953.26    | 0.02%             | 2044-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705429                      | CUSIP: 36296YVW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113938 | PA      | $112044.19     | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9301                      | CUSIP: 36180NKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     422609 | PA      | $377712.97     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615942                      | CUSIP: 36290SHT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184577 | PA      | $182584.54     | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632850                      | CUSIP: 36291NBT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28826 | PA      | $29303.70      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581642                      | CUSIP: 36201FEP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3313 | PA      | $3389.92       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562379                      | CUSIP: 36213RXG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43329 | PA      | $44017.43      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 662414                      | CUSIP: 36294W3X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54187 | PA      | $55187.07      | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566644                      | CUSIP: 36213WP59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        287 | PA      | $294.04        | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501044                      | CUSIP: 36210SS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3689 | PA      | $3786.84       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480004                      | CUSIP: 36209SGM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2431 | PA      | $2465.64       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783366                      | CUSIP: 36241LW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2068 | PA      | $2081.34       | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594086                      | CUSIP: 36201U6X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19555 | PA      | $19853.59      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM4476                      | CUSIP: 3140J86N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38486 | PA      | $37899.29      | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1576                      | CUSIP: 36178LXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14292 | PA      | $13294.17      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7053                      | CUSIP: 36179VZS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   90160870 | PA      | $78995798.93   | 0.71%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572072                      | CUSIP: 36200TQZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31161 | PA      | $31629.76      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564753                      | CUSIP: 36213UMA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3606 | PA      | $3700.92       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766897                      | CUSIP: 36176HX25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27217 | PA      | $26091.86      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587548                      | CUSIP: 36201MWH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56192 | PA      | $57006.48      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3428                        | CUSIP: 36202DYZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17786 | PA      | $17865.85      | 0.00%             | 2033-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765299                      | CUSIP: 36176F7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38207 | PA      | $37543.91      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607121                      | CUSIP: 36201YPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21049 | PA      | $21310.06      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553858                      | CUSIP: 36213GJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7742 | PA      | $7946.81       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510580                      | CUSIP: 36211EFV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33730 | PA      | $34263.77      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577982                      | CUSIP: 36201BCT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8925 | PA      | $9128.93       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650694                      | CUSIP: 36292J3B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4126 | PA      | $4073.52       | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640187                      | CUSIP: 36291WF48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8920 | PA      | $9066.70       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507489                      | CUSIP: 36211AXS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        817 | PA      | $838.42        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782662                      | CUSIP: 36241K5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9111 | PA      | $9281.65       | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5301                      | CUSIP: 36179E3J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     324611 | PA      | $290704.10     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474670                      | CUSIP: 36209LJP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1114 | PA      | $1143.51       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748082                      | CUSIP: 3620C4CT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114644 | PA      | $112538.06     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434343                      | CUSIP: 36207KP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7398 | PA      | $7502.34       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572050                      | CUSIP: 36200TQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40555 | PA      | $41169.66      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8072                      | CUSIP: 36179W6H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12897885 | PA      | $12126559.23   | 0.11%             | 2037-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BU7427                      | CUSIP: 3140M9HD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     596295 | PA      | $535289.54     | 0.00%             | 2052-01-01      | 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        |      24054 | PA      | $23652.64      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622145                      | CUSIP: 36291AES4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8535 | PA      | $8661.29       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9189                      | CUSIP: 36178WF61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     457179 | PA      | $404777.38     | 0.00%             | 2042-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97046                      | CUSIP: 312945ZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4751 | PA      | $4682.39       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462674                      | CUSIP: 36208V6K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8664 | PA      | $8892.64       | 0.00%             | 2028-04-15      | 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        |        111 | PA      | $113.65        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600132                      | CUSIP: 36200FVZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10943 | PA      | $11193.03      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 679384                      | CUSIP: 36295SXM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2674 | PA      | $2685.30       | 0.00%             | 2038-05-15      | 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        |       6726 | PA      | $6887.12       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698371                      | CUSIP: 36296Q2C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     761325 | PA      | $764640.78     | 0.01%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564637                      | CUSIP: 36213UHN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3012 | PA      | $3091.62       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600024                      | CUSIP: 36200FSM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39679 | PA      | $40071.50      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564799                      | CUSIP: 36213UNQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2404 | PA      | $2455.05       | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651823                      | CUSIP: 36292LD43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6106 | PA      | $6132.10       | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578345                      | CUSIP: 36201BP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11980 | PA      | $12272.88      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620444                      | CUSIP: 36290XHV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11336 | PA      | $11210.95      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485678                      | CUSIP: 36209YQ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9523 | PA      | $9713.14       | 0.00%             | 2031-08-15      | 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        |      16990 | PA      | $17229.65      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719234                      | CUSIP: 3620A5BB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2225993 | PA      | $2235553.04    | 0.02%             | 2040-07-15      | 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        |      37762 | PA      | $37338.43      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4998                      | CUSIP: 36178RRT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247080 | PA      | $229631.12     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468094                      | CUSIP: 36209C7F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3686 | PA      | $3783.31       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615435                      | CUSIP: 36290RV42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        465 | PA      | $470.18        | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3032                      | CUSIP: 36179RLM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2392243 | PA      | $2076413.84    | 0.02%             | 2045-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473723                      | CUSIP: 36209KG85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3749 | PA      | $3848.24       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620195                      | CUSIP: 36290W7G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32731 | PA      | $33291.32      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763584                      | CUSIP: 36176ECV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     553267 | PA      | $531487.80     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452349                      | CUSIP: 36208JQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24717 | PA      | $25478.55      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553118                      | CUSIP: 36213FPB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14677 | PA      | $14816.96      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591925                      | CUSIP: 36201SSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45241 | PA      | $45818.52      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603246                      | CUSIP: 36200KET0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50382 | PA      | $50574.20      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 659105                      | CUSIP: 36294TGN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10722 | PA      | $10906.78      | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636918                      | CUSIP: 36291SSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65001 | PA      | $66017.10      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF3150                      | CUSIP: 36181JQB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     197162 | PA      | $176216.74     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618615                      | CUSIP: 36290VGY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1042 | PA      | $1073.10       | 0.00%             | 2034-07-15      | 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        |      23580 | PA      | $24321.11      | 0.00%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3994                        | CUSIP: 36202ENK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8718 | PA      | $8773.07       | 0.00%             | 2037-06-20      | 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        |     144171 | PA      | $141570.50     | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609351                      | CUSIP: 36202T5L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29953 | PA      | $30248.85      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464444                      | CUSIP: 36208X5D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7636 | PA      | $7743.67       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4495                        | CUSIP: 36202E7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     367533 | PA      | $361809.46     | 0.00%             | 2039-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1183                      | CUSIP: 36179AJ49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7974 | PA      | $7203.30       | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613819                      | CUSIP: 36290N4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9688 | PA      | $9722.93       | 0.00%             | 2033-07-15      | 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        |       3934 | PA      | $3880.84       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642421                      | CUSIP: 36291YVN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8674 | PA      | $8825.88       | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764536                      | CUSIP: 36176FEH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30629 | PA      | $30755.41      | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462819                      | CUSIP: 36208WDY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        829 | PA      | $828.71        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705613                      | CUSIP: 36296Y3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66997 | PA      | $64390.07      | 0.00%             | 2039-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723600                      | CUSIP: 3620A93H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34503 | PA      | $33934.52      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492945                      | CUSIP: 36210HTA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11492 | PA      | $11796.02      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626187                      | CUSIP: 36291EUL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6597 | PA      | $6701.03       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AY8206                      | CUSIP: 36196YDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     401172 | PA      | $364722.28     | 0.00%             | 2047-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735697                      | CUSIP: 3620APKJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     555343 | PA      | $557740.66     | 0.01%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768888                      | CUSIP: 36176K6Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     294705 | PA      | $295933.56     | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608159                      | CUSIP: 36202STQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21856 | PA      | $22179.84      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748638                      | CUSIP: 3620C4V72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2289562 | PA      | $2162812.93    | 0.02%             | 2040-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710683                      | CUSIP: 36297FRC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147831 | PA      | $145200.07     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469879                      | CUSIP: 36209E6Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1455 | PA      | $1493.33       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488506                      | CUSIP: 36210CU76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10004 | PA      | $10268.88      | 0.00%             | 2029-03-15      | 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        |      28778 | PA      | $28902.73      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736068                      | CUSIP: 3620APW50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171155 | PA      | $174375.19     | 0.00%             | 2040-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670389                      | CUSIP: 36295GXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     270264 | PA      | $271446.38     | 0.00%             | 2038-01-15      | 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        |       4058 | PA      | $4114.84       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C91738                      | CUSIP: 3128P74X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4735 | PA      | $4656.27       | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761863                      | CUSIP: 36176CFC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129215 | PA      | $123992.68     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585117                      | CUSIP: 36201KAS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8353 | PA      | $8555.17       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438596                      | CUSIP: 36207QGD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49685 | PA      | $46149.89      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604733                      | CUSIP: 36200MY64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3356 | PA      | $3402.40       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570517                      | CUSIP: 36200RYN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19611 | PA      | $20001.64      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604620                      | CUSIP: 36200MVM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7102 | PA      | $7024.05       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619479                      | CUSIP: 36290WFU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152062 | PA      | $154212.95     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611565                      | CUSIP: 36202WMN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5114 | PA      | $5190.49       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451215                      | CUSIP: 36208HGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5422 | PA      | $5565.24       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486516                      | CUSIP: 36210AN94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7844 | PA      | $8051.73       | 0.00%             | 2028-09-15      | 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        |       1563 | PA      | $1604.59       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646778                      | CUSIP: 36292EQ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15799 | PA      | $15943.81      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740134                      | CUSIP: 3620AUHK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20738 | PA      | $20347.85      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE8173                      | CUSIP: 36181CCJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     235759 | PA      | $230571.15     | 0.00%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580686                      | CUSIP: 36201ECX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11940 | PA      | $12115.46      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476276                      | CUSIP: 36209NCM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3559 | PA      | $3565.22       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604285                      | CUSIP: 36200MJ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     242003 | PA      | $242786.15     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620596                      | CUSIP: 36290XNM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31507 | PA      | $31958.43      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754088                      | CUSIP: 36230NRH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     217462 | PA      | $209625.06     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434248                      | CUSIP: 36207KL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        174 | PA      | $174.25        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96488                      | CUSIP: 312945F52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1069 | PA      | $1075.20       | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL3803                      | CUSIP: 3138ELGM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4981 | PA      | $4913.95       | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1379                      | CUSIP: 36180CQ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74142 | PA      | $68558.58      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564503                      | CUSIP: 36213UDG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6174 | PA      | $6297.22       | 0.00%             | 2031-11-15      | 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        |      44428 | PA      | $45053.81      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7825                      | CUSIP: 36179WVS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1029156 | PA      | $790862.51     | 0.01%             | 2052-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477006                      | CUSIP: 36209N3P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2095 | PA      | $2150.03       | 0.00%             | 2029-07-15      | 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        |       3653 | PA      | $3749.86       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744339                      | CUSIP: 3620AY4Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41679 | PA      | $39881.46      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 899948                      | CUSIP: 31410WZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3854 | PA      | $4086.08       | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553351                      | CUSIP: 36213FWL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50141 | PA      | $49597.41      | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0391                      | CUSIP: 36180SNG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3644 | PA      | $3346.47       | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619507                      | CUSIP: 36290WGQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3853 | PA      | $3899.85       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2621                      | CUSIP: 36184M4E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     302198 | PA      | $287898.09     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8706                      | CUSIP: 36178VU74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111244 | PA      | $102951.61     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606906                      | CUSIP: 36201YGP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41718 | PA      | $42257.50      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559755                      | CUSIP: 36213NZU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49726 | PA      | $50429.54      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739387                      | CUSIP: 3620ATNC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42918 | PA      | $43102.64      | 0.00%             | 2040-07-15      | 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        |     154107 | PA      | $154631.84     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK8569                      | CUSIP: 36183SQW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10459 | PA      | $9976.33       | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q07189                      | CUSIP: 3132GSKA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11794 | PA      | $11292.28      | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767564                      | CUSIP: 36176JQR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170488 | PA      | $167379.26     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644932                      | CUSIP: 36292CPR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21877 | PA      | $22243.54      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509970                      | CUSIP: 36211DQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20834 | PA      | $20920.12      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751884                      | CUSIP: 36230LCV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18505 | PA      | $18178.55      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471641                      | CUSIP: 36209G5A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        150 | PA      | $149.48        | 0.00%             | 2028-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475847                      | CUSIP: 36209MTC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        712 | PA      | $730.51        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7513                      | CUSIP: 36181BK25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2860498 | PA      | $2570043.97    | 0.02%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616414                      | CUSIP: 36290SYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54800 | PA      | $55018.41      | 0.00%             | 2034-05-15      | 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        |     339818 | PA      | $334044.24     | 0.00%             | 2040-02-15      | 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        |      24781 | PA      | $24887.03      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574880                      | CUSIP: 36200WUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4001 | PA      | $4045.58       | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757446                      | CUSIP: 36230SHX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     423063 | PA      | $414145.94     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403386                      | CUSIP: 36205XCX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12959 | PA      | $13005.08      | 0.00%             | 2033-09-15      | 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        |      54870 | PA      | $55103.71      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757578                      | CUSIP: 36230SM35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73804 | PA      | $71024.22      | 0.00%             | 2041-03-15      | 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        |      39408 | PA      | $37487.57      | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 797029                      | CUSIP: 36177RY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2690 | PA      | $2503.31       | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 654442                      | CUSIP: 36294NBK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20887 | PA      | $20978.00      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3897                      | CUSIP: 36178QKJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33504 | PA      | $29985.27      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476274                      | CUSIP: 36209NCK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1639 | PA      | $1681.89       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580978                      | CUSIP: 36201EM31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1342 | PA      | $1358.71       | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501838                      | CUSIP: 36210TPX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1019 | PA      | $1033.78       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5822                      | CUSIP: 36178DPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152983 | PA      | $137505.51     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5398                      | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7379764 | PA      | $6908179.43    | 0.06%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465963                      | CUSIP: 36209ATU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        181 | PA      | $186.08        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749862                      | CUSIP: 3620C6B79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155372 | PA      | $148808.81     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460872                      | CUSIP: 36208T6H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14340 | PA      | $14719.16      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473188                      | CUSIP: 36209JUM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6872 | PA      | $6968.44       | 0.00%             | 2029-01-15      | 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        |      45509 | PA      | $45682.69      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581081                      | CUSIP: 36201ERA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10308 | PA      | $10580.46      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614546                      | CUSIP: 36290QWF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111070 | PA      | $112603.21     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747936                      | CUSIP: 3620C34V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35042 | PA      | $35194.92      | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB2911                      | CUSIP: 3140QNGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2102929 | PA      | $1890413.52    | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3650                        | CUSIP: 36202EBT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15721 | PA      | $15537.03      | 0.00%             | 2034-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737707                      | CUSIP: 3620ARR45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29306 | PA      | $28116.59      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466422                      | CUSIP: 36209BD39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1898 | PA      | $1924.45       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741034                      | CUSIP: 3620AVHK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6289 | PA      | $6039.59       | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 889072                      | CUSIP: 31410GW90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75083 | PA      | $79300.58      | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644772                      | CUSIP: 36292CJR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28907 | PA      | $29028.60      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706864                      | CUSIP: 36297BJH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     798615 | PA      | $765604.39     | 0.01%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562432                      | CUSIP: 36213RY50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33617 | PA      | $34145.13      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608316                      | CUSIP: 36202SYM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22749 | PA      | $22841.91      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486877                      | CUSIP: 36210A2J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1210 | PA      | $1227.42       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756982                      | CUSIP: 36230RXK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44125 | PA      | $43349.93      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482926                      | CUSIP: 36209VPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5028 | PA      | $5098.95       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710511                      | CUSIP: 36297FKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     473153 | PA      | $454887.88     | 0.00%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574386                      | CUSIP: 36200WCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $36.15         | 0.00%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592222                      | CUSIP: 36201S4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93927 | PA      | $95256.29      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496670                      | CUSIP: 36210MW72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2333 | PA      | $2366.34       | 0.00%             | 2028-12-15      | 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        |      23881 | PA      | $24616.30      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564374                      | CUSIP: 36213T6K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3526 | PA      | $3619.31       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637915                      | CUSIP: 36291TVG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10817 | PA      | $11153.77      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607182                      | CUSIP: 36201YRB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77238 | PA      | $78369.87      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487825                      | CUSIP: 36210B4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     356711 | PA      | $350728.09     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721330                      | CUSIP: 3620A7LK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     256248 | PA      | $251820.89     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733317                      | CUSIP: 3620ALVJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37173 | PA      | $36523.41      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1080                      | CUSIP: 36181GFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20650 | PA      | $18522.80      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644021                      | CUSIP: 36292BPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38141 | PA      | $38797.30      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782055                      | CUSIP: 36241KH84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4935 | PA      | $5017.47       | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485525                      | CUSIP: 36209YLE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1481 | PA      | $1520.47       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613882                      | CUSIP: 36290N6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24115 | PA      | $24485.04      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605426                      | CUSIP: 36200NSP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55286 | PA      | $55509.13      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 601315                      | CUSIP: 36200HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23080 | PA      | $23391.00      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651756                      | CUSIP: 36292LBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3772 | PA      | $3833.96       | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471653                      | CUSIP: 36209G5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8645 | PA      | $8767.04       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570738                      | CUSIP: 36200SBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        165 | PA      | $165.26        | 0.00%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553189                      | CUSIP: 36213FRJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        723 | PA      | $731.03        | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711348                      | CUSIP: 36297GHZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1723 | PA      | $1768.19       | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740926                      | CUSIP: 3620AVD74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18446 | PA      | $18099.14      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622590                      | CUSIP: 36291AUP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4541 | PA      | $4663.88       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474712                      | CUSIP: 36209LKZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3834 | PA      | $3935.54       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652560                      | CUSIP: 36292L5V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59504 | PA      | $61255.72      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562476                      | CUSIP: 36213R2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49277 | PA      | $50018.12      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607370                      | CUSIP: 36201YW77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40789 | PA      | $41414.69      | 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        |      23052 | PA      | $23358.34      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718029                      | CUSIP: 3620A3VW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2953 | PA      | $2899.45       | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622372                      | CUSIP: 36291AMV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70085 | PA      | $71076.70      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733086                      | CUSIP: 3620ALNB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141385 | PA      | $138864.11     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493361                      | CUSIP: 36210JB64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27039 | PA      | $27420.22      | 0.00%             | 2028-12-15      | 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        |      21697 | PA      | $21783.98      | 0.00%             | 2033-10-15      | 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        |     136807 | PA      | $134472.93     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635425                      | CUSIP: 36291Q4J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4341 | PA      | $4476.63       | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0734                      | CUSIP: 36177WY79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35720 | PA      | $32408.73      | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603556                      | CUSIP: 36200KQH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36132 | PA      | $36618.54      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 426096                      | CUSIP: 36207AKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        345 | PA      | $344.92        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709047                      | CUSIP: 36297DWG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110937 | PA      | $106331.22     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575023                      | CUSIP: 36200WYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6081 | PA      | $6234.85       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604481                      | CUSIP: 36200MRA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        735 | PA      | $753.14        | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708590                      | CUSIP: 36297DF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4525 | PA      | $4452.66       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646786                      | CUSIP: 36292ERF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110187 | PA      | $112057.81     | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6407                      | CUSIP: 36178EDL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1454986 | PA      | $1306176.20    | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460780                      | CUSIP: 36208T2M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4624 | PA      | $4688.79       | 0.00%             | 2028-03-15      | 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        |      23126 | PA      | $23737.20      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480102                      | CUSIP: 36209SKP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2551 | PA      | $2618.43       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782918                      | CUSIP: 36241LG34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53317 | PA      | $53546.29      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497624                      | CUSIP: 36210NYV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4382 | PA      | $4443.32       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 523001                      | CUSIP: 36211UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6981 | PA      | $7147.90       | 0.00%             | 2032-02-15      | 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        |        116 | PA      | $119.43        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3376                      | CUSIP: 36179RXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47449 | PA      | $43367.82      | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615490                      | CUSIP: 36290RXT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     186308 | PA      | $184237.17     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604182                      | CUSIP: 36200MFX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33736 | PA      | $34201.34      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496174                      | CUSIP: 36210MFP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3855 | PA      | $3909.43       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483292                      | CUSIP: 36209V2Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5298 | PA      | $5372.49       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595598                      | CUSIP: 36200AUX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15579 | PA      | $15968.92      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619612                      | CUSIP: 36290WKZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110106 | PA      | $110480.40     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494322                      | CUSIP: 36210KD36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        677 | PA      | $694.47        | 0.00%             | 2029-02-15      | 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        |       1667 | PA      | $1697.70       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV6097                      | CUSIP: 36195GX24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     430183 | PA      | $389887.39     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5175                        | CUSIP: 36202FXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18572515 | PA      | $18255259.00   | 0.16%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742996                      | CUSIP: 3620AXNM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     468334 | PA      | $448384.86     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615938                      | CUSIP: 36290SHP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        892 | PA      | $904.79        | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723235                      | CUSIP: 3620A9PU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23888 | PA      | $23480.05      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741215                      | CUSIP: 3620AVN81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141222 | PA      | $138723.18     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548496                      | CUSIP: 36213AKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6008 | PA      | $6167.28       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602683                      | CUSIP: 36200JRC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50310 | PA      | $51004.71      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592603                      | CUSIP: 36201TKQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4922 | PA      | $4991.99       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1884                      | CUSIP: 36183XCV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56310 | PA      | $50132.12      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567883                      | CUSIP: 36213X2Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54905 | PA      | $56063.01      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM5827                      | CUSIP: 36184VPL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     541571 | PA      | $515014.30     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0834                      | CUSIP: 36180B4T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     410240 | PA      | $359695.96     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK3775                      | CUSIP: 3131X7FQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7502 | PA      | $7415.22       | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642004                      | CUSIP: 36291YGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4333 | PA      | $4465.46       | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 782156                      | CUSIP: 36241KMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21371 | PA      | $21502.62      | 0.00%             | 2037-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553965                      | CUSIP: 36213GMN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46600 | PA      | $47831.98      | 0.00%             | 2031-10-15      | 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        |         45 | PA      | $46.04         | 0.00%             | 2029-07-15      | 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        |       1499 | PA      | $1539.14       | 0.00%             | 2031-08-15      | 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        |        184 | PA      | $186.46        | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610366                      | CUSIP: 36202VCB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19034 | PA      | $19273.73      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612032                      | CUSIP: 36202W4R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11158 | PA      | $11174.81      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602635                      | CUSIP: 36200JPU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34455 | PA      | $35390.22      | 0.00%             | 2033-01-15      | 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        |      29864 | PA      | $30284.30      | 0.00%             | 2028-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632822                      | CUSIP: 36291NAX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2460 | PA      | $2470.51       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1732                      | CUSIP: 36179A4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     326345 | PA      | $295702.48     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469883                      | CUSIP: 36209E6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3872 | PA      | $3974.85       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682444                      | CUSIP: 36295WER4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     270842 | PA      | $266067.81     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791579                      | CUSIP: 36177KXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4877 | PA      | $4659.53       | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ0594                      | CUSIP: 3140NUUU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17424013 | PA      | $17439009.85   | 0.16%             | 2029-03-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462843                      | CUSIP: 36208WEQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        994 | PA      | $1019.98       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634417                      | CUSIP: 36291PYN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25545 | PA      | $25938.90      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628072                      | CUSIP: 36291GW93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27527 | PA      | $27625.75      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557702                      | CUSIP: 36213LRX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6174 | PA      | $6336.85       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7112                      | CUSIP: 36181A3V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     465176 | PA      | $417429.05     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468155                      | CUSIP: 36209DBY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24934 | PA      | $25592.90      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599946                      | CUSIP: 36200FP77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22798 | PA      | $23116.15      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482704                      | CUSIP: 36209VGM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        161 | PA      | $165.76        | 0.00%             | 2028-08-15      | 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        |        249 | PA      | $255.35        | 0.00%             | 2028-07-15      | 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        |      16104 | PA      | $16529.75      | 0.00%             | 2029-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506636                      | CUSIP: 36210YY90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        180 | PA      | $182.58        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QD5823                      | CUSIP: 3133B3PG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1514572 | PA      | $1361514.15    | 0.01%             | 2052-01-01      | 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        |     244917 | PA      | $229727.80     | 0.00%             | 2042-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481226                      | CUSIP: 36209TSP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2605 | PA      | $2673.80       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486769                      | CUSIP: 36210AW60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2701 | PA      | $2772.18       | 0.00%             | 2028-12-15      | 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        |       3632 | PA      | $3727.65       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605373                      | CUSIP: 36200NQ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14091 | PA      | $14294.70      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779220                      | CUSIP: 36176XPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26430 | PA      | $23875.83      | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497261                      | CUSIP: 36210NMJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        503 | PA      | $509.65        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484948                      | CUSIP: 36209XWH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        815 | PA      | $815.04        | 0.00%             | 2028-11-15      | 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        |       7533 | PA      | $7731.84       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633742                      | CUSIP: 36291PBK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69141 | PA      | $70264.24      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473882                      | CUSIP: 36209KM70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3781 | PA      | $3880.67       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592613                      | CUSIP: 36201TK22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19929 | PA      | $20179.31      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763825                      | CUSIP: 36176ELE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12060 | PA      | $12110.20      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480093                      | CUSIP: 36209SKE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1402 | PA      | $1421.88       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610380                      | CUSIP: 36202VCR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46760 | PA      | $47364.59      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529966                      | CUSIP: 36212CW31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49876 | PA      | $51205.52      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711228                      | CUSIP: 36297GD98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5953 | PA      | $5977.93       | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ3926                      | CUSIP: 36182YLF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25926 | PA      | $23011.69      | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550726                      | CUSIP: 36213CYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28822 | PA      | $28418.59      | 0.00%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592008                      | CUSIP: 36201SU98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1190 | PA      | $1193.95       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611222                      | CUSIP: 36202WAX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40254 | PA      | $40883.00      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769784                      | CUSIP: 36176L6V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16288 | PA      | $15606.34      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634233                      | CUSIP: 36291PSW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48270 | PA      | $49074.31      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0702                      | CUSIP: 36181FX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14691 | PA      | $13120.07      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581770                      | CUSIP: 36201FJP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1402 | PA      | $1410.77       | 0.00%             | 2032-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483508                      | CUSIP: 36209WDM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        700 | PA      | $718.45        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552310                      | CUSIP: 36213ER73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2190 | PA      | $2236.04       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4962                      | CUSIP: 36179TQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1841581 | PA      | $1675115.37    | 0.02%             | 2048-01-20      | 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        |      45283 | PA      | $41199.21      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486970                      | CUSIP: 36210A6F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8386 | PA      | $8503.87       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780822                      | CUSIP: 36225A4F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3765 | PA      | $3864.93       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495848                      | CUSIP: 36210LZM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        100 | PA      | $99.95         | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636295                      | CUSIP: 36291R3C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16642 | PA      | $16710.60      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478433                      | CUSIP: 36209QPS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1195 | PA      | $1226.79       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782429                      | CUSIP: 36241KVW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63617 | PA      | $63894.74      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726247                      | CUSIP: 3620ACZL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     291317 | PA      | $270432.21     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457924                      | CUSIP: 36208QVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4728 | PA      | $4795.09       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757596                      | CUSIP: 36230SNM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     188081 | PA      | $180409.95     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425318                      | CUSIP: 36206YPB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5759 | PA      | $5911.55       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08625                      | CUSIP: 3128MJVT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1233812 | PA      | $1203712.35    | 0.01%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623765                      | CUSIP: 36291B6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     221198 | PA      | $224327.65     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582202                      | CUSIP: 36201FX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21655 | PA      | $22028.91      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509876                      | CUSIP: 36211DMZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        746 | PA      | $745.25        | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635268                      | CUSIP: 36291QW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41681 | PA      | $42357.93      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764410                      | CUSIP: 36176FAK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32331 | PA      | $32470.20      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640212                      | CUSIP: 36291WGV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10738 | PA      | $10919.98      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740925                      | CUSIP: 3620AVD66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26808 | PA      | $25760.99      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645799                      | CUSIP: 36292DNQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20018 | PA      | $20105.01      | 0.00%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734097                      | CUSIP: 3620AMRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     208633 | PA      | $205179.58     | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738003                      | CUSIP: 3620AR3L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1633 | PA      | $1604.39       | 0.00%             | 2041-02-15      | 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        |     585242 | PA      | $560416.98     | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615890                      | CUSIP: 36290SF71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194986 | PA      | $195715.34     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3555                        | CUSIP: 36202D5Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     326929 | PA      | $328682.99     | 0.00%             | 2034-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493469                      | CUSIP: 36210JFJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5449 | PA      | $5593.09       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630943                      | CUSIP: 36291K5C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11084 | PA      | $11255.46      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763501                      | CUSIP: 36176EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55957 | PA      | $54940.42      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733734                      | CUSIP: 3620AMEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11774 | PA      | $11319.68      | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q54982                      | CUSIP: 3132XXRC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      52179 | PA      | $47473.44      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723283                      | CUSIP: 3620A9RC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95449 | PA      | $93760.06      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9669                      | CUSIP: 36179YW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  200047144 | PA      | $203535726.11  | 1.84%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1010                      | CUSIP: 36179NDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99688 | PA      | $87733.07      | 0.00%             | 2043-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736158                      | CUSIP: 3620APZX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24587 | PA      | $24138.18      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585108                      | CUSIP: 36201KAH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13442 | PA      | $13618.18      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704262                      | CUSIP: 36296XMK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46593 | PA      | $46795.28      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3984                        | CUSIP: 36202EM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6953 | PA      | $6996.37       | 0.00%             | 2037-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483850                      | CUSIP: 36209WQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15326 | PA      | $15541.78      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469204                      | CUSIP: 36209EGM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1592 | PA      | $1634.22       | 0.00%             | 2028-03-15      | 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        |        965 | PA      | $990.60        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BA9298                      | CUSIP: 3617ANKK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     912986 | PA      | $827465.49     | 0.01%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745062                      | CUSIP: 3620C0WX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     608316 | PA      | $598202.90     | 0.01%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                              | SOCGEN TRIPARTY TSY            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | RA               | CORP              | US        |   33500000 | PA      | $33500000.00   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583037                      | CUSIP: 36201GV69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25772 | PA      | $26082.91      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443689                      | CUSIP: 36207V2W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10179 | PA      | $10322.73      | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616483                      | CUSIP: 36290S2Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24177 | PA      | $24233.59      | 0.00%             | 2034-06-15      | 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        |      37331 | PA      | $36842.01      | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587465                      | CUSIP: 36201MTW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14456 | PA      | $14789.60      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446689                      | CUSIP: 36208CF69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2126 | PA      | $2181.92       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599862                      | CUSIP: 36200FMK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16930 | PA      | $17158.14      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605147                      | CUSIP: 36200NHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22087 | PA      | $22426.03      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783276                      | CUSIP: 36241LT97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2283304 | PA      | $2243217.66    | 0.02%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464353                      | CUSIP: 36208XZS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3895 | PA      | $3997.85       | 0.00%             | 2028-11-15      | 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        |         47 | PA      | $48.07         | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712738                      | CUSIP: 36297HZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20752 | PA      | $20415.95      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG0440                      | CUSIP: 36181TPZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13662 | PA      | $12305.53      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742405                      | CUSIP: 3620AWYA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25893 | PA      | $26005.74      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741205                      | CUSIP: 3620AVNW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10419 | PA      | $10235.97      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC3797                      | CUSIP: 3617B7GE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120547 | PA      | $109255.26     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485119                      | CUSIP: 36209X4C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4742 | PA      | $4808.80       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563255                      | CUSIP: 36213SWQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7999 | PA      | $8212.51       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698558                      | CUSIP: 36296RB30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        606 | PA      | $608.45        | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1090                      | CUSIP: 36179NF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     677888 | PA      | $625841.58     | 0.01%             | 2043-06-20      | 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        |      20370 | PA      | $19321.44      | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473469                      | CUSIP: 36209J6E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3492 | PA      | $3584.09       | 0.00%             | 2028-04-15      | 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        |       8536 | PA      | $8762.06       | 0.00%             | 2031-07-15      | 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        |       1521 | PA      | $1561.00       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8624                      | CUSIP: 36178GSM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122415 | PA      | $113166.36     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566518                      | CUSIP: 36213WK70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8998 | PA      | $8893.12       | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572205                      | CUSIP: 36200TU63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50917 | PA      | $51120.20      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5017                        | CUSIP: 36202FSE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     296246 | PA      | $291272.62     | 0.00%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610256                      | CUSIP: 36202U5R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7821 | PA      | $7839.38       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736761                      | CUSIP: 3620AQQN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147201 | PA      | $132807.30     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501427                      | CUSIP: 36210TA48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        221 | PA      | $224.11        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484554                      | CUSIP: 36209XH78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3440 | PA      | $3531.48       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Securities LLC                                      | JPM TRIPARTY TREAS FICC        | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |   50000000 | PA      | $50000000.00   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572181                      | CUSIP: 36200TUE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27573 | PA      | $27664.62      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781039                      | CUSIP: 36225BEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12691 | PA      | $13027.01      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782989                      | CUSIP: 36241LKA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163846 | PA      | $160992.40     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490576                      | CUSIP: 36210E6M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3999 | PA      | $4104.92       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6446                      | CUSIP: 36181AET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70906 | PA      | $65566.85      | 0.00%             | 2044-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783081                      | CUSIP: 36241LM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192438 | PA      | $185009.34     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605430                      | CUSIP: 36200NST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     603052 | PA      | $605485.14     | 0.01%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626700                      | CUSIP: 36291FGH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7718 | PA      | $7837.16       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756948                      | CUSIP: 36230RWH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     257385 | PA      | $252743.40     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460669                      | CUSIP: 36208TW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1235 | PA      | $1267.39       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599643                      | CUSIP: 36200FEQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14189 | PA      | $14364.73      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493535                      | CUSIP: 36210JHL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7585 | PA      | $7785.86       | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565117                      | CUSIP: 36213UYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79102 | PA      | $80220.96      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603995                      | CUSIP: 36200K7G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35137 | PA      | $35248.09      | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574174                      | CUSIP: 36200V2F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24819 | PA      | $25370.66      | 0.00%             | 2032-01-15      | 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        |        641 | PA      | $650.42        | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550722                      | CUSIP: 36213CYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10197 | PA      | $10363.12      | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604586                      | CUSIP: 36200MUK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41733 | PA      | $41875.23      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615554                      | CUSIP: 36290RZT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7156 | PA      | $7238.44       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799085                      | CUSIP: 36177UCX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     214057 | PA      | $205406.04     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611491                      | CUSIP: 36202WKC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1174 | PA      | $1205.72       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3802                      | CUSIP: 36179SGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   44085781 | PA      | $39081053.23   | 0.35%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620627                      | CUSIP: 36290XPL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83063 | PA      | $84321.22      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 404729                      | CUSIP: 36205YSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        224 | PA      | $223.96        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746305                      | CUSIP: 3620C2DJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108291 | PA      | $106204.58     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637270                      | CUSIP: 36291S6F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5663 | PA      | $5739.90       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6408                      | CUSIP: 36178EDM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57097 | PA      | $51320.61      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490927                      | CUSIP: 36210FLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1078 | PA      | $1106.85       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485929                      | CUSIP: 36209YY28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4495 | PA      | $4613.70       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471614                      | CUSIP: 36209G3X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3830 | PA      | $3883.76       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403390                      | CUSIP: 36205XC36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10343 | PA      | $10479.98      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603132                      | CUSIP: 36200KA98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17571 | PA      | $17996.10      | 0.00%             | 2033-10-15      | 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        |       2442 | PA      | $2507.07       | 0.00%             | 2028-11-15      | 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        |      11710 | PA      | $12019.24      | 0.00%             | 2031-12-15      | 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        |        321 | PA      | $327.91        | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737809                      | CUSIP: 3620ARVA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58370 | PA      | $56072.70      | 0.00%             | 2040-12-15      | 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        |    1855668 | PA      | $1730127.63    | 0.02%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644939                      | CUSIP: 36292CPY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10518 | PA      | $10838.29      | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708645                      | CUSIP: 36297DHW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126943 | PA      | $124714.53     | 0.00%             | 2040-02-15      | 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        |      18100 | PA      | $17338.32      | 0.00%             | 2041-07-15      | 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        |      11521 | PA      | $10285.16      | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501535                      | CUSIP: 36210TEG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3796 | PA      | $3896.80       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581537                      | CUSIP: 36201FBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3480 | PA      | $3571.75       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610943                      | CUSIP: 36202VWC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60242 | PA      | $61194.53      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597588                      | CUSIP: 36200C2V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5313 | PA      | $5335.74       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507748                      | CUSIP: 36211BBR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7499 | PA      | $7604.46       | 0.00%             | 2029-04-15      | 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        |      16920 | PA      | $16989.20      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734153                      | CUSIP: 3620AMTJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     772998 | PA      | $741757.94     | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510393                      | CUSIP: 36211D7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1145 | PA      | $1174.85       | 0.00%             | 2029-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735210                      | CUSIP: 3620ANYF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29890 | PA      | $28699.53      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626119                      | CUSIP: 36291ESG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19049 | PA      | $19339.64      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597329                      | CUSIP: 36200CSS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2956 | PA      | $3000.29       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592354                      | CUSIP: 36201TBX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9185 | PA      | $9219.58       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555051                      | CUSIP: 36213HTG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31584 | PA      | $32062.21      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460759                      | CUSIP: 36208TZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1630 | PA      | $1672.69       | 0.00%             | 2028-02-15      | 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        |       5808 | PA      | $5890.29       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602657                      | CUSIP: 36200JQJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94855 | PA      | $96228.97      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2347                      | CUSIP: 36180UTC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     323798 | PA      | $299414.74     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488234                      | CUSIP: 36210CLP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1210 | PA      | $1242.33       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498283                      | CUSIP: 36210PRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11146 | PA      | $11303.25      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641582                      | CUSIP: 36291XXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1481 | PA      | $1487.36       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724681                      | CUSIP: 3620ABCS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122530 | PA      | $124926.68     | 0.00%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764492                      | CUSIP: 36176FC55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59223 | PA      | $59472.36      | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 673315                      | CUSIP: 36295LAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82103 | PA      | $72643.23      | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 531066                      | CUSIP: 36212D6B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1196 | PA      | $1200.09       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543934                      | CUSIP: 36212UHK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3587 | PA      | $3681.99       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739144                      | CUSIP: 3620ATER4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157360 | PA      | $154597.29     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621788                      | CUSIP: 36290YXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7976 | PA      | $8097.21       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638732                      | CUSIP: 36291USV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8878 | PA      | $8917.20       | 0.00%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705117                      | CUSIP: 36296YK68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40978 | PA      | $41157.18      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548302                      | CUSIP: 36213ADF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5567 | PA      | $5588.17       | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6995                      | CUSIP: 36179VXY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   37735816 | PA      | $31787817.23   | 0.29%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725707                      | CUSIP: 3620ACGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125409 | PA      | $123207.67     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0703                      | CUSIP: 36181FX89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8430 | PA      | $7467.94       | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626015                      | CUSIP: 36291EN80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66744 | PA      | $67773.92      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6130                      | CUSIP: 36178DY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     450733 | PA      | $404634.21     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471590                      | CUSIP: 36209G2X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6170 | PA      | $6256.53       | 0.00%             | 2028-10-15      | 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        |      13918 | PA      | $14114.20      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747948                      | CUSIP: 3620C35H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     451362 | PA      | $433325.50     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611559                      | CUSIP: 36202WMG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64388 | PA      | $65321.22      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776802                      | CUSIP: 36176UX75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96137 | PA      | $89168.53      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636774                      | CUSIP: 36291SMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16868 | PA      | $17106.10      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611005                      | CUSIP: 36202VYA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66026 | PA      | $66295.92      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425346                      | CUSIP: 36206YP70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19849 | PA      | $20128.45      | 0.00%             | 2029-03-15      | 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        |         56 | PA      | $57.32         | 0.00%             | 2029-01-15      | 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        |       3386 | PA      | $3475.07       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG2325                      | CUSIP: 36181VSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140554 | PA      | $137725.96     | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769623                      | CUSIP: 36176LYU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     627615 | PA      | $583124.15     | 0.01%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503503                      | CUSIP: 36210VKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21450 | PA      | $22016.89      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1155                      | CUSIP: 36179NH84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164803 | PA      | $144736.15     | 0.00%             | 2043-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600457                      | CUSIP: 36200GB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6752 | PA      | $6786.06       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666344                      | CUSIP: 36295CHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56426 | PA      | $50759.50      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 411002                      | CUSIP: 36206GRX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6073 | PA      | $5974.77       | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AH3745                      | CUSIP: 3138A5ET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1809 | PA      | $1797.47       | 0.00%             | 2026-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457778                      | CUSIP: 36208QQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        176 | PA      | $180.24        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573738                      | CUSIP: 36200VLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1468 | PA      | $1503.39       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770597                      | CUSIP: 36176M3E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4450 | PA      | $4266.74       | 0.00%             | 2041-08-15      | 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        |      31947 | PA      | $31386.08      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545072                      | CUSIP: 36212VQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4229 | PA      | $4340.82       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759416                      | CUSIP: 36230UN96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119861 | PA      | $114906.64     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646904                      | CUSIP: 36292EU57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9872 | PA      | $10037.73      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796107                      | CUSIP: 36177QYD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     610804 | PA      | $568000.31     | 0.01%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616016                      | CUSIP: 36290SK59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39390 | PA      | $39533.66      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490676                      | CUSIP: 36210FCM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        444 | PA      | $455.25        | 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        |       3194 | PA      | $3239.36       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466125                      | CUSIP: 36209AYW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9514 | PA      | $9647.69       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733524                      | CUSIP: 3620AL4H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     240543 | PA      | $231183.88     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2303 ZK                    | CUSIP: 3133TSTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40920 | PA      | $41864.08      | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678552                      | CUSIP: 36295RZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15176 | PA      | $15241.79      | 0.00%             | 2038-04-15      | 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        |      19562 | PA      | $19643.67      | 0.00%             | 2035-05-15      | 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        |       5271 | PA      | $5215.60       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649514                      | CUSIP: 36292HSB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62457 | PA      | $63383.47      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05926                      | CUSIP: 3128M74K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3319 | PA      | $3339.66       | 0.00%             | 2040-07-01      | 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        |       1263 | PA      | $1268.02       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509413                      | CUSIP: 36211C3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         67 | PA      | $69.15         | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5077                      | CUSIP: 36179TUA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3614372 | PA      | $3285400.59    | 0.03%             | 2048-03-20      | 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        |     566169 | PA      | $510375.86     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638191                      | CUSIP: 36291T7C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9560 | PA      | $9713.28       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615692                      | CUSIP: 36290R7D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95863 | PA      | $96093.94      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621758                      | CUSIP: 36290YWT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9620 | PA      | $9755.77       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464851                      | CUSIP: 36208YL80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3441 | PA      | $3489.03       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK4648                      | CUSIP: 36183NEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1019694 | PA      | $902202.57     | 0.01%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8111                      | CUSIP: 36178GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25894 | PA      | $23944.35      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5932                      | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14182230 | PA      | $13696337.12   | 0.12%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464755                      | CUSIP: 36208YH85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2962 | PA      | $3040.73       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573044                      | CUSIP: 36200US97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40545 | PA      | $38692.09      | 0.00%             | 2042-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597983                      | CUSIP: 36200DJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8371 | PA      | $8404.98       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2890                      | CUSIP: 36178NF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200986 | PA      | $181720.51     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620123                      | CUSIP: 36290W4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70304 | PA      | $71481.37      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736548                      | CUSIP: 3620AQHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     245261 | PA      | $241147.33     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638421                      | CUSIP: 36291UG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2102 | PA      | $2110.87       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650115                      | CUSIP: 36292JGY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4288 | PA      | $4353.49       | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605232                      | CUSIP: 36200NLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33498 | PA      | $34001.61      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711645                      | CUSIP: 36297GTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     331599 | PA      | $307305.05     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690656                      | CUSIP: 36296GH95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     375742 | PA      | $359803.98     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577879                      | CUSIP: 36201A6Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7264 | PA      | $7425.70       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560772                      | CUSIP: 36213P6H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3365 | PA      | $3456.11       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572190                      | CUSIP: 36200TUP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37043 | PA      | $37381.95      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717168                      | CUSIP: 3620A2W51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38385 | PA      | $37735.23      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691714                      | CUSIP: 36296HN70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     364271 | PA      | $348819.14     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 448316                      | CUSIP: 36208EAR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1886 | PA      | $1935.71       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793219                      | CUSIP: 36177MSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20672 | PA      | $19173.36      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642606                      | CUSIP: 36291Y3P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41206 | PA      | $41911.93      | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510948                      | CUSIP: 36211ETD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        138 | PA      | $139.44        | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604060                      | CUSIP: 36200MB51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2668 | PA      | $2724.40       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC5503                      | CUSIP: 3617B9DG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     271356 | PA      | $245937.57     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461073                      | CUSIP: 36208UFN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7715 | PA      | $7823.49       | 0.00%             | 2027-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487430                      | CUSIP: 36210BPP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11832 | PA      | $11998.27      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627873                      | CUSIP: 36291GQ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57500 | PA      | $58492.98      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748527                      | CUSIP: 3620C4SQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17802 | PA      | $17489.14      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 410986                      | CUSIP: 36206GRF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22751 | PA      | $22367.81      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594541                      | CUSIP: 36201VP22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17327 | PA      | $17595.64      | 0.00%             | 2033-12-15      | 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        |       1134 | PA      | $1159.08       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628101                      | CUSIP: 36291GX68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138202 | PA      | $140295.40     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627124                      | CUSIP: 36291FVR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4799 | PA      | $4868.25       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746876                      | CUSIP: 3620C2XD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48295 | PA      | $47376.59      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530758                      | CUSIP: 36212DTP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7922 | PA      | $8033.14       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8698                      | CUSIP: 36179JUX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     283620 | PA      | $249303.77     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752904                      | CUSIP: 36230MGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40338 | PA      | $39720.46      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490103                      | CUSIP: 36210ENU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9739 | PA      | $9876.47       | 0.00%             | 2028-12-15      | 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        |        915 | PA      | $939.68        | 0.00%             | 2029-03-15      | 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        |        272 | PA      | $279.19        | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605427                      | CUSIP: 36200NSQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        342 | PA      | $347.50        | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626766                      | CUSIP: 36291FJK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139240 | PA      | $141209.90     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640892                      | CUSIP: 36291W7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6352 | PA      | $6378.43       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570575                      | CUSIP: 36200R2G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21703 | PA      | $21925.97      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635237                      | CUSIP: 36291QV68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2672 | PA      | $2683.16       | 0.00%             | 2034-11-15      | 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        |       6604 | PA      | $6632.56       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578255                      | CUSIP: 36201BMC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4300 | PA      | $4359.14       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711674                      | CUSIP: 36297GT75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36039 | PA      | $32366.27      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498194                      | CUSIP: 36210PNK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9568 | PA      | $9729.94       | 0.00%             | 2031-05-15      | 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        |       3402 | PA      | $3475.40       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0710                      | CUSIP: 36181FYF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77448 | PA      | $71500.64      | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5019                      | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2903183 | PA      | $2638942.09    | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553057                      | CUSIP: 36213FME0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2044 | PA      | $2066.38       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605834                      | CUSIP: 36201XBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39171 | PA      | $39586.95      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606847                      | CUSIP: 36201YEU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31220 | PA      | $31325.83      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610498                      | CUSIP: 36202VGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3676 | PA      | $3708.73       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751876                      | CUSIP: 36230LCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     288167 | PA      | $277042.56     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763488                      | CUSIP: 36176D6Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167138 | PA      | $160018.83     | 0.00%             | 2041-03-15      | 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        |    1910566 | PA      | $1874495.40    | 0.02%             | 2041-06-15      | 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        |       7651 | PA      | $7684.76       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495392                      | CUSIP: 36210LKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19598 | PA      | $20116.77      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740864                      | CUSIP: 3620AVB92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7194 | PA      | $7067.02       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733482                      | CUSIP: 3620AL2P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     265975 | PA      | $261178.42     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625299                      | CUSIP: 36291DUY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18738 | PA      | $19268.99      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466123                      | CUSIP: 36209AYU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1322 | PA      | $1357.33       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584143                      | CUSIP: 36201H5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47658 | PA      | $48283.06      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495924                      | CUSIP: 36210L4H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3326 | PA      | $3372.65       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650343                      | CUSIP: 36292JP45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22431 | PA      | $22527.68      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 981730                      | CUSIP: 31415BEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     103487 | PA      | $109877.65     | 0.00%             | 2038-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477199                      | CUSIP: 36209PDC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14415 | PA      | $14795.91      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1739                      | CUSIP: 36179A4Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     745628 | PA      | $671025.74     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q28633                      | CUSIP: 3132M9HJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8491 | PA      | $8300.05       | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499233                      | CUSIP: 36210QSW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1298 | PA      | $1332.18       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598218                      | CUSIP: 36200DSF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41383 | PA      | $41939.50      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641549                      | CUSIP: 36291XWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6044 | PA      | $6141.22       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471960                      | CUSIP: 36209HJD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4248 | PA      | $4360.46       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737460                      | CUSIP: 3620ARJD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5260010 | PA      | $5169141.10    | 0.05%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7313                      | CUSIP: 36179WDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   60154869 | PA      | $52686792.73   | 0.48%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733871                      | CUSIP: 3620AMJQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     187183 | PA      | $183871.36     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 540345                      | CUSIP: 36212QHW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9404 | PA      | $9653.12       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597589                      | CUSIP: 36200C2W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15289 | PA      | $15548.97      | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725105                      | CUSIP: 3620ABR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59353 | PA      | $57146.20      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781846                      | CUSIP: 36241KBP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26111 | PA      | $26806.93      | 0.00%             | 2034-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763585                      | CUSIP: 36176ECW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84613 | PA      | $81009.28      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623647                      | CUSIP: 36291BZL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4319 | PA      | $4343.17       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739956                      | CUSIP: 3620AUBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132623 | PA      | $127238.70     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604549                      | CUSIP: 36200MTE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66495 | PA      | $66726.39      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483321                      | CUSIP: 36209V4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1270 | PA      | $1303.08       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701738                      | CUSIP: 36296US35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136116 | PA      | $136707.57     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2862                      | CUSIP: 36179CFB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     354394 | PA      | $328429.99     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF3869                      | CUSIP: 36181KJN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17301 | PA      | $15456.99      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507317                      | CUSIP: 36211ASE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1362 | PA      | $1397.68       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567917                      | CUSIP: 36213X4A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4420 | PA      | $4517.86       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626116                      | CUSIP: 36291ESD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3892 | PA      | $3954.22       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714472                      | CUSIP: 36297KW98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71178 | PA      | $70020.92      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644748                      | CUSIP: 36292CHZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3094 | PA      | $3106.94       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 538270                      | CUSIP: 36212M6F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1365 | PA      | $1401.29       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06202                      | CUSIP: 3128M8GK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22813 | PA      | $22594.03      | 0.00%             | 2038-06-01      | 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        |     992566 | PA      | $952085.01     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636759                      | CUSIP: 36291SMG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23820 | PA      | $24224.80      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3158                      | CUSIP: 36180EQK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37192 | PA      | $33144.59      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 158763                      | CUSIP: 36216AJG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2217 | PA      | $2248.22       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491889                      | CUSIP: 36210GNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6603 | PA      | $6696.51       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638116                      | CUSIP: 36291T3Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19813 | PA      | $20133.72      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705317                      | CUSIP: 36296YSE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177927 | PA      | $174800.64     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610992                      | CUSIP: 36202VXV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23861 | PA      | $24225.01      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429082                      | CUSIP: 36207DUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         99 | PA      | $98.92         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458983                      | CUSIP: 36208R2Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1694 | PA      | $1717.78       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545177                      | CUSIP: 36212VUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32579 | PA      | $33441.01      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709375                      | CUSIP: 36297ECL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1392 | PA      | $1398.36       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547566                      | CUSIP: 36212YJK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3194 | PA      | $3278.34       | 0.00%             | 2031-04-15      | 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        |      33723 | PA      | $34197.74      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623469                      | CUSIP: 36291BT23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26638 | PA      | $27044.44      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481513                      | CUSIP: 36209T3W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8437 | PA      | $8660.06       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A85452                      | CUSIP: 312932BV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25272 | PA      | $24940.51      | 0.00%             | 2039-04-01      | 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        |       1200 | PA      | $1178.87       | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613820                      | CUSIP: 36290N4D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13400 | PA      | $13448.30      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566475                      | CUSIP: 36213WJU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2165 | PA      | $2197.39       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS8740                      | CUSIP: 3140LKWA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13489919 | PA      | $13582333.04   | 0.12%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587787                      | CUSIP: 36201M6Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22887 | PA      | $23194.93      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607770                      | CUSIP: 36202SFK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5310 | PA      | $5344.89       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604804                      | CUSIP: 36200M3M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12532 | PA      | $12696.31      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498702                      | CUSIP: 36210QAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        152 | PA      | $156.26        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503393                      | CUSIP: 36210VGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        923 | PA      | $947.58        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644855                      | CUSIP: 36292CMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1953 | PA      | $1961.32       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652595                      | CUSIP: 36292L7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17912 | PA      | $18472.45      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558917                      | CUSIP: 36213M4A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5945 | PA      | $6103.28       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TD Securities (USA) LLC                                       | TD TRIPARTY MORTGAGE           | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Long             | RA               | CORP              | US        |   33600000 | PA      | $33600000.00   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490096                      | CUSIP: 36210ENM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13261 | PA      | $13448.26      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616864                      | CUSIP: 36290TJH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64652 | PA      | $65739.55      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483638                      | CUSIP: 36209WHP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         17 | PA      | $16.55         | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462642                      | CUSIP: 36208V5B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3550 | PA      | $3643.71       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0850                      | CUSIP: 36179M5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4305 | PA      | $3794.67       | 0.00%             | 2043-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727827                      | CUSIP: 3620AESQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87450 | PA      | $85705.41      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2685                      | CUSIP: 36180U6W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     769367 | PA      | $711431.95     | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632176                      | CUSIP: 36291MJV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1264 | PA      | $1301.39       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499205                      | CUSIP: 36210QR20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4279 | PA      | $4339.30       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509295                      | CUSIP: 36211CXY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        888 | PA      | $911.59        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638329                      | CUSIP: 36291UEA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12219 | PA      | $12286.99      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620233                      | CUSIP: 36290XBA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9733 | PA      | $9860.87       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777171                      | CUSIP: 36176VFL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28660 | PA      | $26635.76      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458299                      | CUSIP: 36208RDC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1956 | PA      | $2007.42       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608176                      | CUSIP: 36202ST99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145159 | PA      | $146960.41     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615633                      | CUSIP: 36290R4S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13459 | PA      | $13654.21      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 795434                      | CUSIP: 36177QBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79676 | PA      | $71183.59      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711616                      | CUSIP: 36297GSD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163193 | PA      | $151493.44     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0391                      | CUSIP: 36179MNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98782 | PA      | $89581.47      | 0.00%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480111                      | CUSIP: 36209SKY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4375 | PA      | $4491.04       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741682                      | CUSIP: 3620AV6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13971 | PA      | $13366.18      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736950                      | CUSIP: 3620AQWK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40325 | PA      | $38665.48      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622621                      | CUSIP: 36291AVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19420 | PA      | $19835.52      | 0.00%             | 2033-11-15      | 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        |       4860 | PA      | $4988.98       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 409568                      | CUSIP: 36206E6D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13310 | PA      | $13497.04      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738101                      | CUSIP: 3620ASAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     250082 | PA      | $239929.17     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610982                      | CUSIP: 36202VXK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3441 | PA      | $3455.45       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462086                      | CUSIP: 36208VJ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6452 | PA      | $6622.52       | 0.00%             | 2028-06-15      | 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        |        211 | PA      | $214.31        | 0.00%             | 2028-11-15      | 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        |      16062 | PA      | $15436.67      | 0.00%             | 2041-11-15      | 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        |      21786 | PA      | $20922.04      | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600771                      | CUSIP: 36200GMU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     179447 | PA      | $182147.17     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733469                      | CUSIP: 3620AL2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165438 | PA      | $158629.66     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506637                      | CUSIP: 36210YZA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1076 | PA      | $1104.54       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606856                      | CUSIP: 36201YE51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2011 | PA      | $2063.14       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738238                      | CUSIP: 3620ASEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     688505 | PA      | $660890.05     | 0.01%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731532                      | CUSIP: 3620AJVZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1971 | PA      | $1936.40       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618213                      | CUSIP: 36290UYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41198 | PA      | $42410.60      | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 661505                      | CUSIP: 36294V3N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108465 | PA      | $112808.90     | 0.00%             | 2036-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630039                      | CUSIP: 36291J4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17568 | PA      | $17801.46      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592717                      | CUSIP: 36201TPA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43768 | PA      | $44349.71      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 389785                      | CUSIP: 36205F6W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3256 | PA      | $3291.65       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606851                      | CUSIP: 36201YEY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        162 | PA      | $166.36        | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458884                      | CUSIP: 36208RXM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        327 | PA      | $327.00        | 0.00%             | 2028-04-15      | 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        |       1076 | PA      | $1080.59       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93511                      | CUSIP: 3129413U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45098 | PA      | $45377.33      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591849                      | CUSIP: 36201SQA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49578 | PA      | $50211.05      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QD9762                      | CUSIP: 3133B7Z35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     229239 | PA      | $205284.82     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496126                      | CUSIP: 36210MD73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8627 | PA      | $8748.62       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580434                      | CUSIP: 36201DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39205 | PA      | $39861.32      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575346                      | CUSIP: 36200XET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4932 | PA      | $5001.61       | 0.00%             | 2031-11-15      | 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        |       9995 | PA      | $10259.62      | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635373                      | CUSIP: 36291Q2E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36200 | PA      | $36778.52      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456706                      | CUSIP: 36208PKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3875 | PA      | $3977.56       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618747                      | CUSIP: 36290VL44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2617 | PA      | $2661.92       | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579480                      | CUSIP: 36201CXH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12074 | PA      | $12335.37      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473174                      | CUSIP: 36209JT76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        910 | PA      | $933.63        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648756                      | CUSIP: 36292GWR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36874 | PA      | $38027.91      | 0.00%             | 2035-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560330                      | CUSIP: 36213PPP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4027 | PA      | $4133.02       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621247                      | CUSIP: 36290YEU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1417 | PA      | $1443.05       | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630188                      | CUSIP: 36291KCZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1653 | PA      | $1701.97       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 400145                      | CUSIP: 36205TP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        638 | PA      | $647.48        | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613857                      | CUSIP: 36290N5S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1832 | PA      | $1839.16       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6611                      | CUSIP: 36181AKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96104 | PA      | $86169.86      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619601                      | CUSIP: 36290WKN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     311254 | PA      | $315938.05     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783605                      | CUSIP: 3622A2AE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20100 | PA      | $19731.73      | 0.00%             | 2042-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ8848                      | CUSIP: 36183EZM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     507924 | PA      | $453786.13     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750531                      | CUSIP: 3620C6Y41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2612 | PA      | $2511.46       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704704                      | CUSIP: 36296X3M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11324 | PA      | $11372.16      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794603                      | CUSIP: 36177PDH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40623 | PA      | $37787.53      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05507                      | CUSIP: 3128M7NY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      52751 | PA      | $53077.31      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZA2854                      | CUSIP: 31329LE32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23111 | PA      | $22761.95      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 504322                      | CUSIP: 36210WG78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9685 | PA      | $9821.71       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580431                      | CUSIP: 36201DY48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18290 | PA      | $18596.43      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766310                      | CUSIP: 36176HDP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36311 | PA      | $35790.01      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558573                      | CUSIP: 36213MQ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96843 | PA      | $98382.99      | 0.00%             | 2035-05-15      | 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        |      31405 | PA      | $31542.20      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477198                      | CUSIP: 36209PDB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11020 | PA      | $11175.71      | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633777                      | CUSIP: 36291PCN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14688 | PA      | $14932.68      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620150                      | CUSIP: 36290W5K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44554 | PA      | $45292.40      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711072                      | CUSIP: 36297F6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111983 | PA      | $110040.42     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 659642                      | CUSIP: 36294TZF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29809 | PA      | $30806.91      | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2332                      | CUSIP: 36180DSV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     928321 | PA      | $863014.04     | 0.01%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL4081                      | CUSIP: 3138ELRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23544 | PA      | $23091.91      | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478357                      | CUSIP: 36209QME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        596 | PA      | $604.84        | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634920                      | CUSIP: 36291QK94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26986 | PA      | $27523.31      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620139                      | CUSIP: 36290W4Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32690 | PA      | $33245.11      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05205                      | CUSIP: 3128M7DJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41645 | PA      | $41902.20      | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN6655                      | CUSIP: 36186PMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     206784 | PA      | $184169.22     | 0.00%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781315                      | CUSIP: 36225BN87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1581 | PA      | $1622.93       | 0.00%             | 2031-07-15      | 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        |       8888 | PA      | $9123.44       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 889495                      | CUSIP: 31410KGC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6643 | PA      | $6996.64       | 0.00%             | 2038-03-01      | 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        |       4664 | PA      | $4787.02       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2913                      | CUSIP: 36179CGW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     856392 | PA      | $797793.07     | 0.01%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5656                      | CUSIP: 36182AH95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110538 | PA      | $101837.76     | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781496                      | CUSIP: 36225BUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32911 | PA      | $33781.74      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643377                      | CUSIP: 36292AXE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28409 | PA      | $28889.25      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634589                      | CUSIP: 36291P7A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4966 | PA      | $5012.78       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585073                      | CUSIP: 36201J6J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5109 | PA      | $5227.13       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499875                      | CUSIP: 36210RJU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        139 | PA      | $142.20        | 0.00%             | 2029-06-15      | 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        |        556 | PA      | $563.50        | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612946                      | CUSIP: 36202X5F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53231 | PA      | $53975.23      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5704                      | CUSIP: 36184CKR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     308199 | PA      | $274178.59     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618839                      | CUSIP: 36290VPY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30462 | PA      | $30578.58      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490598                      | CUSIP: 36210E7K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1033 | PA      | $1060.22       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757459                      | CUSIP: 36230SJC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147333 | PA      | $136692.40     | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616475                      | CUSIP: 36290S2G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42045 | PA      | $42212.23      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1713                      | CUSIP: 36179A3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     489596 | PA      | $443818.14     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783379                      | CUSIP: 36241LXG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17942512 | PA      | $17197588.85   | 0.16%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 699866                      | CUSIP: 36296SQT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     505230 | PA      | $496255.19     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572248                      | CUSIP: 36200TWH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71558 | PA      | $72655.74      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756617                      | CUSIP: 36230RK62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152251 | PA      | $146280.67     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592007                      | CUSIP: 36201SU80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35648 | PA      | $36115.23      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494494                      | CUSIP: 36210KKF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7033 | PA      | $7219.14       | 0.00%             | 2029-06-15      | 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        |        745 | PA      | $764.50        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759149                      | CUSIP: 36230UEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1233471 | PA      | $1185102.09    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614470                      | CUSIP: 36290QT39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147421 | PA      | $147960.06     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772372                      | CUSIP: 36176P2D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     409256 | PA      | $379377.98     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612945                      | CUSIP: 36202X5E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7152 | PA      | $7260.57       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778131                      | CUSIP: 36176WHG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9132 | PA      | $8764.81       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779825                      | CUSIP: 36176YD61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21806 | PA      | $21440.74      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780975                      | CUSIP: 36225BCL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20976 | PA      | $21271.04      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06505                      | CUSIP: 3128M8R22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1123609 | PA      | $1108150.22    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-186 DT                | CUSIP: 38380T6A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6861887 | PA      | $6120446.11    | 0.06%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619081                      | CUSIP: 36290VXJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47673 | PA      | $49093.11      | 0.00%             | 2034-09-15      | 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        |      17384 | PA      | $17628.76      | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637356                      | CUSIP: 36291TBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1940 | PA      | $1995.74       | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783161                      | CUSIP: 36241LQN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3078443 | PA      | $2956798.56    | 0.03%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3414                        | CUSIP: 36202DYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     623774 | PA      | $626656.60     | 0.01%             | 2033-07-20      | 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        |     154365 | PA      | $151856.79     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780653                      | CUSIP: 36225AWN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        431 | PA      | $442.45        | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650146                      | CUSIP: 36292JHX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4904 | PA      | $4925.20       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466461                      | CUSIP: 36209BFA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6265 | PA      | $6430.40       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5018                      | CUSIP: 36179TSF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17999333 | PA      | $15882881.44   | 0.14%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434029                      | CUSIP: 36207KEA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4360 | PA      | $4421.65       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733671                      | CUSIP: 3620AMCG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27911 | PA      | $28031.51      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489790                      | CUSIP: 36210EC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11609464 | PA      | $10783362.10   | 0.10%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8123                      | CUSIP: 36184FAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     220159 | PA      | $209196.37     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460508                      | CUSIP: 36208TR51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2338 | PA      | $2371.13       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750253                      | CUSIP: 3620C6QE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115580 | PA      | $110887.79     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474727                      | CUSIP: 36209LLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4620 | PA      | $4742.37       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781778                      | CUSIP: 36225B6P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54307 | PA      | $54500.63      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765302                      | CUSIP: 36176GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71095 | PA      | $69752.90      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554851                      | CUSIP: 36213HL80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12556 | PA      | $12888.53      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550718                      | CUSIP: 36213CYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96669 | PA      | $97079.80      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642403                      | CUSIP: 36291YU47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48486 | PA      | $49327.24      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613840                      | CUSIP: 36290N4Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96089 | PA      | $96415.65      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433820                      | CUSIP: 36207J4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1988 | PA      | $1987.72       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765951                      | CUSIP: 36176GWL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108595 | PA      | $106622.05     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737428                      | CUSIP: 3620ARHD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     417453 | PA      | $410065.96     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund             | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     259677 | NS      | $25965109.23   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717368                      | CUSIP: 3620A26D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     369863 | PA      | $342574.21     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616305                      | CUSIP: 36290SU66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15649 | PA      | $15875.58      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434318                      | CUSIP: 36207KPB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        670 | PA      | $687.21        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603778                      | CUSIP: 36200KXF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115230 | PA      | $115564.20     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498753                      | CUSIP: 36210QBW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3727 | PA      | $3825.67       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737106                      | CUSIP: 3620AQ3P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73414 | PA      | $72125.37      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2222                      | CUSIP: 36179BPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161121 | PA      | $146184.51     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630103                      | CUSIP: 36291KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72707 | PA      | $73876.31      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604412                      | CUSIP: 36200MN58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68210 | PA      | $68418.91      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670351                      | CUSIP: 36295GWL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2256 | PA      | $2266.27       | 0.00%             | 2037-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749106                      | CUSIP: 3620C5GP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     258180 | PA      | $253188.98     | 0.00%             | 2041-05-15      | 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        |       4481 | PA      | $4497.79       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588101                      | CUSIP: 36201NKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4484 | PA      | $4596.19       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685995                      | CUSIP: 36296BC83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1658 | PA      | $1664.71       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746001                      | CUSIP: 3620C1X68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171291 | PA      | $159522.69     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675179                      | CUSIP: 36295NCQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108490 | PA      | $108962.78     | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648858                      | CUSIP: 36292GZX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20921 | PA      | $21257.62      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723186                      | CUSIP: 3620A9NB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27758 | PA      | $27878.99      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493369                      | CUSIP: 36210JCE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1327 | PA      | $1345.92       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481970                      | CUSIP: 36209UMT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6546 | PA      | $6637.92       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4050                        | CUSIP: 36202EQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96922 | PA      | $101442.10     | 0.00%             | 2037-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616352                      | CUSIP: 36290SWM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1056 | PA      | $1085.82       | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783736                      | CUSIP: 3622A2EH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44292 | PA      | $40971.74      | 0.00%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740479                      | CUSIP: 3620AUUC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55306 | PA      | $55545.39      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783298                      | CUSIP: 36241LUX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21215 | PA      | $20858.51      | 0.00%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599339                      | CUSIP: 36200EZC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22318 | PA      | $22625.58      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796219                      | CUSIP: 36177Q4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50583 | PA      | $46943.47      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629876                      | CUSIP: 36291JXD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23289 | PA      | $23633.86      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633584                      | CUSIP: 36291N2R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35502 | PA      | $36040.26      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636877                      | CUSIP: 36291SQ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51563 | PA      | $53151.46      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619302                      | CUSIP: 36290WAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6673 | PA      | $6770.12       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ0638                      | CUSIP: 3140NUV89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29447741 | PA      | $29913836.90   | 0.27%             | 2029-04-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666307                      | CUSIP: 36295CGQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61361 | PA      | $54130.17      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476796                      | CUSIP: 36209NUV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3903 | PA      | $4006.54       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620447                      | CUSIP: 36290XHY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25078 | PA      | $25455.10      | 0.00%             | 2033-06-15      | 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        |     161651 | PA      | $164595.81     | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592736                      | CUSIP: 36201TPV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109918 | PA      | $111435.43     | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602242                      | CUSIP: 36200JBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43335 | PA      | $43970.32      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429805                      | CUSIP: 36207ENW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     185705 | PA      | $188172.24     | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583684                      | CUSIP: 36201HM91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3812 | PA      | $3771.71       | 0.00%             | 2033-09-15      | 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        |      68243 | PA      | $65459.76      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701338                      | CUSIP: 36296UEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2455 | PA      | $2465.89       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631638                      | CUSIP: 36291LV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43437 | PA      | $44139.11      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645797                      | CUSIP: 36292DNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54218 | PA      | $55125.35      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491156                      | CUSIP: 36210FTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3820 | PA      | $3873.44       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO4549                      | CUSIP: 3617A5BS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     360090 | PA      | $318814.33     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591884                      | CUSIP: 36201SRD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19629 | PA      | $20161.88      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497110                      | CUSIP: 36210NGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26733 | PA      | $27129.19      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580840                      | CUSIP: 36201EHR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69067 | PA      | $70994.83      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646931                      | CUSIP: 36292EVY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112459 | PA      | $114360.21     | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443664                      | CUSIP: 36207VZ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        522 | PA      | $535.47        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604593                      | CUSIP: 36200MUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        542 | PA      | $544.31        | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741597                      | CUSIP: 3620AV3E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42329 | PA      | $40525.80      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2020-115 YA                | CUSIP: 38382HG20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10023740 | PA      | $7541599.41    | 0.07%             | 2050-08-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK8998                      | CUSIP: 36183S7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113937 | PA      | $100876.50     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733720                      | CUSIP: 3620AMDZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14688 | PA      | $14416.55      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630720                      | CUSIP: 36291KVM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36043 | PA      | $36425.83      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593294                      | CUSIP: 36201UC77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29146 | PA      | $29558.27      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK9710                      | CUSIP: 36183TYF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     269673 | PA      | $256285.76     | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690105                      | CUSIP: 36296FU68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16194 | PA      | $16488.08      | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08573                      | CUSIP: 3128MJT75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     304114 | PA      | $289237.20     | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606119                      | CUSIP: 36201XK80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3637 | PA      | $3688.50       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575492                      | CUSIP: 36200XKD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        173 | PA      | $177.55        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0154                      | CUSIP: 36179ME30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     987766 | PA      | $914763.41     | 0.01%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591796                      | CUSIP: 36201SNM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53187 | PA      | $53921.62      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778655                      | CUSIP: 36176WZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176093 | PA      | $164341.65     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505760                      | CUSIP: 36210XZZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6122 | PA      | $6284.16       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582998                      | CUSIP: 36201GUX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4529 | PA      | $4547.53       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614102                      | CUSIP: 36290QGK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36634 | PA      | $37656.29      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB3760                      | CUSIP: 3140QPFA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7077536 | PA      | $6366724.57    | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3929                      | CUSIP: 36178QLJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     338576 | PA      | $314666.05     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604568                      | CUSIP: 36200MTZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3785 | PA      | $3796.70       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473573                      | CUSIP: 36209KCJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        877 | PA      | $900.54        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737831                      | CUSIP: 3620ARVY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39456 | PA      | $37789.27      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610349                      | CUSIP: 36202VBS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5561 | PA      | $5645.49       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599428                      | CUSIP: 36200E4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129979 | PA      | $130421.43     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642507                      | CUSIP: 36291YYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5631 | PA      | $5723.63       | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0849                      | CUSIP: 36180B5J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35364 | PA      | $31006.93      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629893                      | CUSIP: 36291JXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5051 | PA      | $5135.61       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619058                      | CUSIP: 36290VWT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19396 | PA      | $19702.71      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458024                      | CUSIP: 36208QYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4028 | PA      | $4084.87       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476618                      | CUSIP: 36209NPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        637 | PA      | $654.24        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD3619                      | CUSIP: 3617BKAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     354922 | PA      | $321675.46     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615518                      | CUSIP: 36290RYP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9099 | PA      | $9000.91       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492199                      | CUSIP: 36210GX41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8670 | PA      | $8791.93       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594087                      | CUSIP: 36201U6Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5845 | PA      | $5868.94       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456155                      | CUSIP: 36208NWQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2667 | PA      | $2737.94       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628016                      | CUSIP: 36291GVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14837 | PA      | $15074.48      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499558                      | CUSIP: 36210Q5T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3809 | PA      | $3909.90       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595679                      | CUSIP: 36200AXG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14588 | PA      | $14710.43      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647996                      | CUSIP: 36292F3D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13704 | PA      | $13761.87      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497652                      | CUSIP: 36210NZR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         45 | PA      | $46.08         | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4015                        | CUSIP: 36202EN88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8101 | PA      | $8150.77       | 0.00%             | 2037-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627846                      | CUSIP: 36291GP75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51320 | PA      | $52174.99      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631185                      | CUSIP: 36291LF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1701 | PA      | $1708.56       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780827                      | CUSIP: 36225A4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3060 | PA      | $3141.24       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643661                      | CUSIP: 36292BB62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23322 | PA      | $23705.17      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573910                      | CUSIP: 36200VR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13154 | PA      | $13207.12      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774817                      | CUSIP: 36176SSE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3636 | PA      | $3493.11       | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716480                      | CUSIP: 3620A16R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2917 | PA      | $2929.16       | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496724                      | CUSIP: 36210MYV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23712 | PA      | $24338.61      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK7330                      | CUSIP: 36183REB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     434582 | PA      | $387353.38     | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4458                        | CUSIP: 36202E5T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     903187 | PA      | $873426.01     | 0.01%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506606                      | CUSIP: 36210YYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        562 | PA      | $570.41        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718516                      | CUSIP: 3620A4GZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     230947 | PA      | $227107.32     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606216                      | CUSIP: 36201XN95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7767 | PA      | $7883.80       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757598                      | CUSIP: 36230SNP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88158 | PA      | $84371.48      | 0.00%             | 2041-04-15      | 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        |       6443 | PA      | $6177.74       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484509                      | CUSIP: 36209XGS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1924 | PA      | $1974.99       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760879                      | CUSIP: 36176BCQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     832188 | PA      | $798247.45     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719571                      | CUSIP: 3620A5MU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     389597 | PA      | $383091.26     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637354                      | CUSIP: 36291TBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13608 | PA      | $13625.08      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 932866                      | CUSIP: 31412RMP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     274536 | PA      | $270051.41     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782071                      | CUSIP: 36241KJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     768094 | PA      | $780018.53     | 0.01%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553389                      | CUSIP: 36213FXS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     450295 | PA      | $451752.19     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471628                      | CUSIP: 36209G4M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1981 | PA      | $2033.39       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528926                      | CUSIP: 36212BSP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3273 | PA      | $3319.62       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477476                      | CUSIP: 36209PMZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        273 | PA      | $279.99        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500245                      | CUSIP: 36210RWE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4183 | PA      | $4237.41       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493359                      | CUSIP: 36210JB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1596 | PA      | $1618.36       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637058                      | CUSIP: 36291SWT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68087 | PA      | $69204.41      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481534                      | CUSIP: 36209T4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1807 | PA      | $1854.67       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608778                      | CUSIP: 36202TJX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6773 | PA      | $6877.22       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 418377                      | CUSIP: 36206QXE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3837 | PA      | $3938.61       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586351                      | CUSIP: 36201LL85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110710 | PA      | $112440.47     | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 426891                      | CUSIP: 36207BF88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        885 | PA      | $885.82        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2367 ZK                    | CUSIP: 31339GJU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24716 | PA      | $25479.31      | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7027                      | CUSIP: 36181AYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94926 | PA      | $85392.68      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781147                      | CUSIP: 36225BHY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5769 | PA      | $5850.66       | 0.00%             | 2030-02-15      | 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        |       5006 | PA      | $5154.76       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616010                      | CUSIP: 36290SKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13026 | PA      | $12883.82      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600175                      | CUSIP: 36200FXC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        841 | PA      | $852.87        | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678567                      | CUSIP: 36295RZ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66657 | PA      | $66945.45      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624353                      | CUSIP: 36291CTJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1513 | PA      | $1531.95       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756946                      | CUSIP: 36230RWF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     430935 | PA      | $423280.62     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605009                      | CUSIP: 36200NDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25063 | PA      | $25165.61      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461629                      | CUSIP: 36208UY27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7960 | PA      | $8072.48       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592486                      | CUSIP: 36201TF36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26127 | PA      | $26413.92      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5876                      | CUSIP: 36179UQ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   40209594 | PA      | $37589842.91   | 0.34%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470473                      | CUSIP: 36209FT66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        463 | PA      | $475.45        | 0.00%             | 2029-06-15      | 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        |        149 | PA      | $147.02        | 0.00%             | 2035-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB7237                      | CUSIP: 3140QTBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27730 | PA      | $27723.08      | 0.00%             | 2053-10-01      | 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        |     116872 | PA      | $119057.47     | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498467                      | CUSIP: 36210PW42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24518 | PA      | $24863.19      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595856                      | CUSIP: 36200A5R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22523 | PA      | $22849.64      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608286                      | CUSIP: 36202SXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74036 | PA      | $75083.03      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586966                      | CUSIP: 36201MCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        366 | PA      | $369.23        | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486851                      | CUSIP: 36210AZQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        248 | PA      | $251.10        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6997                      | CUSIP: 36179VX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2285866 | PA      | $2071382.58    | 0.02%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740090                      | CUSIP: 3620AUF74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29102 | PA      | $27883.38      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781830                      | CUSIP: 36241KA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     983894 | PA      | $987812.45     | 0.01%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1074                      | CUSIP: 36181GFP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3941 | PA      | $3657.20       | 0.00%             | 2043-07-15      | 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        |     504412 | PA      | $481982.24     | 0.00%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651739                      | CUSIP: 36292LBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13685 | PA      | $13919.40      | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506600                      | CUSIP: 36210YX59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        911 | PA      | $923.73        | 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        |       1899 | PA      | $1948.71       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0854                      | CUSIP: 36179M5P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3679 | PA      | $3616.96       | 0.00%             | 2043-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781653                      | CUSIP: 36225BZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145373 | PA      | $148771.66     | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616351                      | CUSIP: 36290SWL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     220439 | PA      | $223734.23     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502981                      | CUSIP: 36210UXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1983 | PA      | $2011.28       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BC6170                      | CUSIP: 3140F12C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1048637 | PA      | $888394.60     | 0.01%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727837                      | CUSIP: 3620AES27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83138 | PA      | $83491.95      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581144                      | CUSIP: 36201ES92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3186 | PA      | $3253.34       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4099                      | CUSIP: 36180FRU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     407944 | PA      | $376519.54     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474659                      | CUSIP: 36209LJC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1081 | PA      | $1096.22       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 444240                      | CUSIP: 36207WPZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51261 | PA      | $50259.82      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489044                      | CUSIP: 36210DHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3183 | PA      | $3227.35       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564153                      | CUSIP: 36213TWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        855 | PA      | $855.47        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616477                      | CUSIP: 36290S2J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68332 | PA      | $69119.23      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584088                      | CUSIP: 36201H2V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        941 | PA      | $954.27        | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509931                      | CUSIP: 36211DPQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24458 | PA      | $24802.40      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584095                      | CUSIP: 36201H3C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38509 | PA      | $38932.24      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612927                      | CUSIP: 36202X4L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3009 | PA      | $3051.28       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7511                      | CUSIP: 36181BKY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10184454 | PA      | $9154093.51    | 0.08%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757631                      | CUSIP: 36230SPQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49801 | PA      | $47653.73      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667330                      | CUSIP: 36295DLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10536 | PA      | $10641.70      | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741309                      | CUSIP: 3620AVR61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24124 | PA      | $23705.92      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593920                      | CUSIP: 36201UYR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5840 | PA      | $5925.11       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759207                      | CUSIP: 36230UGQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     208846 | PA      | $200561.87     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 663439                      | CUSIP: 36294YBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8072 | PA      | $8220.66       | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630692                      | CUSIP: 36291KUR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132144 | PA      | $134081.25     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606888                      | CUSIP: 36201YF50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10530 | PA      | $10568.37      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473093                      | CUSIP: 36209JRN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        213 | PA      | $218.64        | 0.00%             | 2029-05-15      | 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        |       1320 | PA      | $1355.15       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781636                      | CUSIP: 36225BY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     393567 | PA      | $398931.68     | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446762                      | CUSIP: 36208CJF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6434 | PA      | $6524.27       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB5710                      | CUSIP: 31417CKY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67948 | PA      | $66737.48      | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558789                      | CUSIP: 36213MXS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48884 | PA      | $49082.19      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461510                      | CUSIP: 36208UVB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        254 | PA      | $260.42        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648526                      | CUSIP: 36292GPK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11849 | PA      | $11897.71      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714008                      | CUSIP: 36297KGR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31148 | PA      | $31282.80      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487782                      | CUSIP: 36210B2P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25423 | PA      | $25000.69      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782539                      | CUSIP: 36241KZC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89103 | PA      | $90797.56      | 0.00%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QD9742                      | CUSIP: 3133B7ZF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1518991 | PA      | $1363587.62    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619148                      | CUSIP: 36290VZM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30662 | PA      | $31091.01      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746333                      | CUSIP: 3620C2EE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110904 | PA      | $108774.27     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552822                      | CUSIP: 36213FD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46461 | PA      | $47078.69      | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633388                      | CUSIP: 36291NUM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13052 | PA      | $13281.28      | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742409                      | CUSIP: 3620AWYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30432 | PA      | $30562.11      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4779                      | CUSIP: 36179TJY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1862399 | PA      | $1748625.33    | 0.02%             | 2047-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530053                      | CUSIP: 36212CZS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16135 | PA      | $16561.52      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611503                      | CUSIP: 36202WKQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37115 | PA      | $37652.33      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8332                      | CUSIP: 36180MHH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60489 | PA      | $54149.14      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457941                      | CUSIP: 36208QWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12016 | PA      | $12184.93      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604575                      | CUSIP: 36200MT86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35806 | PA      | $34972.78      | 0.00%             | 2033-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602419                      | CUSIP: 36200JG46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6705 | PA      | $6810.58       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565676                      | CUSIP: 36213VMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29977 | PA      | $30643.78      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625563                      | CUSIP: 36291D5Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7534 | PA      | $7751.46       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487025                      | CUSIP: 36210BA21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70392 | PA      | $71576.29      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749198                      | CUSIP: 3620C5KK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     645847 | PA      | $619943.45     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629889                      | CUSIP: 36291JXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118039 | PA      | $119966.69     | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539282                      | CUSIP: 36212PCT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120069 | PA      | $108560.08     | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722702                      | CUSIP: 3620A83K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1154232 | PA      | $1134789.13    | 0.01%             | 2039-11-15      | 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        |     189173 | PA      | $181527.33     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595096                      | CUSIP: 36200AC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33024 | PA      | $33159.82      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625964                      | CUSIP: 36291EMM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25447 | PA      | $25703.36      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651012                      | CUSIP: 36292KGV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10007 | PA      | $10165.90      | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780894                      | CUSIP: 36225A7F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1267 | PA      | $1300.94       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749222                      | CUSIP: 3620C5LB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1355361 | PA      | $1298355.08    | 0.01%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612943                      | CUSIP: 36202X5C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30534 | PA      | $30929.39      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682572                      | CUSIP: 36295WJR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54163 | PA      | $52031.01      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656480                      | CUSIP: 36294QJZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1674 | PA      | $1716.78       | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618961                      | CUSIP: 36290VTS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26159 | PA      | $26268.53      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507743                      | CUSIP: 36211BBL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7206 | PA      | $7307.70       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783030                      | CUSIP: 36241LLK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3480 | PA      | $3347.09       | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643405                      | CUSIP: 36292AYA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9917 | PA      | $10064.54      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562510                      | CUSIP: 36213R3T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40031 | PA      | $40506.40      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604497                      | CUSIP: 36200MRS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     216174 | PA      | $216963.61     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649246                      | CUSIP: 36292HHX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16987 | PA      | $17285.71      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q21934                      | CUSIP: 3132JPEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12355 | PA      | $11735.92      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750281                      | CUSIP: 3620C6RA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36044 | PA      | $35506.07      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596767                      | CUSIP: 36200B6C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        246 | PA      | $249.14        | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734095                      | CUSIP: 3620AMRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     434583 | PA      | $416461.61     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781611                      | CUSIP: 36225BYG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63211 | PA      | $63420.58      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4777                      | CUSIP: 36179TJW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  127466909 | PA      | $112598212.58  | 1.02%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548303                      | CUSIP: 36213ADG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3481 | PA      | $3476.40       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581135                      | CUSIP: 36201ESY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3220 | PA      | $3265.55       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481520                      | CUSIP: 36209T4D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        933 | PA      | $945.96        | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480697                      | CUSIP: 36209S7J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2999 | PA      | $3078.04       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503023                      | CUSIP: 36210UYU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        750 | PA      | $761.05        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 792470                      | CUSIP: 36177LW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     295685 | PA      | $274175.89     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481528                      | CUSIP: 36209T4M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        939 | PA      | $964.20        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7693                      | CUSIP: 36180KRN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158587 | PA      | $146645.23     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592611                      | CUSIP: 36201TKY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83495 | PA      | $84704.90      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716503                      | CUSIP: 3620A2AC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        778 | PA      | $781.72        | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460484                      | CUSIP: 36208TRD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7177 | PA      | $7366.91       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3512                        | CUSIP: 36202D3V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5880 | PA      | $5817.30       | 0.00%             | 2034-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783353                      | CUSIP: 36241LWN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14189478 | PA      | $14250807.85   | 0.13%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575949                      | CUSIP: 36200XZN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        504 | PA      | $514.60        | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593366                      | CUSIP: 36201UFF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11803 | PA      | $11964.14      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484034                      | CUSIP: 36209WV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6370 | PA      | $6460.21       | 0.00%             | 2028-12-15      | 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        |      78826 | PA      | $79155.58      | 0.00%             | 2035-11-15      | 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        |     133372 | PA      | $133917.02     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602759                      | CUSIP: 36200JTQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8072 | PA      | $8267.85       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2447                      | CUSIP: 36179BWG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12736 | PA      | $11742.49      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 400137                      | CUSIP: 36205TPW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3017 | PA      | $3097.04       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6580                      | CUSIP: 36181AJZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     635852 | PA      | $571522.60     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612873                      | CUSIP: 36202X2E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5119 | PA      | $5196.53       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487589                      | CUSIP: 36210BUN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1431 | PA      | $1451.02       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599562                      | CUSIP: 36200FB72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40388 | PA      | $41105.62      | 0.00%             | 2037-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605266                      | CUSIP: 36200NMP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     394616 | PA      | $396221.43     | 0.00%             | 2034-06-15      | 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        |      13911 | PA      | $13744.67      | 0.00%             | 2034-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692202                      | CUSIP: 36296JAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5835 | PA      | $5859.83       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544456                      | CUSIP: 36212UZV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36956 | PA      | $37735.94      | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622633                      | CUSIP: 36291AV22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20067 | PA      | $20364.81      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512935                      | CUSIP: 36211GY80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5467 | PA      | $5611.37       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 757047                      | CUSIP: 36230RZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42037 | PA      | $42306.18      | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745917                      | CUSIP: 3620C1VJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4382 | PA      | $4064.57       | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425011                      | CUSIP: 36206YDQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80190 | PA      | $80436.40      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737193                      | CUSIP: 3620AQ7E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21464 | PA      | $21557.49      | 0.00%             | 2040-04-15      | 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        |      17716 | PA      | $17830.28      | 0.00%             | 2040-11-20      | 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        |       1803 | PA      | $1813.78       | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2550                      | CUSIP: 36179BZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     272560 | PA      | $251967.21     | 0.00%             | 2043-01-15      | 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        |      63361 | PA      | $56857.27      | 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        |      88126 | PA      | $79576.35      | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609383                      | CUSIP: 36202T6U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16405 | PA      | $16599.95      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644033                      | CUSIP: 36292BPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5850 | PA      | $5946.94       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465523                      | CUSIP: 36209AD49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        291 | PA      | $291.62        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748256                      | CUSIP: 3620C4H94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9076 | PA      | $9114.72       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650243                      | CUSIP: 36292JLY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16258 | PA      | $16325.80      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520259                      | CUSIP: 36211Q5U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71190 | PA      | $72309.30      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9302                      | CUSIP: 36180NKP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1171957 | PA      | $1055139.63    | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782443                      | CUSIP: 36241KWC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22606 | PA      | $22704.51      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1840                      | CUSIP: 36179QBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5984902 | PA      | $5867875.41    | 0.05%             | 2044-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3518                      | CUSIP: 36178A4B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5724 | PA      | $5138.69       | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741445                      | CUSIP: 3620AVWE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1890622 | PA      | $1814213.83    | 0.02%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781988                      | CUSIP: 36241KF52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1921486 | PA      | $1929599.95    | 0.02%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434469                      | CUSIP: 36207KT26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        623 | PA      | $638.99        | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3470                        | CUSIP: 36202D2B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1553 | PA      | $1536.09       | 0.00%             | 2033-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-81 PD                 | CUSIP: 38379YQW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1702339 | PA      | $1555785.93    | 0.01%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7349                      | CUSIP: 36180KEW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     316784 | PA      | $284153.29     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566184                      | CUSIP: 36213V6V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4999 | PA      | $5071.13       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470761                      | CUSIP: 36209F5W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        341 | PA      | $345.32        | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488593                      | CUSIP: 36210CXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3689 | PA      | $3786.28       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784770                      | CUSIP: 3622AAFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3309813 | PA      | $3369492.98    | 0.03%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798473                      | CUSIP: 36177TMX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     372538 | PA      | $335125.08     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648371                      | CUSIP: 36292GJQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39313 | PA      | $39474.57      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0176                      | CUSIP: 36180BFR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59362 | PA      | $55367.21      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614492                      | CUSIP: 36290QUR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74654 | PA      | $74952.49      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7703                      | CUSIP: 36179WRY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5592184 | PA      | $4297354.88    | 0.04%             | 2051-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774778                      | CUSIP: 36176SQ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11011 | PA      | $10547.64      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697579                      | CUSIP: 36296P6Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2179 | PA      | $2221.28       | 0.00%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631669                      | CUSIP: 36291LW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200195 | PA      | $205944.20     | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621064                      | CUSIP: 36290X5Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        918 | PA      | $934.87        | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772431                      | CUSIP: 36176P4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23018 | PA      | $22594.86      | 0.00%             | 2041-08-15      | 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        |     112973 | PA      | $111217.96     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799900                      | CUSIP: 36177VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17304 | PA      | $16014.37      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G03854                      | CUSIP: 3128M5TK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3937 | PA      | $3961.25       | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604276                      | CUSIP: 36200MJV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97082 | PA      | $97420.85      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2293 ZA                    | CUSIP: 3133TSBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        830 | PA      | $848.59        | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655564                      | CUSIP: 36294PJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1451 | PA      | $1476.98       | 0.00%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741517                      | CUSIP: 3620AVYN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     320821 | PA      | $308636.39     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765929                      | CUSIP: 36176GVW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148907 | PA      | $146172.39     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672595                      | CUSIP: 36295KGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4464 | PA      | $4483.63       | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780958                      | CUSIP: 36225BB31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4451 | PA      | $4514.10       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609159                      | CUSIP: 36202TWU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     218142 | PA      | $195278.17     | 0.00%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589585                      | CUSIP: 36201P6W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34948 | PA      | $35405.90      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606715                      | CUSIP: 36201YAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13265 | PA      | $13473.24      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZA2670                      | CUSIP: 31329K6F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4575 | PA      | $4522.73       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621573                      | CUSIP: 36290YQ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        844 | PA      | $857.01        | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635939                      | CUSIP: 36291RPY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29598 | PA      | $30091.00      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572180                      | CUSIP: 36200TUD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11341 | PA      | $11219.13      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608224                      | CUSIP: 36202SVR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42699 | PA      | $43295.76      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620108                      | CUSIP: 36290W3R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16972 | PA      | $17106.02      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV7090                      | CUSIP: 3140ML2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     129585 | PA      | $116206.20     | 0.00%             | 2052-03-01      | 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        |       8359 | PA      | $7733.65       | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL2605                      | CUSIP: 3138EJ3P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9527 | PA      | $9408.15       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477615                      | CUSIP: 36209PSC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        595 | PA      | $610.99        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602406                      | CUSIP: 36200JGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        359 | PA      | $362.04        | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0175                      | CUSIP: 36180SFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16837 | PA      | $15133.32      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 412591                      | CUSIP: 36206JKC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        325 | PA      | $324.31        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544201                      | CUSIP: 36212URW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9654 | PA      | $9695.88       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468151                      | CUSIP: 36209DBU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        155 | PA      | $159.10        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651941                      | CUSIP: 36292LHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     266502 | PA      | $275084.54     | 0.00%             | 2036-05-15      | 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        |       4217 | PA      | $4276.12       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741200                      | CUSIP: 3620AVNR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153073 | PA      | $150353.96     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0219                      | CUSIP: 36177WG46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42515 | PA      | $38489.45      | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545116                      | CUSIP: 36212VSD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20814 | PA      | $21426.44      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578096                      | CUSIP: 36201BGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15958 | PA      | $16191.43      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705253                      | CUSIP: 36296YQE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7173 | PA      | $7203.68       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609370                      | CUSIP: 36202T6F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        118 | PA      | $119.66        | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579128                      | CUSIP: 36201CLH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2102 | PA      | $2157.75       | 0.00%             | 2032-01-15      | 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        |       3585 | PA      | $3679.92       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647374                      | CUSIP: 36292FFP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9050 | PA      | $9201.09       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776144                      | CUSIP: 36176UBM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68143 | PA      | $66804.39      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616970                      | CUSIP: 36290TMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4611 | PA      | $4755.44       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630929                      | CUSIP: 36291K4N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69931 | PA      | $71055.76      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628924                      | CUSIP: 36291HVR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113660 | PA      | $115425.51     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633625                      | CUSIP: 36291N4J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        509 | PA      | $523.81        | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429799                      | CUSIP: 36207ENQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62837 | PA      | $64676.24      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606774                      | CUSIP: 36201YCK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8453 | PA      | $8574.15       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684147                      | CUSIP: 36295YBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76948 | PA      | $77280.67      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB3858                      | CUSIP: 31417AJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5082 | PA      | $5026.15       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486542                      | CUSIP: 36210AP35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        784 | PA      | $804.78        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474581                      | CUSIP: 36209LFW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4351 | PA      | $4465.64       | 0.00%             | 2028-12-15      | 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        |       1882 | PA      | $1915.28       | 0.00%             | 2030-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605892                      | CUSIP: 36201XC55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13236 | PA      | $13601.72      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723231                      | CUSIP: 3620A9PQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     193570 | PA      | $186341.54     | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606533                      | CUSIP: 36201XY69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7473 | PA      | $7603.84       | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Securities, LLC                               | BK AMER MTG FICC               | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |   50000000 | PA      | $50000000.00   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615425                      | CUSIP: 36290RVS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2627 | PA      | $2598.42       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568312                      | CUSIP: 36213YKZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1126 | PA      | $1150.87       | 0.00%             | 2032-07-15      | 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        |      18268 | PA      | $18901.11      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769813                      | CUSIP: 36176MAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115282 | PA      | $110350.73     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550986                      | CUSIP: 36213DCX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         83 | PA      | $85.70         | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521849                      | CUSIP: 36211SWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55216 | PA      | $55381.27      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646827                      | CUSIP: 36292ESQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91746 | PA      | $93289.50      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457994                      | CUSIP: 36208QXX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4269 | PA      | $4381.95       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629389                      | CUSIP: 36291JF62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27903 | PA      | $28353.82      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486710                      | CUSIP: 36210AVB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9968 | PA      | $10232.05      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641922                      | CUSIP: 36291YD38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2638 | PA      | $2649.17       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 699366                      | CUSIP: 36296R6B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1168 | PA      | $1190.69       | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4715                        | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26405329 | PA      | $26578146.21   | 0.24%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6744                      | CUSIP: 36178TP59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     283977 | PA      | $262664.48     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477559                      | CUSIP: 36209PQL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        752 | PA      | $771.82        | 0.00%             | 2028-11-15      | 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        |        569 | PA      | $583.57        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583394                      | CUSIP: 36201HC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        327 | PA      | $331.54        | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569427                      | CUSIP: 36200QSQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18712 | PA      | $19160.20      | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593741                      | CUSIP: 36201US62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77600 | PA      | $77912.05      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607689                      | CUSIP: 36202SC22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3013 | PA      | $3057.13       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726436                      | CUSIP: 3620ADBD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24582 | PA      | $24688.24      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BT2641                      | CUSIP: 3140LQ5B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     241332 | PA      | $189974.94     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607660                      | CUSIP: 36202SB56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14581 | PA      | $14772.07      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758682                      | CUSIP: 36230TUF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55310 | PA      | $54305.20      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443577                      | CUSIP: 36207VXE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3738 | PA      | $3836.97       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459004                      | CUSIP: 36208R3M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1877 | PA      | $1926.26       | 0.00%             | 2029-02-15      | 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        |       9022 | PA      | $9260.52       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 790836                      | CUSIP: 36177J4W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     273798 | PA      | $253249.13     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672674                      | CUSIP: 36295KJT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106690 | PA      | $107155.86     | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM5343                      | CUSIP: 36184S5C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28360 | PA      | $26918.14      | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506654                      | CUSIP: 36210YZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        388 | PA      | $392.97        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704489                      | CUSIP: 36296XUN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     242975 | PA      | $247657.22     | 0.00%             | 2039-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711187                      | CUSIP: 36297GCY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25483 | PA      | $25046.86      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626886                      | CUSIP: 36291FNB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4034 | PA      | $4154.56       | 0.00%             | 2034-07-15      | 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        |       6277 | PA      | $6442.71       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2043 ZH                    | CUSIP: 3133TDPN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6354 | PA      | $6418.81       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3572                      | CUSIP: 36179R6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     447862 | PA      | $434904.70     | 0.00%             | 2031-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3876                        | CUSIP: 36202EJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18314 | PA      | $18419.32      | 0.00%             | 2036-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497320                      | CUSIP: 36210NPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4198 | PA      | $4256.84       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542063                      | CUSIP: 36212SFC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66734 | PA      | $67609.20      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647769                      | CUSIP: 36292FT23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7866 | PA      | $7766.63       | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629464                      | CUSIP: 36291JJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21987 | PA      | $22312.78      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555760                      | CUSIP: 36213JMH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7577 | PA      | $7776.91       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609213                      | CUSIP: 36202TYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     668134 | PA      | $594157.14     | 0.01%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621948                      | CUSIP: 36290Y5H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19782 | PA      | $19855.47      | 0.00%             | 2034-02-15      | 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        |   17433898 | PA      | $14439924.54   | 0.13%             | 2054-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676388                      | CUSIP: 36295PND0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2764 | PA      | $2775.79       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541662                      | CUSIP: 36212RWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36797 | PA      | $37385.54      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623729                      | CUSIP: 36291B4N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10470 | PA      | $10506.85      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478348                      | CUSIP: 36209QL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        699 | PA      | $717.75        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762680                      | CUSIP: 36176DCR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38504 | PA      | $36970.89      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738256                      | CUSIP: 3620ASE54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46140 | PA      | $46331.52      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613771                      | CUSIP: 36290N2C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        227 | PA      | $233.33        | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615161                      | CUSIP: 36290RMJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50791 | PA      | $51628.79      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4992                        | CUSIP: 36202FRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88754 | PA      | $92207.04      | 0.00%             | 2041-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666271                      | CUSIP: 36295CFL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12028 | PA      | $10851.59      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478435                      | CUSIP: 36209QPU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11069 | PA      | $11362.09      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472532                      | CUSIP: 36209H4R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10173 | PA      | $10442.19      | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 601328                      | CUSIP: 36200HA53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12500 | PA      | $12661.68      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719225                      | CUSIP: 3620A5A25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     318310 | PA      | $312743.85     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509870                      | CUSIP: 36211DMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1179 | PA      | $1210.38       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1746                      | CUSIP: 36179A5F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54014 | PA      | $48630.35      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610553                      | CUSIP: 36202VH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4373 | PA      | $4472.75       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583011                      | CUSIP: 36201GVC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16199 | PA      | $16457.88      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6181                      | CUSIP: 36178D2N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50054 | PA      | $44879.82      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587174                      | CUSIP: 36201MJT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        414 | PA      | $423.06        | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624166                      | CUSIP: 36291CMP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34164 | PA      | $34678.01      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG9108                      | CUSIP: 36182EDM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     615445 | PA      | $544531.89     | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 405594                      | CUSIP: 36206ARP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         91 | PA      | $91.04         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605300                      | CUSIP: 36200NNR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8114 | PA      | $8146.76       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618849                      | CUSIP: 36290VQA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14393 | PA      | $14610.99      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781344                      | CUSIP: 36225BP51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        101 | PA      | $103.92        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749877                      | CUSIP: 3620C6CN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     385374 | PA      | $369165.48     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443686                      | CUSIP: 36207V2T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1717 | PA      | $1762.81       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510283                      | CUSIP: 36211D2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1158 | PA      | $1188.89       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AQ6669                      | CUSIP: 36189XMS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4820 | PA      | $4386.50       | 0.00%             | 2045-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566510                      | CUSIP: 36213WKX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10773 | PA      | $10944.42      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619513                      | CUSIP: 36290WGW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18703 | PA      | $18951.54      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607047                      | CUSIP: 36201YL46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2918 | PA      | $2998.93       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615606                      | CUSIP: 36290R3P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15328 | PA      | $15495.90      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708206                      | CUSIP: 36297CYB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5531 | PA      | $5554.67       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636011                      | CUSIP: 36291RR87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59096 | PA      | $60024.45      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776854                      | CUSIP: 36176UZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85455 | PA      | $81592.94      | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6176                      | CUSIP: 36183P2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     512247 | PA      | $458374.19     | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771537                      | CUSIP: 36176N4W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     371087 | PA      | $331015.42     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605374                      | CUSIP: 36200NQ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82261 | PA      | $84608.43      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669995                      | CUSIP: 36295GKG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1546760 | PA      | $1384087.22    | 0.01%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747171                      | CUSIP: 3620C3CG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     351835 | PA      | $337550.94     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-5 JE                  | CUSIP: 38378FRB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12075257 | PA      | $10923434.45   | 0.10%             | 2042-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739672                      | CUSIP: 3620ATW94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135752 | PA      | $133189.00     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629884                      | CUSIP: 36291JXM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5642 | PA      | $5733.19       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633778                      | CUSIP: 36291PCP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7206 | PA      | $7234.68       | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512760                      | CUSIP: 36211GTR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1735 | PA      | $1780.56       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682536                      | CUSIP: 36295WHM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33293 | PA      | $32608.79      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC1123                      | CUSIP: 3617B4G84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55182 | PA      | $50099.22      | 0.00%             | 2047-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS1636                      | CUSIP: 3140LBZA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21701310 | PA      | $18559481.14   | 0.17%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640179                      | CUSIP: 36291WFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25150 | PA      | $25571.44      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615581                      | CUSIP: 36290R2N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41136 | PA      | $42309.96      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734150                      | CUSIP: 3620AMTF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6368 | PA      | $6109.34       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600399                      | CUSIP: 36200F7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23979 | PA      | $24366.25      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736161                      | CUSIP: 3620APZ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74716 | PA      | $73262.41      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614362                      | CUSIP: 36290QQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7352 | PA      | $7547.41       | 0.00%             | 2033-10-15      | 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        |      20090 | PA      | $19851.45      | 0.00%             | 2036-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486794                      | CUSIP: 36210AXX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8561 | PA      | $8787.63       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643375                      | CUSIP: 36292AXC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65644 | PA      | $66644.48      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632883                      | CUSIP: 36291NCU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27626 | PA      | $28103.42      | 0.00%             | 2035-08-15      | 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        |       6893 | PA      | $6917.82       | 0.00%             | 2033-02-15      | 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        |       4966 | PA      | $4985.22       | 0.00%             | 2033-07-15      | 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        |       2251 | PA      | $2258.81       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610369                      | CUSIP: 36202VCE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28335 | PA      | $28599.85      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AU9947                      | CUSIP: 36194YBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     269092 | PA      | $244642.47     | 0.00%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697794                      | CUSIP: 36296QGB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4559 | PA      | $4578.18       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741227                      | CUSIP: 3620AVPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42824 | PA      | $42087.44      | 0.00%             | 2040-08-15      | 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        |      22404 | PA      | $22971.07      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q23123                      | CUSIP: 3132M3D46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7991 | PA      | $7866.12       | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615285                      | CUSIP: 36290RRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148840 | PA      | $150970.97     | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637767                      | CUSIP: 36291TQU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98006 | PA      | $99639.46      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740710                      | CUSIP: 3620AU3T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23057 | PA      | $22079.43      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558944                      | CUSIP: 36213M5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34439 | PA      | $34884.27      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602916                      | CUSIP: 36200JYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11113 | PA      | $11306.04      | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615391                      | CUSIP: 36290RUQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55367 | PA      | $55555.53      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480418                      | CUSIP: 36209SVK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        206 | PA      | $206.50        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602438                      | CUSIP: 36200JHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1167 | PA      | $1169.85       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783176                      | CUSIP: 36241LQ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     392186 | PA      | $376456.39     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554058                      | CUSIP: 36213GQK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24608 | PA      | $25197.01      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739201                      | CUSIP: 3620ATGJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79319 | PA      | $77827.12      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622106                      | CUSIP: 36291ADK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131653 | PA      | $133646.76     | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726168                      | CUSIP: 3620ACW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24118 | PA      | $23154.43      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487035                      | CUSIP: 36210BBC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        389 | PA      | $398.98        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655622                      | CUSIP: 36294PLB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11832 | PA      | $12049.58      | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469781                      | CUSIP: 36209E2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $37.01         | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541579                      | CUSIP: 36212RUC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51254 | PA      | $52024.92      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK8141                      | CUSIP: 36183SBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     826569 | PA      | $735890.78     | 0.01%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6419                      | CUSIP: 36178EDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9621 | PA      | $8881.78       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466395                      | CUSIP: 36209BC89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3060 | PA      | $3102.61       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757619                      | CUSIP: 36230SPC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10016 | PA      | $9822.26       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611167                      | CUSIP: 36202V6C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6386 | PA      | $6481.63       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723820                      | CUSIP: 3620AADZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8201 | PA      | $8055.97       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474209                      | CUSIP: 36209KYE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        336 | PA      | $345.10        | 0.00%             | 2028-05-15      | 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        |       3360 | PA      | $3407.41       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489993                      | CUSIP: 36210EKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5633 | PA      | $5712.12       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711470                      | CUSIP: 36297GMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184855 | PA      | $181257.73     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A71925                      | CUSIP: 3128L5D65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     142462 | PA      | $143338.41     | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QD9546                      | CUSIP: 3133B7TB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     772878 | PA      | $693806.80     | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490120                      | CUSIP: 36210EPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2442 | PA      | $2476.90       | 0.00%             | 2029-01-15      | 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        |     468731 | PA      | $437317.24     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609008                      | CUSIP: 36202TR57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        749 | PA      | $762.55        | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602397                      | CUSIP: 36200JGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4876 | PA      | $4892.88       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510730                      | CUSIP: 36211ELK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12782 | PA      | $13120.21      | 0.00%             | 2029-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600185                      | CUSIP: 36200FXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9507 | PA      | $9752.72       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591881                      | CUSIP: 36201SRA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3723 | PA      | $3778.23       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF6712                      | CUSIP: 36181NN59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148374 | PA      | $145272.46     | 0.00%             | 2043-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 400143                      | CUSIP: 36205TP49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11827 | PA      | $11994.06      | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781038                      | CUSIP: 36225BEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14513 | PA      | $14896.75      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591264                      | CUSIP: 36201RZ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4195 | PA      | $4293.07       | 0.00%             | 2032-08-15      | 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        |      10826 | PA      | $10978.69      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569712                      | CUSIP: 36200Q3V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64468 | PA      | $64742.86      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481540                      | CUSIP: 36209T4Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7846 | PA      | $8053.64       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 393300                      | CUSIP: 36205K3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1082 | PA      | $1110.30       | 0.00%             | 2027-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755052                      | CUSIP: 36230PTH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139138 | PA      | $128695.83     | 0.00%             | 2042-08-15      | 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        |     262747 | PA      | $238135.44     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609364                      | CUSIP: 36202T5Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15846 | PA      | $16216.48      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625919                      | CUSIP: 36291EK83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12574 | PA      | $12770.68      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3679                        | CUSIP: 36202ECQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        398 | PA      | $411.36        | 0.00%             | 2035-02-20      | 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        |       1667 | PA      | $1690.88       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616528                      | CUSIP: 36290S4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4544 | PA      | $4675.38       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603769                      | CUSIP: 36200KW60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1131 | PA      | $1147.62       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687513                      | CUSIP: 36296CYJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19372 | PA      | $19456.47      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711573                      | CUSIP: 36297GQ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1694371 | PA      | $1621896.98    | 0.01%             | 2041-05-15      | 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        |      70366 | PA      | $67483.65      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649071                      | CUSIP: 36292HCG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2950 | PA      | $3002.58       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620439                      | CUSIP: 36290XHQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78806 | PA      | $79087.84      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757474                      | CUSIP: 36230SJT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     548045 | PA      | $509639.32     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537468                      | CUSIP: 36212MCD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9909 | PA      | $10171.38      | 0.00%             | 2031-04-15      | 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        |       4401 | PA      | $4509.17       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550569                      | CUSIP: 36213CT26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122666 | PA      | $126444.54     | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598584                      | CUSIP: 36200D6V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        375 | PA      | $383.20        | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629478                      | CUSIP: 36291JJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10952 | PA      | $11128.50      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 601924                      | CUSIP: 36200HVR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88421 | PA      | $89872.77      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708573                      | CUSIP: 36297DFN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101973 | PA      | $103957.57     | 0.00%             | 2039-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0276                      | CUSIP: 36198KJV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     521502 | PA      | $479129.43     | 0.00%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603671                      | CUSIP: 36200KT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20347 | PA      | $20413.12      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1760                      | CUSIP: 36179N5V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23390739 | PA      | $21510221.55   | 0.19%             | 2044-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592774                      | CUSIP: 36201TQ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     294757 | PA      | $298977.82     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589532                      | CUSIP: 36201P4R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65438 | PA      | $66329.96      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782162                      | CUSIP: 36241KMK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37278 | PA      | $37417.57      | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1624                      | CUSIP: 36180CYV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6506 | PA      | $6049.68       | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610209                      | CUSIP: 36202U3S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92527 | PA      | $94892.11      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562213                      | CUSIP: 36213RSA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85777 | PA      | $88240.22      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM4633                      | CUSIP: 36184SEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165029 | PA      | $156641.28     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8491                      | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   57241674 | PA      | $57402568.57   | 0.52%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491196                      | CUSIP: 36210FUV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6534 | PA      | $6625.56       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619664                      | CUSIP: 36290WMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38547 | PA      | $38687.51      | 0.00%             | 2033-10-15      | 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        |     401244 | PA      | $394484.95     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583697                      | CUSIP: 36201HNN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38120 | PA      | $38672.80      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497099                      | CUSIP: 36210NGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63117 | PA      | $63311.13      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739615                      | CUSIP: 3620ATVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115634 | PA      | $104505.03     | 0.00%             | 2042-03-15      | 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        |     781439 | PA      | $693869.13     | 0.01%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761582                      | CUSIP: 36176B2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65886 | PA      | $64688.66      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552227                      | CUSIP: 36213EPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     211886 | PA      | $196583.23     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682909                      | CUSIP: 36295WVA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49855 | PA      | $47784.83      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782437                      | CUSIP: 36241KV62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14151 | PA      | $14213.03      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605207                      | CUSIP: 36200NKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13060 | PA      | $13263.04      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0255                      | CUSIP: 36180BH87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45454 | PA      | $41974.96      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499185                      | CUSIP: 36210QRE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3008 | PA      | $3087.76       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1999-17 PG                 | CUSIP: 31359VSD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15705 | PA      | $15854.61      | 0.00%             | 2029-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719454                      | CUSIP: 3620A5H77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10878 | PA      | $10480.78      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461680                      | CUSIP: 36208U2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        845 | PA      | $856.49        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604651                      | CUSIP: 36200MWL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163679 | PA      | $164222.52     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN1765                      | CUSIP: 3138LD6B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1488222 | PA      | $1374998.25    | 0.01%             | 2031-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676495                      | CUSIP: 36295PRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3351 | PA      | $3414.41       | 0.00%             | 2037-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472715                      | CUSIP: 36209JDU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6694 | PA      | $6788.48       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566479                      | CUSIP: 36213WJY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75515 | PA      | $76658.56      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4508                      | CUSIP: 36179TAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2434060 | PA      | $2095887.65    | 0.02%             | 2047-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602454                      | CUSIP: 36200JH78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10694 | PA      | $10740.52      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721143                      | CUSIP: 3620A7EQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8611 | PA      | $8459.41       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574165                      | CUSIP: 36200VZ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        499 | PA      | $504.10        | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570530                      | CUSIP: 36200RY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5515 | PA      | $5578.52       | 0.00%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757580                      | CUSIP: 36230SM50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     640653 | PA      | $613477.91     | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672459                      | CUSIP: 36295KB44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2331 | PA      | $2341.05       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638277                      | CUSIP: 36291UCN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30694 | PA      | $31112.87      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748554                      | CUSIP: 3620C4TK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29129 | PA      | $27956.45      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 889984                      | CUSIP: 31410KXM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          1 | PA      | $1.06          | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9633                      | CUSIP: 36179KV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     364209 | PA      | $338001.87     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633366                      | CUSIP: 36291NTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33625 | PA      | $34692.39      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729360                      | CUSIP: 3620AGJD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11370 | PA      | $10901.96      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475614                      | CUSIP: 36209MK37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1084 | PA      | $1112.80       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632898                      | CUSIP: 36291NDB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18350 | PA      | $18673.57      | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487588                      | CUSIP: 36210BUM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4428 | PA      | $4490.22       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764894                      | CUSIP: 36176FRP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50027 | PA      | $47996.37      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482829                      | CUSIP: 36209VLJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7518 | PA      | $7717.24       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609292                      | CUSIP: 36202T2Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63732 | PA      | $64788.49      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | 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        |   11708304 | PA      | $8616699.15    | 0.08%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615701                      | CUSIP: 36290SAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10081 | PA      | $10110.04      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592744                      | CUSIP: 36201TP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4562 | PA      | $4621.87       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ8967                      | CUSIP: 36183E6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72338 | PA      | $70630.33      | 0.00%             | 2029-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701958                      | CUSIP: 36296UZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     327661 | PA      | $315583.51     | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503402                      | CUSIP: 36210VGK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2858 | PA      | $2858.26       | 0.00%             | 2029-04-15      | 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        |       4170 | PA      | $4267.34       | 0.00%             | 2033-03-15      | 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        |      44166 | PA      | $44354.96      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506647                      | CUSIP: 36210YZL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6497 | PA      | $6668.70       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776718                      | CUSIP: 36176UVK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222396 | PA      | $206102.58     | 0.00%             | 2042-06-15      | 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        |      17749 | PA      | $17858.97      | 0.00%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764034                      | CUSIP: 36176ESX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21699 | PA      | $20092.34      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477598                      | CUSIP: 36209PRT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3533 | PA      | $3582.28       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466689                      | CUSIP: 36209BNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        130 | PA      | $133.17        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731525                      | CUSIP: 3620AJVS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58897 | PA      | $57842.85      | 0.00%             | 2040-03-15      | 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        |      13223 | PA      | $13002.40      | 0.00%             | 2039-04-15      | 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        |       7557 | PA      | $7433.34       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462245                      | CUSIP: 36208VP66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13028 | PA      | $13372.02      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1225                      | CUSIP: 36179NLE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2181423 | PA      | $2079429.69    | 0.02%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604338                      | CUSIP: 36200MLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115398 | PA      | $115761.55     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678647                      | CUSIP: 36295R5G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     514723 | PA      | $494307.22     | 0.00%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649380                      | CUSIP: 36292HM59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59067 | PA      | $60951.00      | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719649                      | CUSIP: 3620A5QA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71344 | PA      | $68634.26      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498380                      | CUSIP: 36210PUD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2480 | PA      | $2545.80       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5817                      | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14493400 | PA      | $13549120.17   | 0.12%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651814                      | CUSIP: 36292LDT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15109 | PA      | $15376.35      | 0.00%             | 2036-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510901                      | CUSIP: 36211ERW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         71 | PA      | $70.72         | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655519                      | CUSIP: 36294PG49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4564 | PA      | $4583.75       | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575501                      | CUSIP: 36200XKN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1062 | PA      | $1091.75       | 0.00%             | 2032-01-15      | 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        |       4180 | PA      | $4197.65       | 0.00%             | 2035-02-15      | 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        |       3849 | PA      | $3865.32       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465541                      | CUSIP: 36209AEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4475 | PA      | $4538.33       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741846                      | CUSIP: 3620AWET3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5215 | PA      | $5018.58       | 0.00%             | 2042-01-15      | 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        |      12391 | PA      | $12168.84      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470924                      | CUSIP: 36209GD53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3702 | PA      | $3800.05       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640865                      | CUSIP: 36291W6A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9614 | PA      | $9811.04       | 0.00%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631222                      | CUSIP: 36291LG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34038 | PA      | $34537.32      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600760                      | CUSIP: 36200GMH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4786 | PA      | $4783.49       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781912                      | CUSIP: 36241KDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27364 | PA      | $28119.80      | 0.00%             | 2034-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620053                      | CUSIP: 36290WZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14548 | PA      | $14725.54      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481371                      | CUSIP: 36209TW88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        348 | PA      | $353.05        | 0.00%             | 2028-11-15      | 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        |       1551 | PA      | $1557.61       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457808                      | CUSIP: 36208QR57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1752 | PA      | $1798.72       | 0.00%             | 2028-09-15      | 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        |        994 | PA      | $1020.38       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736165                      | CUSIP: 3620APZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11669 | PA      | $11485.17      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492721                      | CUSIP: 36210HLA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        695 | PA      | $704.90        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757289                      | CUSIP: 36230SC28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40345 | PA      | $39862.83      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599514                      | CUSIP: 36200FAP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2578 | PA      | $2624.88       | 0.00%             | 2037-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768364                      | CUSIP: 36176KMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101159 | PA      | $96922.83      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631622                      | CUSIP: 36291LVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12226 | PA      | $12392.43      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562271                      | CUSIP: 36213RT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4323 | PA      | $4383.63       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773120                      | CUSIP: 36176QVM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127371 | PA      | $124908.04     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614575                      | CUSIP: 36290QXC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52520 | PA      | $53227.24      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631179                      | CUSIP: 36291LFU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19237 | PA      | $19555.85      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737532                      | CUSIP: 3620ARLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1312604 | PA      | $1260540.39    | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475964                      | CUSIP: 36209MWZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1518 | PA      | $1523.13       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616311                      | CUSIP: 36290SVC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35764 | PA      | $36316.03      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745274                      | CUSIP: 3620C06K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        927 | PA      | $935.97        | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621093                      | CUSIP: 36290X7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72785 | PA      | $74083.06      | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580291                      | CUSIP: 36201DUQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23114 | PA      | $23205.55      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1917                      | CUSIP: 36177YDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     524905 | PA      | $486042.41     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 412544                      | CUSIP: 36206JHV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          6 | PA      | $6.47          | 0.00%             | 2026-01-15      | 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        |       2727 | PA      | $2765.28       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528918                      | CUSIP: 36212BSF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23685 | PA      | $24004.02      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493904                      | CUSIP: 36210JU55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         27 | PA      | $27.31         | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677065                      | CUSIP: 36295QFE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1869 | PA      | $1905.27       | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q31864                      | CUSIP: 3132QNCA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      99276 | PA      | $99891.79      | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 514357                      | CUSIP: 36211JME4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1011 | PA      | $1038.18       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1288                      | CUSIP: 36179NND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3513 | PA      | $3536.04       | 0.00%             | 2043-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751939                      | CUSIP: 36230LEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153774 | PA      | $147333.76     | 0.00%             | 2041-01-15      | 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        |     158337 | PA      | $150335.52     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565528                      | CUSIP: 36213VHD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45464 | PA      | $46092.06      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733385                      | CUSIP: 3620ALXN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2142070 | PA      | $1913752.60    | 0.02%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622503                      | CUSIP: 36291ARY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1770 | PA      | $1815.69       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707531                      | CUSIP: 36297CA82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45055 | PA      | $44292.47      | 0.00%             | 2038-11-15      | 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        |      13894 | PA      | $13954.29      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548823                      | CUSIP: 36213AVQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18862 | PA      | $19153.29      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587412                      | CUSIP: 36201MR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        379 | PA      | $384.33        | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603094                      | CUSIP: 36200J7F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37517 | PA      | $38041.54      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764593                      | CUSIP: 36176FGA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8847 | PA      | $8883.28       | 0.00%             | 2041-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489588                      | CUSIP: 36210D2V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3948 | PA      | $4003.70       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658643                      | CUSIP: 36294SWC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42611 | PA      | $43358.98      | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641707                      | CUSIP: 36291X3Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35597 | PA      | $36204.06      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 538242                      | CUSIP: 36212M5B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8959 | PA      | $9195.56       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621913                      | CUSIP: 36290Y3W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32015 | PA      | $32144.07      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624126                      | CUSIP: 36291CLF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14869 | PA      | $15097.15      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2145                      | CUSIP: 36180UL23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1756783 | PA      | $1631305.70    | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445608                      | CUSIP: 36207YAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2851 | PA      | $2926.53       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751249                      | CUSIP: 36230KL66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4646 | PA      | $4464.77       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QH2482                      | CUSIP: 3133CEXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3201142 | PA      | $3195328.98    | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449485                      | CUSIP: 36208FJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5616 | PA      | $5764.63       | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546753                      | CUSIP: 36212XMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8691 | PA      | $8728.12       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590071                      | CUSIP: 36201QQY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1547 | PA      | $1581.43       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8211                      | CUSIP: 36178VDQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     311002 | PA      | $287121.05     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606308                      | CUSIP: 36201XR59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2915 | PA      | $2964.74       | 0.00%             | 2036-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645370                      | CUSIP: 36292C6F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6485 | PA      | $6560.83       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604478                      | CUSIP: 36200MQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1183 | PA      | $1169.98       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 639442                      | CUSIP: 36291VLX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33127 | PA      | $33693.98      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458898                      | CUSIP: 36208RX33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4240 | PA      | $4351.83       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641936                      | CUSIP: 36291YEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38705 | PA      | $39367.76      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646853                      | CUSIP: 36292ETJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17159 | PA      | $17375.20      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-29 QD                 | CUSIP: 38383MHV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5130496 | PA      | $4556649.23    | 0.04%             | 2052-02-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656538                      | CUSIP: 36294QLT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9044 | PA      | $8381.62       | 0.00%             | 2041-11-15      | 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        |    1290416 | PA      | $1165225.14    | 0.01%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772089                      | CUSIP: 36176PRJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     523368 | PA      | $485432.87     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643714                      | CUSIP: 36292BDT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43719 | PA      | $44467.60      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US 5YR NOTE (CBT) Sep25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -430 | NC      | $-120817.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614460                      | CUSIP: 36290QTR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     225151 | PA      | $225674.67     | 0.00%             | 2033-06-15      | 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        |      17730 | PA      | $18183.28      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597538                      | CUSIP: 36200CZB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51763 | PA      | $52433.06      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609432                      | CUSIP: 36202UA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6784 | PA      | $6924.90       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759085                      | CUSIP: 36230UCW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1908587 | PA      | $1801976.07    | 0.02%             | 2041-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558737                      | CUSIP: 36213MV62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4482 | PA      | $4559.25       | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520221                      | CUSIP: 36211Q4E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53368 | PA      | $54150.40      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630126                      | CUSIP: 36291KA31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20394 | PA      | $20718.65      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726240                      | CUSIP: 3620ACZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     338326 | PA      | $312933.99     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705121                      | CUSIP: 36296YLA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19905 | PA      | $19530.50      | 0.00%             | 2040-09-15      | 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        |      48287 | PA      | $47432.95      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645404                      | CUSIP: 36292DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14431 | PA      | $14680.51      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496142                      | CUSIP: 36210MEP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5914 | PA      | $6070.44       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506397                      | CUSIP: 36210YRS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1151 | PA      | $1167.29       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AU2010                      | CUSIP: 36194PGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7211504 | PA      | $6552875.64    | 0.06%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575827                      | CUSIP: 36200XVU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7207 | PA      | $7350.76       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644965                      | CUSIP: 36292CQS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85465 | PA      | $86909.03      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487442                      | CUSIP: 36210BP33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1260 | PA      | $1278.14       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542758                      | CUSIP: 36212S5T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22952 | PA      | $23275.51      | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638680                      | CUSIP: 36291UQ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98295 | PA      | $100091.49     | 0.00%             | 2036-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702974                      | CUSIP: 36296V6K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1178259 | PA      | $1156368.73    | 0.01%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625122                      | CUSIP: 36291DPF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18793 | PA      | $19102.72      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637396                      | CUSIP: 36291TC97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3830 | PA      | $3872.29       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473659                      | CUSIP: 36209KE87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2466 | PA      | $2501.17       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479806                      | CUSIP: 36209SAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41030 | PA      | $39253.10      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726018                      | CUSIP: 3620ACSF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40229 | PA      | $39511.17      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445970                      | CUSIP: 36207YMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2794 | PA      | $2833.78       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650984                      | CUSIP: 36292KFZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20341 | PA      | $20426.03      | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717600                      | CUSIP: 3620A3GH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106128 | PA      | $101965.83     | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509944                      | CUSIP: 36211DP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3097 | PA      | $3179.33       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629972                      | CUSIP: 36291J2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45600 | PA      | $46276.53      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592389                      | CUSIP: 36201TC21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25424 | PA      | $25526.72      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628003                      | CUSIP: 36291GU46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1698 | PA      | $1704.96       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611255                      | CUSIP: 36202WBY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18714 | PA      | $18962.65      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497601                      | CUSIP: 36210NX61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        313 | PA      | $320.77        | 0.00%             | 2029-02-15      | 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        |      13237 | PA      | $13423.54      | 0.00%             | 2028-12-15      | 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        |       8354 | PA      | $8574.83       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737713                      | CUSIP: 3620ARSA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171611 | PA      | $164675.05     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL4612                      | CUSIP: 36184BDR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115310 | PA      | $102387.78     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484514                      | CUSIP: 36209XGX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7346 | PA      | $7539.92       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4734                      | CUSIP: 36178CHK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162640 | PA      | $145946.38     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630715                      | CUSIP: 36291KVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7711 | PA      | $7950.64       | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766889                      | CUSIP: 36176HXS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     178121 | PA      | $170439.11     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735197                      | CUSIP: 3620ANX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     649163 | PA      | $623126.12     | 0.01%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796364                      | CUSIP: 36177RCA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6457 | PA      | $5973.67       | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568420                      | CUSIP: 36213YPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6382 | PA      | $6550.60       | 0.00%             | 2031-09-15      | 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        |       4360 | PA      | $4421.06       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712825                      | CUSIP: 36297H4J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5626 | PA      | $5530.24       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491001                      | CUSIP: 36210FNS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1273 | PA      | $1291.02       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627977                      | CUSIP: 36291GUA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20491 | PA      | $20815.00      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651131                      | CUSIP: 36292KLL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19987 | PA      | $20630.89      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB2138                      | CUSIP: 31416XLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2787 | PA      | $2771.40       | 0.00%             | 2026-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471124                      | CUSIP: 36209GLD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2673 | PA      | $2710.75       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615018                      | CUSIP: 36290RG31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2154 | PA      | $2172.96       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793603                      | CUSIP: 36177NAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     446987 | PA      | $415420.92     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL3102                      | CUSIP: 3138EKNU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10479 | PA      | $10329.65      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612944                      | CUSIP: 36202X5D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88334 | PA      | $89568.92      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506547                      | CUSIP: 36210YWG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         18 | PA      | $18.20         | 0.00%             | 2029-05-15      | 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        |       2707 | PA      | $2778.66       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734399                      | CUSIP: 3620AM3G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70664 | PA      | $70958.27      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782490                      | CUSIP: 36241KXT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2386 | PA      | $2395.94       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611456                      | CUSIP: 36202WH93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47282 | PA      | $47910.30      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615548                      | CUSIP: 36290RZM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33744 | PA      | $33856.27      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738729                      | CUSIP: 3620ASVW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160950 | PA      | $154094.33     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644000                      | CUSIP: 36292BNR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37779 | PA      | $38429.47      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488484                      | CUSIP: 36210CUH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3447 | PA      | $3537.77       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3036                      | CUSIP: 36179RLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1775275 | PA      | $1731095.96    | 0.02%             | 2045-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603957                      | CUSIP: 36200K5S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113480 | PA      | $114867.84     | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3942                      | CUSIP: 36178QLX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155457 | PA      | $140676.51     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641968                      | CUSIP: 36291YFH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105816 | PA      | $109175.51     | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615394                      | CUSIP: 36290RUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15250 | PA      | $15473.57      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G01853                      | CUSIP: 3128LXBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2886 | PA      | $2859.41       | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603078                      | CUSIP: 36200J6P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12070 | PA      | $12113.41      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425326                      | CUSIP: 36206YPK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6621 | PA      | $6714.49       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509963                      | CUSIP: 36211DQQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16075 | PA      | $16301.19      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754300                      | CUSIP: 36230NX59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     237732 | PA      | $220815.86     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604141                      | CUSIP: 36200MEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38752 | PA      | $39731.93      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586595                      | CUSIP: 36201LUU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        434 | PA      | $444.39        | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 699859                      | CUSIP: 36296SQL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89322 | PA      | $87890.39      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648154                      | CUSIP: 36292GBX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        897 | PA      | $900.57        | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473098                      | CUSIP: 36209JRT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        612 | PA      | $628.42        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600275                      | CUSIP: 36200F2G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3920 | PA      | $4030.22       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463880                      | CUSIP: 36208XJZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        296 | PA      | $303.66        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735219                      | CUSIP: 3620ANYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25491 | PA      | $24418.67      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781887                      | CUSIP: 36241KCY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101678 | PA      | $102093.00     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594081                      | CUSIP: 36201U6S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     208203 | PA      | $208980.94     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719229                      | CUSIP: 3620A5A66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1817332 | PA      | $1785300.87    | 0.02%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9111                      | CUSIP: 36180NDQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43294 | PA      | $38930.29      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466566                      | CUSIP: 36209BJK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3889 | PA      | $3991.82       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592325                      | CUSIP: 36201TA23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28411 | PA      | $28849.18      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642002                      | CUSIP: 36291YGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6185 | PA      | $6210.78       | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769878                      | CUSIP: 36176MCP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86303 | PA      | $82431.87      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486528                      | CUSIP: 36210APM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2068 | PA      | $2123.03       | 0.00%             | 2028-09-15      | 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        |       3486 | PA      | $3535.37       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608253                      | CUSIP: 36202SWN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125321 | PA      | $125819.64     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597944                      | CUSIP: 36200DHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3238 | PA      | $3323.03       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 513669                      | CUSIP: 36211HT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        271 | PA      | $278.23        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767251                      | CUSIP: 36176JEY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36591 | PA      | $35052.44      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721187                      | CUSIP: 3620A7F42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4561 | PA      | $4580.44       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638023                      | CUSIP: 36291TYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6349 | PA      | $6448.62       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488993                      | CUSIP: 36210DGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2753 | PA      | $2825.74       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723033                      | CUSIP: 3620A9HJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     186701 | PA      | $183569.57     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769608                      | CUSIP: 36176LYD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     270134 | PA      | $258869.81     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480191                      | CUSIP: 36209SNG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4983 | PA      | $5053.02       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612845                      | CUSIP: 36202XZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18461 | PA      | $18947.31      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502973                      | CUSIP: 36210UXA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        800 | PA      | $820.79        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5072                        | CUSIP: 36202FT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13991 | PA      | $14568.15      | 0.00%             | 2039-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500601                      | CUSIP: 36210SDE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1320 | PA      | $1354.75       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583001                      | CUSIP: 36201GU29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48365 | PA      | $48558.07      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678614                      | CUSIP: 36295R3X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     256096 | PA      | $251667.61     | 0.00%             | 2038-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574170                      | CUSIP: 36200V2B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1357 | PA      | $1392.55       | 0.00%             | 2031-12-15      | 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        |      30971 | PA      | $31790.37      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6834                      | CUSIP: 36178TSX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116319 | PA      | $104856.17     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794411                      | CUSIP: 36177N3V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94803 | PA      | $87981.02      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614191                      | CUSIP: 36290QKC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70608 | PA      | $70860.26      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733799                      | CUSIP: 3620AMGG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17211 | PA      | $17493.50      | 0.00%             | 2040-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711527                      | CUSIP: 36297GPL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     317271 | PA      | $310741.08     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 419156                      | CUSIP: 36206RTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10288 | PA      | $10560.15      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615418                      | CUSIP: 36290RVK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72186 | PA      | $73272.60      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608425                      | CUSIP: 36202S4J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22421 | PA      | $22745.89      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719503                      | CUSIP: 3620A5KQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2496 | PA      | $2454.85       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508046                      | CUSIP: 36211BL36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3076 | PA      | $3157.59       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645374                      | CUSIP: 36292C6K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4338 | PA      | $4413.38       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781999                      | CUSIP: 36241KGG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2197 | PA      | $2232.82       | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607152                      | CUSIP: 36201YQD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1681 | PA      | $1728.42       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640213                      | CUSIP: 36291WGW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65316 | PA      | $66424.92      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7054                      | CUSIP: 36179VZT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1322322 | PA      | $1197008.68    | 0.01%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778652                      | CUSIP: 36176WZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116900 | PA      | $110140.59     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425003                      | CUSIP: 36206YDG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25921 | PA      | $26318.76      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564539                      | CUSIP: 36213UEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26899 | PA      | $27427.09      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5407                      | CUSIP: 36178DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39737 | PA      | $36845.94      | 0.00%             | 2042-06-15      | 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        |       4398 | PA      | $3947.91       | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | 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        |    9118440 | PA      | $6611401.50    | 0.06%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593753                      | CUSIP: 36201UTJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5251 | PA      | $5272.50       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1545                      | CUSIP: 36178LWE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107945 | PA      | $99789.91      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487564                      | CUSIP: 36210BTV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5187 | PA      | $5324.59       | 0.00%             | 2029-07-15      | 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        |       3923 | PA      | $3978.10       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572172                      | CUSIP: 36200TT57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56947 | PA      | $57117.15      | 0.00%             | 2033-07-15      | 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        |      51466 | PA      | $49417.05      | 0.00%             | 2041-05-15      | 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        |     116565 | PA      | $114635.98     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552902                      | CUSIP: 36213FGK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189010 | PA      | $193533.88     | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732208                      | CUSIP: 3620AKNZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8644 | PA      | $8500.32       | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606863                      | CUSIP: 36201YFC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4576 | PA      | $4647.48       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494899                      | CUSIP: 36210KX42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13056 | PA      | $13401.52      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467470                      | CUSIP: 36209CJP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3997 | PA      | $4053.68       | 0.00%             | 2029-01-15      | 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        |       1684 | PA      | $1728.42       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612101                      | CUSIP: 36202XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10410 | PA      | $10453.01      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687185                      | CUSIP: 36296CNA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        355 | PA      | $356.95        | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561672                      | CUSIP: 36213Q6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1545 | PA      | $1586.02       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 345611                      | CUSIP: 36203C3U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         20 | PA      | $19.89         | 0.00%             | 2026-04-15      | 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        |       1907 | PA      | $1957.02       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612805                      | CUSIP: 36202XYA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1078 | PA      | $1081.18       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765095                      | CUSIP: 36176FXY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121952 | PA      | $106873.21     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767151                      | CUSIP: 36176JBU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     452794 | PA      | $404532.00     | 0.00%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605549                      | CUSIP: 36200NWJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74325 | PA      | $76637.91      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600329                      | CUSIP: 36200F4N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13158 | PA      | $13348.21      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650708                      | CUSIP: 36292J3R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5107 | PA      | $5196.17       | 0.00%             | 2036-01-15      | 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        |      19823 | PA      | $20399.97      | 0.00%             | 2034-09-15      | 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        |        945 | PA      | $972.08        | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642516                      | CUSIP: 36291YYM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36079 | PA      | $37102.06      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714450                      | CUSIP: 36297KWK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15781 | PA      | $15511.77      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739842                      | CUSIP: 3620AT5B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50390 | PA      | $49570.99      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550800                      | CUSIP: 36213C3H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167653 | PA      | $168357.42     | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604871                      | CUSIP: 36200M6G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46880 | PA      | $47059.04      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608177                      | CUSIP: 36202SUA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60283 | PA      | $61125.47      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759213                      | CUSIP: 36230UGW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3920 | PA      | $3854.34       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476986                      | CUSIP: 36209N2T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8441 | PA      | $8559.88       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624137                      | CUSIP: 36291CLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3977 | PA      | $4037.61       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2959                      | CUSIP: 36179RJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     227972 | PA      | $198611.90     | 0.00%             | 2045-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615899                      | CUSIP: 36290SGG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38788 | PA      | $39375.84      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486842                      | CUSIP: 36210AZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11372 | PA      | $11532.33      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS7763                      | CUSIP: 3132A8TU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8785 | PA      | $8659.47       | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610419                      | CUSIP: 36202VDY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10500 | PA      | $10661.99      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641987                      | CUSIP: 36291YF44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1163 | PA      | $1182.62       | 0.00%             | 2036-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777195                      | CUSIP: 36176VGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     237582 | PA      | $227761.81     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561763                      | CUSIP: 36213RB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5357 | PA      | $5498.66       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633551                      | CUSIP: 36291NZQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30696 | PA      | $31194.35      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644034                      | CUSIP: 36292BPT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25667 | PA      | $26025.99      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714109                      | CUSIP: 36297KKW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19248 | PA      | $18925.37      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616898                      | CUSIP: 36290TKK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47865 | PA      | $48069.03      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2192                      | CUSIP: 36179BNH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6935 | PA      | $6407.75       | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732170                      | CUSIP: 3620AKMT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31671 | PA      | $31307.01      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472911                      | CUSIP: 36209JKY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        201 | PA      | $201.09        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434036                      | CUSIP: 36207KEH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7430 | PA      | $7534.72       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 504369                      | CUSIP: 36210WJN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        886 | PA      | $909.21        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633286                      | CUSIP: 36291NRF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25232 | PA      | $25337.55      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631132                      | CUSIP: 36291LED3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54056 | PA      | $54885.33      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512603                      | CUSIP: 36211GNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        637 | PA      | $645.94        | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612766                      | CUSIP: 36202XW37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5612 | PA      | $5630.07       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5078                      | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8651566 | PA      | $8123042.31    | 0.07%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684254                      | CUSIP: 36295YE33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     466490 | PA      | $431362.35     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618840                      | CUSIP: 36290VPZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32553 | PA      | $33046.59      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620017                      | CUSIP: 36290WYN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26628 | PA      | $26915.55      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614645                      | CUSIP: 36290QZJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65688 | PA      | $65911.14      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 540358                      | CUSIP: 36212QJB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2746 | PA      | $2818.35       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US LONG BOND(CBT) Sep25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -547 | NC      | $-1552072.57   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691713                      | CUSIP: 36296HN62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63797 | PA      | $61056.86      | 0.00%             | 2041-04-15      | 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        |     333503 | PA      | $308641.95     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656185                      | CUSIP: 36294P6W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1691 | PA      | $1720.63       | 0.00%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633596                      | CUSIP: 36291N3D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5626 | PA      | $5719.26       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 889650                      | CUSIP: 31410KL77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31649 | PA      | $33495.72      | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737660                      | CUSIP: 3620ARQM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6893 | PA      | $6618.74       | 0.00%             | 2040-11-15      | 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        |     155914 | PA      | $153182.24     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656189                      | CUSIP: 36294P7A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48136 | PA      | $49690.44      | 0.00%             | 2036-08-15      | 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        |     169706 | PA      | $172958.98     | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616019                      | CUSIP: 36290SK83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15702 | PA      | $15924.22      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692013                      | CUSIP: 36296HYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4785 | PA      | $4911.15       | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710454                      | CUSIP: 36297FH70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     526756 | PA      | $508038.60     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563381                      | CUSIP: 36213S2N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1543 | PA      | $1584.00       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486880                      | CUSIP: 36210A2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        327 | PA      | $335.55        | 0.00%             | 2029-02-15      | 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        |      13622 | PA      | $13989.33      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619627                      | CUSIP: 36290WLG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3216 | PA      | $3306.23       | 0.00%             | 2033-09-15      | 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        |      44541 | PA      | $45643.73      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK3970                      | CUSIP: 3131X7MT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5763 | PA      | $5688.79       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594083                      | CUSIP: 36201U6U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34615 | PA      | $34753.47      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506403                      | CUSIP: 36210YRY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1335 | PA      | $1353.32       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5114                      | CUSIP: 36178CVF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52407 | PA      | $48553.84      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502435                      | CUSIP: 36210UEG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4561 | PA      | $4682.07       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588206                      | CUSIP: 36201NNX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2319 | PA      | $2352.04       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588203                      | CUSIP: 36201NNU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16462 | PA      | $16659.94      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470617                      | CUSIP: 36209FYN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1270 | PA      | $1303.49       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555205                      | CUSIP: 36213HYA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        950 | PA      | $975.51        | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737178                      | CUSIP: 3620AQ6P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171366 | PA      | $174571.30     | 0.00%             | 2040-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468156                      | CUSIP: 36209DBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4405 | PA      | $4521.48       | 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        |       2596 | PA      | $2664.97       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799173                      | CUSIP: 36177UFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     226459 | PA      | $209181.13     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714189                      | CUSIP: 36297KNE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1563 | PA      | $1569.99       | 0.00%             | 2039-03-15      | 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        |       6829 | PA      | $6857.95       | 0.00%             | 2040-05-15      | 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        |       4492 | PA      | $4509.58       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598997                      | CUSIP: 36200ENN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2055 | PA      | $2074.94       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AU3826                      | CUSIP: 3138X3HC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2555 | PA      | $2532.67       | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641694                      | CUSIP: 36291X3B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6902 | PA      | $7018.71       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565142                      | CUSIP: 36213UZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36184 | PA      | $36328.90      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609404                      | CUSIP: 36202UAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1581 | PA      | $1601.77       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF2664                      | CUSIP: 36181H5Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3894 | PA      | $3520.70       | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603069                      | CUSIP: 36200J6E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43155 | PA      | $43309.07      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773940                      | CUSIP: 36176RS52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5522 | PA      | $5292.44       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615686                      | CUSIP: 36290R6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18038 | PA      | $17840.64      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629474                      | CUSIP: 36291JJT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2256 | PA      | $2264.83       | 0.00%             | 2034-05-15      | 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        |      82271 | PA      | $82628.62      | 0.00%             | 2038-04-15      | 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        |     112778 | PA      | $113236.30     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756632                      | CUSIP: 36230RLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     504028 | PA      | $483812.54     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501501                      | CUSIP: 36210TDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2412 | PA      | $2445.85       | 0.00%             | 2029-03-15      | 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        |        172 | PA      | $176.57        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760880                      | CUSIP: 36176BCR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     230319 | PA      | $220799.03     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471816                      | CUSIP: 36209HDV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4066 | PA      | $4173.07       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495885                      | CUSIP: 36210L2S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        543 | PA      | $543.56        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2276                      | CUSIP: 36183XQ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     772960 | PA      | $687899.18     | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A91947                      | CUSIP: 312940EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16685 | PA      | $16788.13      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494915                      | CUSIP: 36210KYL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15252 | PA      | $15655.27      | 0.00%             | 2028-12-15      | 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        |       4304 | PA      | $4418.26       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 639154                      | CUSIP: 36291VBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17576 | PA      | $17838.40      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577638                      | CUSIP: 36201AV70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        463 | PA      | $473.43        | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4125                      | CUSIP: 36179SSN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   31556244 | PA      | $27178739.85   | 0.25%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ1126                      | CUSIP: 36182VHB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     359349 | PA      | $320921.10     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578000                      | CUSIP: 36201BDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8227 | PA      | $8260.39       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604240                      | CUSIP: 36200MHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        598 | PA      | $598.93        | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710863                      | CUSIP: 36297FWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34063 | PA      | $34210.06      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578252                      | CUSIP: 36201BL95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16923 | PA      | $17264.98      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572173                      | CUSIP: 36200TT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12542 | PA      | $12727.91      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 782224                      | CUSIP: 36241KPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54557 | PA      | $54845.61      | 0.00%             | 2035-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733780                      | CUSIP: 3620AMFV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4336 | PA      | $4162.34       | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5763                      | CUSIP: 36182AML2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3781 | PA      | $3701.75       | 0.00%             | 2043-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 400594                      | CUSIP: 36205T7F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1184 | PA      | $1164.94       | 0.00%             | 2038-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB5445                      | CUSIP: 31417CBP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20229 | PA      | $19940.61      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605770                      | CUSIP: 36200N6F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     343636 | PA      | $353753.44     | 0.00%             | 2034-11-15      | 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        |      10839 | PA      | $11158.37      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2904                      | CUSIP: 36178AGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55288 | PA      | $51280.69      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443000                      | CUSIP: 36207VDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        828 | PA      | $849.97        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597727                      | CUSIP: 36200DA45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8376 | PA      | $8495.72       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BN6463                      | CUSIP: 3140JPFD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84429 | PA      | $73512.60      | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652209                      | CUSIP: 36292LR63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     211694 | PA      | $218479.77     | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769973                      | CUSIP: 36176MFN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145769 | PA      | $139690.91     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494739                      | CUSIP: 36210KS48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4426 | PA      | $4543.44       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592277                      | CUSIP: 36201S6N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140605 | PA      | $142349.65     | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8711                      | CUSIP: 36178VVC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23669 | PA      | $21822.86      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741699                      | CUSIP: 3620AV7L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171901 | PA      | $164733.23     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610343                      | CUSIP: 36202VBL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143968 | PA      | $144421.35     | 0.00%             | 2033-07-15      | 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        |      54531 | PA      | $54766.52      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594233                      | CUSIP: 36201VEE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        512 | PA      | $524.65        | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631484                      | CUSIP: 36291LRD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35045 | PA      | $35181.92      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720027                      | CUSIP: 3620A54L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3849 | PA      | $3743.60       | 0.00%             | 2041-10-15      | 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        |    7053892 | PA      | $6407454.62    | 0.06%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603712                      | CUSIP: 36200KVD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1033 | PA      | $1046.18       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604746                      | CUSIP: 36200MZK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1542 | PA      | $1547.79       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606677                      | CUSIP: 36201X6N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38693 | PA      | $38849.91      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615491                      | CUSIP: 36290RXU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16351 | PA      | $16175.54      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0128                      | CUSIP: 36181FD99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     193712 | PA      | $178742.96     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485384                      | CUSIP: 36209YFZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1256 | PA      | $1274.01       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466004                      | CUSIP: 36209AU57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2099 | PA      | $2154.25       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD3659                      | CUSIP: 3617BKB42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     556601 | PA      | $504463.18     | 0.00%             | 2047-11-15      | 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        |      90712 | PA      | $86705.48      | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606757                      | CUSIP: 36201YB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11648 | PA      | $11967.28      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467664                      | CUSIP: 36209CQR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3317 | PA      | $3404.62       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1930                      | CUSIP: 36180UEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     608186 | PA      | $547107.92     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7209                      | CUSIP: 36180KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87987 | PA      | $78988.43      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK8697                      | CUSIP: 36183SUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     912815 | PA      | $812986.57     | 0.01%             | 2045-03-15      | 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        |    2054014 | PA      | $1853166.84    | 0.02%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458077                      | CUSIP: 36208Q2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1757 | PA      | $1803.21       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q54557                      | CUSIP: 3132XXB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20732 | PA      | $18861.88      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620514                      | CUSIP: 36290XK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11843 | PA      | $12183.62      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1375                      | CUSIP: 36179NQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16105780 | PA      | $14849429.69   | 0.13%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-91 WP                 | CUSIP: 38379XYB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2006605 | PA      | $1839898.30    | 0.02%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A88134                      | CUSIP: 312935BB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1527 | PA      | $1536.13       | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 514253                      | CUSIP: 36211JH67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1632 | PA      | $1674.99       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592703                      | CUSIP: 36201TNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81745 | PA      | $82859.44      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575913                      | CUSIP: 36200XYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1021 | PA      | $1045.39       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723830                      | CUSIP: 3620AAEB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2576 | PA      | $2543.28       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542798                      | CUSIP: 36212S7K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24580 | PA      | $25013.77      | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590094                      | CUSIP: 36201QRP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47125 | PA      | $47315.31      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550428                      | CUSIP: 36213CPM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        143 | PA      | $146.68        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733374                      | CUSIP: 3620ALXB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     868019 | PA      | $775499.17     | 0.01%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464608                      | CUSIP: 36208YDM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        405 | PA      | $410.26        | 0.00%             | 2029-03-15      | 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        |       8965 | PA      | $9003.59       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649521                      | CUSIP: 36292HSJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        126 | PA      | $128.08        | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638318                      | CUSIP: 36291UDX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27845 | PA      | $28607.96      | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-88 LZ                 | CUSIP: 38378TK41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7747318 | PA      | $6792004.55    | 0.06%             | 2043-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622592                      | CUSIP: 36291AUR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     207224 | PA      | $210342.36     | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581512                      | CUSIP: 36201FAM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50385 | PA      | $51172.23      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520233                      | CUSIP: 36211Q4S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36262 | PA      | $36854.34      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610237                      | CUSIP: 36202U4W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        754 | PA      | $763.55        | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592121                      | CUSIP: 36201SYS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1014 | PA      | $1038.53       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706812                      | CUSIP: 36297BGV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25852 | PA      | $25335.93      | 0.00%             | 2040-07-15      | 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        |       4610 | PA      | $4421.14       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641489                      | CUSIP: 36291XUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17222 | PA      | $17295.64      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493420                      | CUSIP: 36210JDZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7250 | PA      | $7441.41       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 662466                      | CUSIP: 36294W6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33911 | PA      | $34540.79      | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6154                      | CUSIP: 36179UZT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2812989 | PA      | $2550803.40    | 0.02%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667425                      | CUSIP: 36295DPJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37726 | PA      | $37085.38      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484040                      | CUSIP: 36209WV90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11677 | PA      | $11841.64      | 0.00%             | 2029-01-15      | 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        |       1130 | PA      | $1160.19       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697070                      | CUSIP: 36296PMT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9522 | PA      | $9562.59       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487397                      | CUSIP: 36210BNN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37956 | PA      | $38490.33      | 0.00%             | 2029-02-15      | 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        |       1111 | PA      | $1115.58       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496521                      | CUSIP: 36210MSJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        715 | PA      | $734.18        | 0.00%             | 2029-02-15      | 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        |       1419 | PA      | $1456.80       | 0.00%             | 2028-05-15      | 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        |       1275 | PA      | $1308.37       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724384                      | CUSIP: 3620AAXM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4338 | PA      | $4356.30       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727886                      | CUSIP: 3620AEUK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     551199 | PA      | $528718.57     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645300                      | CUSIP: 36292C3H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23316 | PA      | $23416.72      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08680                      | CUSIP: 3128MJXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93490 | PA      | $82619.35      | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783143                      | CUSIP: 36241LP42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1091230 | PA      | $1048273.99    | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BU2094                      | CUSIP: 3140M3KG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     325922 | PA      | $292883.20     | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462929                      | CUSIP: 36208WHE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13319 | PA      | $13671.17      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740162                      | CUSIP: 3620AUJF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160547 | PA      | $153651.14     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465233                      | CUSIP: 36208YY60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5991 | PA      | $6075.24       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745242                      | CUSIP: 3620C05B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1885949 | PA      | $1852708.52    | 0.02%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484205                      | CUSIP: 36209W3N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        842 | PA      | $864.03        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472526                      | CUSIP: 36209H4K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        907 | PA      | $919.67        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595273                      | CUSIP: 36200AJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3173 | PA      | $3249.30       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630164                      | CUSIP: 36291KB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30852 | PA      | $31336.53      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464364                      | CUSIP: 36208XZ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        557 | PA      | $565.02        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI5179                      | CUSIP: 36198RXG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2730 | PA      | $2426.87       | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732892                      | CUSIP: 3620ALF90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     549815 | PA      | $538568.34     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705632                      | CUSIP: 36296Y4R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11245 | PA      | $11463.45      | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494691                      | CUSIP: 36210KRL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10106 | PA      | $10248.06      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429756                      | CUSIP: 36207EMD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20022 | PA      | $20298.58      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683353                      | CUSIP: 36295XE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13764 | PA      | $13823.97      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08653                      | CUSIP: 3128MJWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19252 | PA      | $17147.11      | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592706                      | CUSIP: 36201TNX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        669 | PA      | $678.56        | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469687                      | CUSIP: 36209EXQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4048 | PA      | $4104.91       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772107                      | CUSIP: 36176PR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37697 | PA      | $34954.78      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783104                      | CUSIP: 36241LNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15335 | PA      | $14730.95      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584287                      | CUSIP: 36201JCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6632 | PA      | $6764.23       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746324                      | CUSIP: 3620C2D50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     215598 | PA      | $211798.28     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627655                      | CUSIP: 36291GH82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26898 | PA      | $27003.46      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8181                      | CUSIP: 36178VCS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22305 | PA      | $20587.12      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570578                      | CUSIP: 36200R2K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20304 | PA      | $20615.99      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587648                      | CUSIP: 36201MZM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16931 | PA      | $17345.67      | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473996                      | CUSIP: 36209KRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        235 | PA      | $241.16        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585478                      | CUSIP: 36201KM37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        374 | PA      | $383.32        | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2325                      | CUSIP: 36180USN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     443579 | PA      | $397404.73     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1083                      | CUSIP: 36181GFY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8781 | PA      | $8123.73       | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640882                      | CUSIP: 36291W6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32454 | PA      | $32987.11      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615877                      | CUSIP: 36290SFS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18688 | PA      | $18932.59      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604513                      | CUSIP: 36200MSA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160143 | PA      | $162552.87     | 0.00%             | 2033-08-15      | 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        |      17433 | PA      | $17504.53      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620225                      | CUSIP: 36290XA26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7332 | PA      | $7445.68       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648238                      | CUSIP: 36292GEK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29686 | PA      | $30197.14      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2503                      | CUSIP: 36178MX89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35927 | PA      | $32200.48      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4194                      | CUSIP: 36179SUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25583641 | PA      | $22024148.50   | 0.20%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 693539                      | CUSIP: 36296KPY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76135 | PA      | $77578.62      | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605307                      | CUSIP: 36200NNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31225 | PA      | $32181.73      | 0.00%             | 2034-08-15      | 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        |        863 | PA      | $885.50        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767546                      | CUSIP: 36176JP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96068 | PA      | $94198.04      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588235                      | CUSIP: 36201NPU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4055 | PA      | $4105.95       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559832                      | CUSIP: 36213N4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20607 | PA      | $21151.79      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462497                      | CUSIP: 36208VX26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        378 | PA      | $378.66        | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637942                      | CUSIP: 36291TWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41070 | PA      | $41754.33      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585305                      | CUSIP: 36201KGN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15877 | PA      | $16291.08      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770613                      | CUSIP: 36176M3W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68141 | PA      | $66917.03      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2021-193 BE                | CUSIP: 38383DUD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6992398 | PA      | $5729723.21    | 0.05%             | 2049-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548304                      | CUSIP: 36213ADH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71477 | PA      | $72058.81      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726362                      | CUSIP: 3620AC5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4768 | PA      | $4696.00       | 0.00%             | 2039-10-15      | 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        |     285403 | PA      | $280392.65     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 681728                      | CUSIP: 36295VLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11147 | PA      | $11195.58      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778762                      | CUSIP: 36176W5X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62588 | PA      | $58150.82      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-34 NT                 | CUSIP: 38383MDF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5217407 | PA      | $4708629.11    | 0.04%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647771                      | CUSIP: 36292FT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16470 | PA      | $16539.95      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630705                      | CUSIP: 36291KU62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3926 | PA      | $3990.72       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-46 ZG                 | CUSIP: 313920ZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60246 | PA      | $61194.72      | 0.00%             | 2031-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602562                      | CUSIP: 36200JMK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8458 | PA      | $8726.35       | 0.00%             | 2036-03-15      | 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        |        216 | PA      | $221.84        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613949                      | CUSIP: 36290QBS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2313 | PA      | $2346.57       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630147                      | CUSIP: 36291KBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2467 | PA      | $2477.06       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625104                      | CUSIP: 36291DNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30728 | PA      | $31196.91      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609362                      | CUSIP: 36202T5X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35583 | PA      | $36068.11      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587800                      | CUSIP: 36201M7M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9955 | PA      | $10087.72      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778366                      | CUSIP: 36176WQT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     344975 | PA      | $320706.05     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO3479                      | CUSIP: 3617A32L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     183048 | PA      | $162293.60     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8269                      | CUSIP: 36178GFJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     196249 | PA      | $188101.56     | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794932                      | CUSIP: 36177PPS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     344226 | PA      | $319548.33     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 664614                      | CUSIP: 36295AK38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        572 | PA      | $577.31        | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505716                      | CUSIP: 36210XYM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2617 | PA      | $2686.32       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703157                      | CUSIP: 36296WE69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1026136 | PA      | $985282.15     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588373                      | CUSIP: 36201NT67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3960 | PA      | $3975.83       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780656                      | CUSIP: 36225AWR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1135 | PA      | $1164.85       | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2789                      | CUSIP: 36184NC25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13849 | PA      | $12711.29      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457847                      | CUSIP: 36208QTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1543 | PA      | $1583.74       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550656                      | CUSIP: 36213CWR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7764 | PA      | $7796.84       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503000                      | CUSIP: 36210UX57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1802 | PA      | $1849.21       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97474                      | CUSIP: 312946JT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3061 | PA      | $2939.80       | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554830                      | CUSIP: 36213HLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        757 | PA      | $777.50        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592614                      | CUSIP: 36201TK30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19700 | PA      | $19975.10      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8200                      | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   61407527 | PA      | $57051664.07   | 0.51%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636174                      | CUSIP: 36291RXB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     196070 | PA      | $199187.52     | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631357                      | CUSIP: 36291LME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2677 | PA      | $2688.84       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747869                      | CUSIP: 3620C32A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13465 | PA      | $12906.16      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV4742                      | CUSIP: 36195FHT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     499169 | PA      | $453814.67     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1881                      | CUSIP: 36180UCS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     411461 | PA      | $371542.69     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641602                      | CUSIP: 36291XX79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84029 | PA      | $85435.80      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783261                      | CUSIP: 36241LTS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8306410 | PA      | $8160581.20    | 0.07%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611999                      | CUSIP: 36202W3G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15001 | PA      | $15230.04      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4944                        | CUSIP: 36202FP59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1481 | PA      | $1377.51       | 0.00%             | 2041-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612726                      | CUSIP: 36202XVT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        942 | PA      | $961.82        | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AT7429                      | CUSIP: 36194GHE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76084 | PA      | $69171.45      | 0.00%             | 2046-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569570                      | CUSIP: 36200QW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22496 | PA      | $22726.59      | 0.00%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619333                      | CUSIP: 36290WBA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22939 | PA      | $23267.55      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6767                      | CUSIP: 36179VQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5200520 | PA      | $4712554.25    | 0.04%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754258                      | CUSIP: 36230NWT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10657 | PA      | $10471.47      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460210                      | CUSIP: 36208TGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4027 | PA      | $4133.21       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6632                      | CUSIP: 36181ALM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1030597 | PA      | $927870.10     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604897                      | CUSIP: 36200M7J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97061 | PA      | $97450.57      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588365                      | CUSIP: 36201NTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42501 | PA      | $42663.78      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97618                      | CUSIP: 312946PB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17176 | PA      | $16926.56      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615787                      | CUSIP: 36290SCY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67627 | PA      | $68560.41      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607752                      | CUSIP: 36202SEZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14191 | PA      | $14542.66      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619647                      | CUSIP: 36290WL42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21293 | PA      | $21361.87      | 0.00%             | 2033-09-15      | 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        |      35423 | PA      | $36079.44      | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 279907                      | CUSIP: 36220J3Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4445 | PA      | $4508.11       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603762                      | CUSIP: 36200KWX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23960 | PA      | $24035.61      | 0.00%             | 2033-06-15      | 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        |       3400 | PA      | $3357.58       | 0.00%             | 2036-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497332                      | CUSIP: 36210NPR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21310 | PA      | $21873.67      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569569                      | CUSIP: 36200QW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20325 | PA      | $20753.65      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553383                      | CUSIP: 36213FXL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35088 | PA      | $35107.39      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 444207                      | CUSIP: 36207WNY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55775 | PA      | $54703.77      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607000                      | CUSIP: 36201YKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48929 | PA      | $50269.75      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782001                      | CUSIP: 36241KGJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1094 | PA      | $1098.68       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605812                      | CUSIP: 36201XAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3285 | PA      | $3248.31       | 0.00%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585193                      | CUSIP: 36201KC61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4668 | PA      | $4735.03       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453041                      | CUSIP: 36208KHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15836 | PA      | $16255.14      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628878                      | CUSIP: 36291HUB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60696 | PA      | $60922.55      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751241                      | CUSIP: 36230KLW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     203731 | PA      | $200056.81     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740450                      | CUSIP: 3620AUTF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     373838 | PA      | $358660.16     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505727                      | CUSIP: 36210XYY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1088 | PA      | $1103.92       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574591                      | CUSIP: 36200WKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115022 | PA      | $116741.76     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620509                      | CUSIP: 36290XKW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92634 | PA      | $93004.44      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757254                      | CUSIP: 36230SBX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64328 | PA      | $63146.10      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 700250                      | CUSIP: 36296S5K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2598 | PA      | $2559.69       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620579                      | CUSIP: 36290XM49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10493 | PA      | $10649.07      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793025                      | CUSIP: 36177MLF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77786 | PA      | $72188.48      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669028                      | CUSIP: 36295FHD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13032 | PA      | $13266.79      | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603341                      | CUSIP: 36200KHS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6265 | PA      | $6423.27       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725266                      | CUSIP: 3620ABW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81540 | PA      | $80085.62      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593586                      | CUSIP: 36201UNB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3936 | PA      | $4023.44       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753314                      | CUSIP: 36230MVF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85063 | PA      | $81676.06      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646858                      | CUSIP: 36292ETP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2045 | PA      | $2032.77       | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546566                      | CUSIP: 36212XFF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20673 | PA      | $20990.39      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542058                      | CUSIP: 36212SE77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102203 | PA      | $103288.03     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-2 GC                  | CUSIP: 38378YH44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2111326 | PA      | $1879638.60    | 0.02%             | 2044-01-20      | Fixed         | 3.00%                 | 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      | $9624890.50    | 0.09%             | 2042-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553848                      | CUSIP: 36213GHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3573 | PA      | $3667.48       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644014                      | CUSIP: 36292BN77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51655 | PA      | $52507.09      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622123                      | CUSIP: 36291AD48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26951 | PA      | $27336.86      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782363                      | CUSIP: 36241KTU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6519 | PA      | $6641.62       | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497445                      | CUSIP: 36210NTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4621 | PA      | $4685.75       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608776                      | CUSIP: 36202TJV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11241 | PA      | $11413.92      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 398487                      | CUSIP: 36205RUL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        271 | PA      | $270.25        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691722                      | CUSIP: 36296HPF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60347 | PA      | $57863.62      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN8585                      | CUSIP: 3138LMRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4498819 | PA      | $4382538.60    | 0.04%             | 2028-03-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462907                      | CUSIP: 36208WGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4581 | PA      | $4701.78       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615658                      | CUSIP: 36290R5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37865 | PA      | $38419.74      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783274                      | CUSIP: 36241LT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3373 | PA      | $3462.39       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637936                      | CUSIP: 36291TV54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10097 | PA      | $10255.23      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1468                      | CUSIP: 36183WTZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     263415 | PA      | $250908.20     | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586915                      | CUSIP: 36201MAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8940 | PA      | $9065.26       | 0.00%             | 2032-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-20 Z                  | CUSIP: 31359SXB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     149714 | PA      | $152871.51     | 0.00%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592757                      | CUSIP: 36201TQJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3697 | PA      | $3737.43       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452770                      | CUSIP: 36208J6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        251 | PA      | $250.28        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616156                      | CUSIP: 36290SQH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        347 | PA      | $350.62        | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467553                      | CUSIP: 36209CMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1765 | PA      | $1789.52       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5058                      | CUSIP: 36184BTP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     561781 | PA      | $498826.63     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621697                      | CUSIP: 36290YUW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12146 | PA      | $12011.81      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592569                      | CUSIP: 36201TJN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31554 | PA      | $31967.28      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593377                      | CUSIP: 36201UFS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7380 | PA      | $7465.35       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496779                      | CUSIP: 36210M2L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16867 | PA      | $17104.83      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588327                      | CUSIP: 36201NSQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8554 | PA      | $8678.08       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586345                      | CUSIP: 36201LL28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11708 | PA      | $11757.63      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602236                      | CUSIP: 36200JBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4171 | PA      | $4266.40       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8431                      | CUSIP: 36180MLL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68477 | PA      | $61523.77      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745815                      | CUSIP: 3620C1SC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1983 | PA      | $1900.68       | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545064                      | CUSIP: 36212VQR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3467 | PA      | $3559.01       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8915                      | CUSIP: 36180M3Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3693166 | PA      | $3256278.72    | 0.03%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468350                      | CUSIP: 36209DH31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32563 | PA      | $33022.25      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8148                      | CUSIP: 36179XBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24341001 | PA      | $21309619.17   | 0.19%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627262                      | CUSIP: 36291FZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19266 | PA      | $19344.19      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626856                      | CUSIP: 36291FMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20156 | PA      | $20451.65      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582741                      | CUSIP: 36201GLW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23672 | PA      | $24015.00      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705750                      | CUSIP: 36297ABT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5158 | PA      | $5180.30       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771417                      | CUSIP: 36176NYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46461 | PA      | $44674.51      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609460                      | CUSIP: 36202UB51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13688 | PA      | $13897.71      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494974                      | CUSIP: 36210K2F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19368 | PA      | $19641.32      | 0.00%             | 2029-03-15      | 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        |      10219 | PA      | $10258.22      | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 447472                      | CUSIP: 36208DCH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3725 | PA      | $3823.06       | 0.00%             | 2027-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625963                      | CUSIP: 36291EML2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14974 | PA      | $15199.40      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451232                      | CUSIP: 36208HHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1341 | PA      | $1359.97       | 0.00%             | 2028-10-15      | 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        |       8177 | PA      | $8403.21       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | 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      | $6328635.45    | 0.06%             | 2047-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9314                      | CUSIP: 36184HK37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4281691 | PA      | $3814899.10    | 0.03%             | 2045-03-15      | 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        |        872 | PA      | $837.61        | 0.00%             | 2043-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571829                      | CUSIP: 36200THE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35835 | PA      | $35205.78      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605798                      | CUSIP: 36200N7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107827 | PA      | $108256.44     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738310                      | CUSIP: 3620ASGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9836 | PA      | $9658.37       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631280                      | CUSIP: 36291LJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59942 | PA      | $60955.08      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778600                      | CUSIP: 36176WX55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21432 | PA      | $20538.16      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3975                        | CUSIP: 36202EMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49620 | PA      | $50884.86      | 0.00%             | 2037-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691708                      | CUSIP: 36296HNZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     961223 | PA      | $921666.87     | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471184                      | CUSIP: 36209GM95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2543 | PA      | $2610.36       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778375                      | CUSIP: 36176WQ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1141208 | PA      | $1058490.70    | 0.01%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615528                      | CUSIP: 36290RYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     916808 | PA      | $920458.82     | 0.01%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581854                      | CUSIP: 36201FMB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        632 | PA      | $638.77        | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758213                      | CUSIP: 36230TDS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     515120 | PA      | $493454.17     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CB1993                      | CUSIP: 3617UMGA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     604545 | PA      | $527130.74     | 0.00%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 439811                      | CUSIP: 36207RR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1965 | PA      | $1977.62       | 0.00%             | 2027-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449542                      | CUSIP: 36208FLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6486 | PA      | $6657.28       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2891                      | CUSIP: 36179RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29729974 | PA      | $26610717.01   | 0.24%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778611                      | CUSIP: 36176WYG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7643 | PA      | $7328.23       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467038                      | CUSIP: 36209BZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3692 | PA      | $3789.46       | 0.00%             | 2028-07-15      | 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        |        556 | PA      | $570.47        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731646                      | CUSIP: 3620AJZK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35716 | PA      | $36392.62      | 0.00%             | 2040-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622154                      | CUSIP: 36291AE39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4549 | PA      | $4565.48       | 0.00%             | 2033-10-15      | 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        |      12326 | PA      | $12379.55      | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721747                      | CUSIP: 3620A7ZL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87077 | PA      | $85548.05      | 0.00%             | 2040-08-15      | 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        |      32521 | PA      | $31890.22      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620457                      | CUSIP: 36290XJA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66360 | PA      | $66608.17      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764182                      | CUSIP: 36176EXK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5420 | PA      | $5184.26       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711709                      | CUSIP: 36297GVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61223 | PA      | $54983.86      | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2025-56 BA                 | CUSIP: 3136BWNM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35868401 | PA      | $35976110.24   | 0.32%             | 2051-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634421                      | CUSIP: 36291PYS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152307 | PA      | $154672.94     | 0.00%             | 2034-08-15      | 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        |       3438 | PA      | $3502.16       | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | 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        |   12560337 | PA      | $9175624.97    | 0.08%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617290                      | CUSIP: 36290TXT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101699 | PA      | $103557.99     | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611867                      | CUSIP: 36202WW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30715 | PA      | $31180.02      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505783                      | CUSIP: 36210X2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1194 | PA      | $1225.97       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698434                      | CUSIP: 36296Q4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97776 | PA      | $98194.38      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443564                      | CUSIP: 36207VWZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        627 | PA      | $643.93        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495851                      | CUSIP: 36210LZQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3776 | PA      | $3875.63       | 0.00%             | 2029-01-15      | 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        |       2794 | PA      | $2833.82       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636909                      | CUSIP: 36291SR69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43367 | PA      | $44086.42      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705932                      | CUSIP: 36297AHH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2749862 | PA      | $2553453.48    | 0.02%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492976                      | CUSIP: 36210HT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10636 | PA      | $10785.51      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634283                      | CUSIP: 36291PUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17563 | PA      | $17855.57      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642388                      | CUSIP: 36291YUM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13985 | PA      | $14229.32      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403450                      | CUSIP: 36205XEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15959 | PA      | $16022.08      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783334                      | CUSIP: 36241LV37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96346 | PA      | $99404.86      | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5948                      | CUSIP: 36178DTD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84414 | PA      | $76063.69      | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615894                      | CUSIP: 36290SGB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4498 | PA      | $4511.07       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2582                      | CUSIP: 36183X2P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     315984 | PA      | $280785.18     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652510                      | CUSIP: 36292L3T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12982 | PA      | $13401.57      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621338                      | CUSIP: 36290YHP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34568 | PA      | $35117.25      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737822                      | CUSIP: 3620ARVP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98798 | PA      | $99226.01      | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK3727                      | CUSIP: 3131X7D88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11656 | PA      | $11522.20      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493894                      | CUSIP: 36210JUT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6250 | PA      | $6338.39       | 0.00%             | 2029-04-15      | 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        |       1118 | PA      | $1147.74       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582752                      | CUSIP: 36201GL94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6531 | PA      | $6620.88       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603773                      | CUSIP: 36200KXA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6870 | PA      | $7047.52       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605107                      | CUSIP: 36200NGQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     456767 | PA      | $463641.22     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570433                      | CUSIP: 36200RV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20534 | PA      | $21077.39      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629987                      | CUSIP: 36291J2U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65267 | PA      | $66268.04      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604403                      | CUSIP: 36200MNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3861 | PA      | $3917.28       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK9991                      | CUSIP: 36183UC46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     505984 | PA      | $453314.22     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0462                      | CUSIP: 36179MQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9838434 | PA      | $9100991.02    | 0.08%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462925                      | CUSIP: 36208WHA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        429 | PA      | $440.27        | 0.00%             | 2028-07-15      | 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        |      20498 | PA      | $20787.22      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3840                        | CUSIP: 36202EHR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140742 | PA      | $141582.46     | 0.00%             | 2036-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 424159                      | CUSIP: 36206XE82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        841 | PA      | $840.42        | 0.00%             | 2026-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749101                      | CUSIP: 3620C5GJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13455 | PA      | $12867.95      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569215                      | CUSIP: 36200QK45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        154 | PA      | $157.33        | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 444362                      | CUSIP: 36207WTT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11449 | PA      | $11751.70      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591991                      | CUSIP: 36201SUQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26067 | PA      | $26417.38      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610884                      | CUSIP: 36202VUH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97461 | PA      | $97735.80      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757458                      | CUSIP: 36230SJB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98682 | PA      | $94425.76      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG V84237                      | CUSIP: 3132L9V69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22859 | PA      | $20797.28      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9110                      | CUSIP: 36178WDP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4910 | PA      | $4429.71       | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604650                      | CUSIP: 36200MWK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64198 | PA      | $64421.94      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609350                      | CUSIP: 36202T5K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19489 | PA      | $19765.07      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610990                      | CUSIP: 36202VXT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8829 | PA      | $8864.98       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762160                      | CUSIP: 36176CQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78579 | PA      | $77090.14      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568041                      | CUSIP: 36213YBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1946 | PA      | $1998.96       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458045                      | CUSIP: 36208QZJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        959 | PA      | $984.65        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429728                      | CUSIP: 36207ELH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        297 | PA      | $300.21        | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-81 CA                 | CUSIP: 38379YNX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4012616 | PA      | $3637277.04    | 0.03%             | 2045-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553248                      | CUSIP: 36213FTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83624 | PA      | $84705.52      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476590                      | CUSIP: 36209NNF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        184 | PA      | $189.28        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602973                      | CUSIP: 36200J2E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        826 | PA      | $837.36        | 0.00%             | 2036-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763480                      | CUSIP: 36176D6R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8831 | PA      | $8476.53       | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701742                      | CUSIP: 36296US76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     175027 | PA      | $178441.41     | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647703                      | CUSIP: 36292FRY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158042 | PA      | $155986.73     | 0.00%             | 2035-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558779                      | CUSIP: 36213MXG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45677 | PA      | $46363.88      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462568                      | CUSIP: 36208VZ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $36.24         | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A87339                      | CUSIP: 312934EL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5655 | PA      | $5689.70       | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS5896                      | CUSIP: 3140LGRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1497726 | PA      | $1401260.39    | 0.01%             | 2037-06-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551664                      | CUSIP: 36213DZ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        599 | PA      | $614.63        | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580362                      | CUSIP: 36201DWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4253 | PA      | $4316.61       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634300                      | CUSIP: 36291PUZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8440 | PA      | $8581.77       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 271947                      | CUSIP: 36220ABQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41949 | PA      | $42118.50      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553172                      | CUSIP: 36213FQZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27091 | PA      | $27495.84      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496114                      | CUSIP: 36210MDT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5712 | PA      | $5863.53       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597323                      | CUSIP: 36200CSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12750 | PA      | $12912.24      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647809                      | CUSIP: 36292FVA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28134 | PA      | $28607.11      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 442947                      | CUSIP: 36207VBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6747 | PA      | $6925.41       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613879                      | CUSIP: 36290N6Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19870 | PA      | $20154.35      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 382828                      | CUSIP: 36204XHD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4287 | PA      | $4400.73       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499547                      | CUSIP: 36210Q5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3027 | PA      | $3106.73       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AQ5878                      | CUSIP: 36189WQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47610 | PA      | $42124.34      | 0.00%             | 2046-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769734                      | CUSIP: 36176L4T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3760 | PA      | $3379.52       | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703194                      | CUSIP: 36296WGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56759 | PA      | $51565.90      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2448 ZQ                    | CUSIP: 31392M6E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7090 | PA      | $7187.97       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520769                      | CUSIP: 36211RQW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10082 | PA      | $10243.50      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604061                      | CUSIP: 36200MB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5514 | PA      | $5584.11       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586295                      | CUSIP: 36201LKG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97109 | PA      | $98703.07      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498403                      | CUSIP: 36210PU44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15618 | PA      | $16030.71      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595414                      | CUSIP: 36200AN70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        113 | PA      | $116.06        | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612172                      | CUSIP: 36202XCH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62353 | PA      | $61696.19      | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462682                      | CUSIP: 36208V6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2811 | PA      | $2885.53       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 4113 MG                    | CUSIP: 3137ATV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2409301 | PA      | $2231793.89    | 0.02%             | 2042-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2328                      | CUSIP: 36178MSR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13916 | PA      | $13156.41      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477546                      | CUSIP: 36209PP76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16870 | PA      | $17107.66      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580416                      | CUSIP: 36201DYM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32019 | PA      | $32519.08      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08626                      | CUSIP: 3128MJVU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5956 | PA      | $5319.16       | 0.00%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783609                      | CUSIP: 3622A2AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29603 | PA      | $29089.66      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772091                      | CUSIP: 36176PRL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     508635 | PA      | $472035.56     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506500                      | CUSIP: 36210YUZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        793 | PA      | $804.19        | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7193                      | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29250873 | PA      | $24640288.55   | 0.22%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606672                      | CUSIP: 36201X6H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37958 | PA      | $38081.21      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-149 LZ                | CUSIP: 38378UKN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11843581 | PA      | $9993216.50    | 0.09%             | 2043-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779746                      | CUSIP: 36176YBP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82687 | PA      | $79091.91      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598064                      | CUSIP: 36200DMM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3780 | PA      | $3855.97       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4475                      | CUSIP: 36178B6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105512 | PA      | $97947.46      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5397                      | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9528754 | PA      | $8661468.76    | 0.08%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493547                      | CUSIP: 36210JHY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3519 | PA      | $3612.01       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 680624                      | CUSIP: 36295UD57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10135 | PA      | $10431.14      | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0162                      | CUSIP: 36177WFB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12239 | PA      | $11361.36      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737539                      | CUSIP: 3620ARLU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83410 | PA      | $80101.58      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8697                      | CUSIP: 36179JUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     609930 | PA      | $550056.90     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783397                      | CUSIP: 36241LX27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6206325 | PA      | $6246945.18    | 0.06%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494694                      | CUSIP: 36210KRP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3097 | PA      | $3179.09       | 0.00%             | 2029-02-15      | 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        |       5340 | PA      | $5415.69       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647516                      | CUSIP: 36292FK55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14260 | PA      | $14322.11      | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7651                      | CUSIP: 36179WQC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12405641 | PA      | $11188311.40   | 0.10%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619188                      | CUSIP: 36290V2V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49254 | PA      | $50046.11      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4922                        | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52866 | PA      | $50682.33      | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606447                      | CUSIP: 36201XWG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1417 | PA      | $1436.13       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 6.5 8/25                  | CUSIP: 21H062685<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  156125000 | PA      | $160239596.31  | 1.45%             | 2025-08-20      | 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        |        774 | PA      | $785.17        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 515966                      | CUSIP: 36211LFF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177639 | PA      | $174533.03     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607483                      | CUSIP: 36201Y2Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43966 | PA      | $44149.35      | 0.00%             | 2034-03-15      | 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        |     132754 | PA      | $133327.87     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735209                      | CUSIP: 3620ANYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13797 | PA      | $13219.30      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613910                      | CUSIP: 36290QAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5144 | PA      | $5265.41       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704577                      | CUSIP: 36296XXE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96618 | PA      | $95077.65      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486936                      | CUSIP: 36210A4V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2740 | PA      | $2811.94       | 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        |       3719 | PA      | $3771.76       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582888                      | CUSIP: 36201GRH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8078 | PA      | $8197.53       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430632                      | CUSIP: 36207FLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14050 | PA      | $14247.92      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555831                      | CUSIP: 36213JPQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4787 | PA      | $4913.88       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595624                      | CUSIP: 36200AVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5739 | PA      | $5815.05       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4319                      | CUSIP: 36179SYQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1983223 | PA      | $1708374.89    | 0.02%             | 2047-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711543                      | CUSIP: 36297GP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3792478 | PA      | $3636409.29    | 0.03%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2998                      | CUSIP: 36183YKK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176920 | PA      | $168576.32     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5435                      | CUSIP: 36180HBC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     449197 | PA      | $416756.61     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782387                      | CUSIP: 36241KUL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     178752 | PA      | $179530.68     | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583203                      | CUSIP: 36201G3L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4146 | PA      | $4246.09       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769606                      | CUSIP: 36176LYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61691 | PA      | $58976.51      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462563                      | CUSIP: 36208VZ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13386 | PA      | $13574.25      | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464522                      | CUSIP: 36208YAX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7013 | PA      | $7043.83       | 0.00%             | 2029-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701962                      | CUSIP: 36296UZ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117831 | PA      | $115837.57     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609709                      | CUSIP: 36202UKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32331 | PA      | $32788.43      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738630                      | CUSIP: 3620ASST7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71310 | PA      | $68297.48      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US 10yr Ultra Fut Sep25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        331 | NC      | $269885.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763884                      | CUSIP: 36176EM99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     673222 | PA      | $601228.21     | 0.01%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615656                      | CUSIP: 36290R5R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5038 | PA      | $5058.15       | 0.00%             | 2033-10-15      | 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        |      15992 | PA      | $16090.96      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 504307                      | CUSIP: 36210WGQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5553 | PA      | $5699.74       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632242                      | CUSIP: 36291MLX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4491 | PA      | $4575.19       | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710322                      | CUSIP: 36297FD33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5797 | PA      | $5821.89       | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484276                      | CUSIP: 36209W6M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1822 | PA      | $1870.04       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1859                      | CUSIP: 36179BB45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61161 | PA      | $54972.99      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605432                      | CUSIP: 36200NSV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3940 | PA      | $4057.50       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620643                      | CUSIP: 36290XP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1168 | PA      | $1182.88       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748523                      | CUSIP: 3620C4SL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155754 | PA      | $152824.22     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G04817                      | CUSIP: 3128M6VJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     112035 | PA      | $112726.04     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07785                      | CUSIP: 3128M96W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39232 | PA      | $38603.34      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794387                      | CUSIP: 36177N2V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85180 | PA      | $78895.65      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605444                      | CUSIP: 36200NS93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37050 | PA      | $38016.97      | 0.00%             | 2034-06-15      | 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        |       3301 | PA      | $3388.26       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4068                      | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3453798 | PA      | $3061714.54    | 0.03%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474663                      | CUSIP: 36209LJG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3072 | PA      | $3115.33       | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716818                      | CUSIP: 3620A2K70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59868 | PA      | $58872.41      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749197                      | CUSIP: 3620C5KJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     874171 | PA      | $838196.76     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469905                      | CUSIP: 36209FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1355 | PA      | $1391.04       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599777                      | CUSIP: 36200FJW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1249 | PA      | $1267.07       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488317                      | CUSIP: 36210CPA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2417 | PA      | $2480.76       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA9713                      | CUSIP: 36178HYJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21592 | PA      | $19939.34      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A94672                      | CUSIP: 312943FM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8059 | PA      | $7938.90       | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620429                      | CUSIP: 36290XHE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7420 | PA      | $7443.56       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736150                      | CUSIP: 3620APZP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182083 | PA      | $178861.40     | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 421705                      | CUSIP: 36206UNW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          6 | PA      | $5.74          | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475158                      | CUSIP: 36209LZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        163 | PA      | $167.02        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620642                      | CUSIP: 36290XP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78725 | PA      | $79040.35      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491940                      | CUSIP: 36210GPZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1935 | PA      | $1962.63       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 696984                      | CUSIP: 36296PJ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6964 | PA      | $6993.78       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737528                      | CUSIP: 3620ARLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     370707 | PA      | $356226.26     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471346                      | CUSIP: 36209GTB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10598 | PA      | $10740.40      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694335                      | CUSIP: 36296LLQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32372 | PA      | $33009.25      | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD5918                      | CUSIP: 3617BMSF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     657253 | PA      | $595687.04     | 0.01%             | 2047-11-15      | 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        |     208175 | PA      | $186655.40     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626555                      | CUSIP: 36291FBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82732 | PA      | $84069.09      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1091                      | CUSIP: 36179NF86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     646118 | PA      | $617236.36     | 0.01%             | 2043-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470122                      | CUSIP: 36209FG78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        703 | PA      | $721.83        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705903                      | CUSIP: 36297AGL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1117672 | PA      | $1070262.97    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 601434                      | CUSIP: 36200HEF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1092 | PA      | $1102.99       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783121                      | CUSIP: 36241LPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2978956 | PA      | $2860354.35    | 0.03%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA6505                      | CUSIP: 3133KNGN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     199375 | PA      | $157881.37     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521361                      | CUSIP: 36211SFA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     228772 | PA      | $235855.44     | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580447                      | CUSIP: 36201DZL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67064 | PA      | $68228.04      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651244                      | CUSIP: 36292KP59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20028 | PA      | $20276.36      | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470112                      | CUSIP: 36209FGV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9872 | PA      | $10011.48      | 0.00%             | 2029-03-15      | 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        |        234 | PA      | $239.87        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764662                      | CUSIP: 36176FJF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     270462 | PA      | $265285.02     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602413                      | CUSIP: 36200JGW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29353 | PA      | $29475.71      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5620                      | CUSIP: 36180HG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16236 | PA      | $15001.60      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482788                      | CUSIP: 36209VJ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4488 | PA      | $4551.05       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1750                      | CUSIP: 36179A5K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     211046 | PA      | $189694.44     | 0.00%             | 2043-07-15      | 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        |     346051 | PA      | $328614.15     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635891                      | CUSIP: 36291RNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67369 | PA      | $67644.25      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642180                      | CUSIP: 36291YM53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68473 | PA      | $69630.18      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587413                      | CUSIP: 36201MSA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10820 | PA      | $10954.38      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676434                      | CUSIP: 36295PPT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61164 | PA      | $63153.72      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4600                        | CUSIP: 36202FDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     494684 | PA      | $507658.62     | 0.00%             | 2039-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645361                      | CUSIP: 36292C5W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8552 | PA      | $8586.26       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 663099                      | CUSIP: 36294XUY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1159 | PA      | $1180.32       | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575892                      | CUSIP: 36200XXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7474 | PA      | $7682.64       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724172                      | CUSIP: 3620AAQZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108412 | PA      | $103774.74     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621402                      | CUSIP: 36290YKP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38169 | PA      | $38326.12      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781288                      | CUSIP: 36225BND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48331 | PA      | $49609.06      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598125                      | CUSIP: 36200DPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        586 | PA      | $597.18        | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BU2118                      | CUSIP: 3140M3K82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     123940 | PA      | $111608.82     | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762950                      | CUSIP: 36176DL76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13022 | PA      | $12771.39      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794621                      | CUSIP: 36177PD36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     990319 | PA      | $920115.82     | 0.01%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK3541                      | CUSIP: 3131X65A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4940 | PA      | $4888.56       | 0.00%             | 2026-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746148                      | CUSIP: 3620C15H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160356 | PA      | $154116.70     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550887                      | CUSIP: 36213C6Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2791 | PA      | $2802.65       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620167                      | CUSIP: 36290W6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35076 | PA      | $35436.14      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769944                      | CUSIP: 36176MER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97615 | PA      | $93457.40      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08658                      | CUSIP: 3128MJWU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      68896 | PA      | $60928.09      | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697571                      | CUSIP: 36296P6G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71243 | PA      | $71550.50      | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678637                      | CUSIP: 36295R4W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81423 | PA      | $78255.19      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738525                      | CUSIP: 3620ASPJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111815 | PA      | $109624.84     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8427                      | CUSIP: 36178VLG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     560831 | PA      | $495511.93     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739185                      | CUSIP: 3620ATF28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52329 | PA      | $52551.05      | 0.00%             | 2040-07-15      | 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        |      89985 | PA      | $86682.94      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646296                      | CUSIP: 36292D7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10377 | PA      | $10421.93      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554687                      | CUSIP: 36213HF46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6136 | PA      | $6297.86       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557341                      | CUSIP: 36213LEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13733 | PA      | $13881.06      | 0.00%             | 2031-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1723                      | CUSIP: 36178L4G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6871 | PA      | $6404.76       | 0.00%             | 2042-09-15      | 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        |      44936 | PA      | $41714.79      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562290                      | CUSIP: 36213RUP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31125 | PA      | $31576.42      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494327                      | CUSIP: 36210KD85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3879 | PA      | $3934.00       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 671804                      | CUSIP: 36295JKR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39883 | PA      | $40625.92      | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713457                      | CUSIP: 36297JTN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2706 | PA      | $2606.72       | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682557                      | CUSIP: 36295WJA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7234 | PA      | $7109.55       | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 533673                      | CUSIP: 36212G2E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25710 | PA      | $26389.52      | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581518                      | CUSIP: 36201FAT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12867 | PA      | $13053.92      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750328                      | CUSIP: 3620C6SR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     329108 | PA      | $315444.30     | 0.00%             | 2040-11-15      | 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        |     604447 | PA      | $580835.46     | 0.01%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5204                        | CUSIP: 36202FX92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9841120 | PA      | $9672383.93    | 0.09%             | 2041-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5905                      | CUSIP: 36178DR29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1146242 | PA      | $1063762.93    | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599838                      | CUSIP: 36200FLT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45323 | PA      | $45821.11      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604469                      | CUSIP: 36200MQW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3667 | PA      | $3626.98       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782277                      | CUSIP: 36241KQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37352 | PA      | $38037.47      | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629924                      | CUSIP: 36291JYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19916 | PA      | $19996.31      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781414                      | CUSIP: 36225BSB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38204 | PA      | $38623.88      | 0.00%             | 2032-03-15      | 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        |     192296 | PA      | $195775.85     | 0.00%             | 2038-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780747                      | CUSIP: 36225AZL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1264 | PA      | $1297.47       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642608                      | CUSIP: 36291Y3R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10121 | PA      | $10299.98      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603973                      | CUSIP: 36200K6J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86019 | PA      | $87132.15      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492995                      | CUSIP: 36210HUU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7487 | PA      | $7592.48       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605652                      | CUSIP: 36200NZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1151 | PA      | $1156.18       | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748053                      | CUSIP: 3620C4BW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37474 | PA      | $35918.24      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719226                      | CUSIP: 3620A5A33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101805 | PA      | $102239.08     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537487                      | CUSIP: 36212MCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8507 | PA      | $8733.35       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778955                      | CUSIP: 36176XE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75070 | PA      | $67844.84      | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597959                      | CUSIP: 36200DJC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7138 | PA      | $7239.94       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3709                        | CUSIP: 36202EDN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7836 | PA      | $7742.32       | 0.00%             | 2035-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595482                      | CUSIP: 36200ARB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56375 | PA      | $57153.54      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610297                      | CUSIP: 36202U7J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5278 | PA      | $5389.41       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2372                      | CUSIP: 36180UT58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18213 | PA      | $16792.29      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723319                      | CUSIP: 3620A9SG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1529866 | PA      | $1504546.43    | 0.01%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733457                      | CUSIP: 3620ALZW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     178698 | PA      | $175427.24     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4519                        | CUSIP: 36202FAU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62337 | PA      | $61366.19      | 0.00%             | 2039-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781687                      | CUSIP: 36225B2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98872 | PA      | $100270.73     | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4837                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8950185 | PA      | $8146747.72    | 0.07%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761784                      | CUSIP: 36176CCV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     289574 | PA      | $283975.81     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694132                      | CUSIP: 36296LED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     246169 | PA      | $247239.64     | 0.00%             | 2038-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781262                      | CUSIP: 36225BMK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        130 | PA      | $131.60        | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619553                      | CUSIP: 36290WH62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14256 | PA      | $14294.01      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782888                      | CUSIP: 36241LF50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83483 | PA      | $83842.59      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461213                      | CUSIP: 36208UK22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5207 | PA      | $5344.22       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745409                      | CUSIP: 3620C1DN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66218 | PA      | $65001.85      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633484                      | CUSIP: 36291NXM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27220 | PA      | $27634.90      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473458                      | CUSIP: 36209J5T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7267 | PA      | $7459.15       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4193                        | CUSIP: 36202EUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5109 | PA      | $5142.04       | 0.00%             | 2038-07-20      | 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        |       5744 | PA      | $5889.25       | 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        |      29731 | PA      | $29822.28      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750244                      | CUSIP: 3620C6P58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     262200 | PA      | $251219.40     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458930                      | CUSIP: 36208RY32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10368 | PA      | $10513.90      | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740520                      | CUSIP: 3620AUVM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93931 | PA      | $94339.43      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494516                      | CUSIP: 36210KK53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        831 | PA      | $852.76        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706871                      | CUSIP: 36297BJQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     328415 | PA      | $315195.02     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456782                      | CUSIP: 36208PM70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1350 | PA      | $1350.33       | 0.00%             | 2028-04-15      | 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        |      32288 | PA      | $33142.23      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626114                      | CUSIP: 36291ESB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60520 | PA      | $60740.96      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623025                      | CUSIP: 36291BD61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29550 | PA      | $30006.51      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647639                      | CUSIP: 36292FPY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20505 | PA      | $20594.53      | 0.00%             | 2037-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595870                      | CUSIP: 36200A6F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5011 | PA      | $5074.63       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598676                      | CUSIP: 36200ECM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30819 | PA      | $31531.26      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-56 PZ                 | CUSIP: 38379BCW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2448501 | PA      | $2226678.00    | 0.02%             | 2039-12-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756932                      | CUSIP: 36230RVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96104 | PA      | $92423.65      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492205                      | CUSIP: 36210GYA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1828 | PA      | $1853.40       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BE6414                      | CUSIP: 3617G1DT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3339712 | PA      | $3113772.58    | 0.03%             | 2048-03-20      | 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        |      31334 | PA      | $30582.47      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445990                      | CUSIP: 36207YNF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36736 | PA      | $37224.25      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634372                      | CUSIP: 36291PW93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23634 | PA      | $24003.04      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605912                      | CUSIP: 36201XDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        456 | PA      | $462.36        | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738635                      | CUSIP: 3620ASSY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56213 | PA      | $55303.39      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745289                      | CUSIP: 3620C07A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6800 | PA      | $6682.28       | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777558                      | CUSIP: 36176VTP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1006357 | PA      | $899803.12     | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626491                      | CUSIP: 36291E7C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29724 | PA      | $29846.24      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542828                      | CUSIP: 36212TA53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26012 | PA      | $26119.65      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658878                      | CUSIP: 36294S6P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1381 | PA      | $1386.54       | 0.00%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1346                      | CUSIP: 36177XP77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201916 | PA      | $182172.14     | 0.00%             | 2042-09-15      | 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        |    2519605 | PA      | $2268386.26    | 0.02%             | 2043-07-20      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710996                      | CUSIP: 36297F3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     144656 | PA      | $145274.11     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763487                      | CUSIP: 36176D6Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     216112 | PA      | $211947.84     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627462                      | CUSIP: 36291GB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9780 | PA      | $10074.56      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550689                      | CUSIP: 36213CXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12964 | PA      | $13016.91      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466472                      | CUSIP: 36209BFM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        378 | PA      | $387.59        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505670                      | CUSIP: 36210XW78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7215 | PA      | $7316.26       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503443                      | CUSIP: 36210VHU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        517 | PA      | $530.20        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7577                      | CUSIP: 36180KM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     484275 | PA      | $446735.99     | 0.00%             | 2043-05-15      | 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        |      73562 | PA      | $68059.48      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749251                      | CUSIP: 3620C5L88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82815 | PA      | $79258.07      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4833                        | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5310 | PA      | $5091.56       | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612804                      | CUSIP: 36202XX93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34915 | PA      | $35372.33      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501423                      | CUSIP: 36210TAY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31430 | PA      | $31872.97      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471705                      | CUSIP: 36209HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        788 | PA      | $809.03        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 681618                      | CUSIP: 36295VG37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4299 | PA      | $4317.03       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575220                      | CUSIP: 36200XAV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8811 | PA      | $8953.40       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475371                      | CUSIP: 36209MCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4135 | PA      | $4243.93       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781483                      | CUSIP: 36225BUG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        769 | PA      | $785.75        | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550436                      | CUSIP: 36213CPV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9055 | PA      | $9248.68       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626812                      | CUSIP: 36291FKZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42929 | PA      | $43112.75      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464835                      | CUSIP: 36208YLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5069 | PA      | $5203.56       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN5671                      | CUSIP: 3138LJJR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3277745 | PA      | $3043465.55    | 0.03%             | 2032-05-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737662                      | CUSIP: 3620ARQP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     314387 | PA      | $293407.44     | 0.00%             | 2040-11-15      | 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        |      71703 | PA      | $64942.37      | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS1286                      | CUSIP: 3132A1NB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2294126 | PA      | $2306116.97    | 0.02%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666321                      | CUSIP: 36295CG62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2137 | PA      | $1947.37       | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701582                      | CUSIP: 36296UM72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     820833 | PA      | $836610.50     | 0.01%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503406                      | CUSIP: 36210VGP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        772 | PA      | $792.31        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589603                      | CUSIP: 36201QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18267 | PA      | $18528.88      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634764                      | CUSIP: 36291QFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40225 | PA      | $41463.75      | 0.00%             | 2034-09-15      | 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        |      15787 | PA      | $16255.01      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617508                      | CUSIP: 36290UAH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     226158 | PA      | $216645.81     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716046                      | CUSIP: 3620A1P77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96717 | PA      | $94959.94      | 0.00%             | 2040-03-15      | 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        |      70768 | PA      | $66066.12      | 0.00%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710982                      | CUSIP: 36297F2P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23624 | PA      | $23218.82      | 0.00%             | 2039-11-15      | 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        |      13517 | PA      | $12960.70      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621423                      | CUSIP: 36290YLC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11539 | PA      | $11729.51      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7311                      | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  177934659 | PA      | $143798161.54  | 1.30%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602661                      | CUSIP: 36200JQN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41609 | PA      | $42190.81      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 442959                      | CUSIP: 36207VB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1642 | PA      | $1665.31       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 696983                      | CUSIP: 36296PJ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     237552 | PA      | $233431.69     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466439                      | CUSIP: 36209BEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9342 | PA      | $9473.79       | 0.00%             | 2029-02-15      | 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        |      85592 | PA      | $87825.96      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627324                      | CUSIP: 36291F4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9576 | PA      | $9865.97       | 0.00%             | 2034-06-15      | 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        |        923 | PA      | $947.15        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742450                      | CUSIP: 3620AWZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18845 | PA      | $18507.32      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592009                      | CUSIP: 36201SVA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18037 | PA      | $18306.15      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734423                      | CUSIP: 3620AM4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57457 | PA      | $55134.79      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615228                      | CUSIP: 36290RPM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24822 | PA      | $25160.80      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624395                      | CUSIP: 36291CUU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45491 | PA      | $45626.93      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619299                      | CUSIP: 36290V7L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42666 | PA      | $43262.43      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554866                      | CUSIP: 36213HMP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        265 | PA      | $270.98        | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499440                      | CUSIP: 36210QZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3927 | PA      | $4031.31       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566206                      | CUSIP: 36213WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1745 | PA      | $1742.96       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466542                      | CUSIP: 36209BHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        779 | PA      | $799.53        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 639141                      | CUSIP: 36291VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9492 | PA      | $9523.34       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606064                      | CUSIP: 36201XJH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7123 | PA      | $7214.71       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6401                      | CUSIP: 36178EDE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     907381 | PA      | $814911.14     | 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        |      45322 | PA      | $40588.30      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560041                      | CUSIP: 36213PEN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1080 | PA      | $1108.13       | 0.00%             | 2031-05-15      | 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        |       5065 | PA      | $5198.63       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470461                      | CUSIP: 36209FTS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     313091 | PA      | $306843.04     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS6818                      | CUSIP: 3132A7SF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30041 | PA      | $29666.35      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704418                      | CUSIP: 36296XSF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23262 | PA      | $22878.36      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501341                      | CUSIP: 36210S5A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4180 | PA      | $4239.27       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487061                      | CUSIP: 36210BB61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        708 | PA      | $707.73        | 0.00%             | 2029-03-15      | 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        |       4006 | PA      | $4111.55       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619588                      | CUSIP: 36290WJ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35005 | PA      | $35121.47      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622397                      | CUSIP: 36291ANN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13708 | PA      | $13769.38      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759162                      | CUSIP: 36230UFB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162262 | PA      | $155777.80     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438561                      | CUSIP: 36207QFA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45802 | PA      | $44919.45      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635313                      | CUSIP: 36291QYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89888 | PA      | $91378.47      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765930                      | CUSIP: 36176GVX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39555 | PA      | $38790.05      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646803                      | CUSIP: 36292ERY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15120 | PA      | $15371.53      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469391                      | CUSIP: 36209ENG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        602 | PA      | $618.25        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470479                      | CUSIP: 36209FUC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        579 | PA      | $594.12        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493787                      | CUSIP: 36210JRG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4196 | PA      | $4254.77       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592362                      | CUSIP: 36201TB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16981 | PA      | $17252.08      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629392                      | CUSIP: 36291JF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31581 | PA      | $31680.17      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3294                        | CUSIP: 36202DUT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        723 | PA      | $726.15        | 0.00%             | 2032-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629891                      | CUSIP: 36291JXU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71380 | PA      | $72586.91      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4834                        | CUSIP: 36202FLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44385 | PA      | $43654.22      | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491007                      | CUSIP: 36210FNY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26141 | PA      | $26509.72      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712395                      | CUSIP: 36297HNL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4435 | PA      | $4461.19       | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598595                      | CUSIP: 36200D7G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     268727 | PA      | $272203.25     | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8312                      | CUSIP: 36180MGV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156179 | PA      | $141951.34     | 0.00%             | 2043-05-15      | 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        |      86979 | PA      | $78178.99      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462818                      | CUSIP: 36208WDX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3248 | PA      | $3333.42       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1157                      | CUSIP: 36179NJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     342592 | PA      | $316362.61     | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615387                      | CUSIP: 36290RUL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6196 | PA      | $6217.78       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561043                      | CUSIP: 36213QHU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20853 | PA      | $21147.19      | 0.00%             | 2031-09-15      | 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        |       2733 | PA      | $2771.53       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425012                      | CUSIP: 36206YDR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8381 | PA      | $8497.95       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552376                      | CUSIP: 36213ET97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4706 | PA      | $4765.11       | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4619                      | CUSIP: 3617BLDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36058 | PA      | $32680.32      | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733484                      | CUSIP: 3620AL2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68388 | PA      | $68685.02      | 0.00%             | 2040-08-15      | 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        |     178682 | PA      | $179365.17     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476783                      | CUSIP: 36209NUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6386 | PA      | $6554.65       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690137                      | CUSIP: 36296FV67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52867 | PA      | $53820.65      | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783911                      | CUSIP: 3622A2KY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1049124 | PA      | $941057.16     | 0.01%             | 2043-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562272                      | CUSIP: 36213RT56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11213 | PA      | $11414.93      | 0.00%             | 2033-12-15      | 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        |       1167 | PA      | $1183.08       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740440                      | CUSIP: 3620AUS54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     268979 | PA      | $264507.40     | 0.00%             | 2040-08-15      | 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        |      11941 | PA      | $11755.49      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732513                      | CUSIP: 3620AKYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16130 | PA      | $16198.57      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756318                      | CUSIP: 36230RAT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     665114 | PA      | $653436.78     | 0.01%             | 2041-04-15      | 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        |      21038 | PA      | $20782.93      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719252                      | CUSIP: 3620A5BV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116903 | PA      | $112134.80     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640863                      | CUSIP: 36291W5Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        767 | PA      | $757.81        | 0.00%             | 2035-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605150                      | CUSIP: 36200NH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24173 | PA      | $23884.56      | 0.00%             | 2034-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772362                      | CUSIP: 36176PZ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     720282 | PA      | $689728.67     | 0.01%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05849                      | CUSIP: 3128M7ZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3988 | PA      | $3932.92       | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434306                      | CUSIP: 36207KNX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6466 | PA      | $6557.12       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8781                      | CUSIP: 36180MXJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67344 | PA      | $60758.49      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638132                      | CUSIP: 36291T4R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89813 | PA      | $91248.60      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592730                      | CUSIP: 36201TPP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28655 | PA      | $29060.06      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782293                      | CUSIP: 36241KRN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115398 | PA      | $113847.83     | 0.00%             | 2038-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462801                      | CUSIP: 36208WDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3563 | PA      | $3657.48       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613014                      | CUSIP: 36290NAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26082 | PA      | $26187.25      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769934                      | CUSIP: 36176MEF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70405 | PA      | $69140.19      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616360                      | CUSIP: 36290SWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115343 | PA      | $115813.87     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6475                      | CUSIP: 36179VFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18073 | PA      | $16377.61      | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614434                      | CUSIP: 36290QSX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7925 | PA      | $7957.46       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501447                      | CUSIP: 36210TBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2703 | PA      | $2741.20       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611580                      | CUSIP: 36202WM55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6740 | PA      | $6837.57       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769657                      | CUSIP: 36176LZW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148874 | PA      | $137889.89     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759066                      | CUSIP: 36230UCB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122897 | PA      | $117929.92     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579509                      | CUSIP: 36201CYE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18854 | PA      | $19091.74      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0023                      | CUSIP: 36180SAY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95847 | PA      | $89026.93      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670400                      | CUSIP: 36295GX56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     456357 | PA      | $458346.67     | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746404                      | CUSIP: 3620C2GM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     559141 | PA      | $549019.31     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594587                      | CUSIP: 36201VRG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44467 | PA      | $45161.54      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 406554                      | CUSIP: 36206BTK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39563 | PA      | $38885.46      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 673267                      | CUSIP: 36295K6C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31489 | PA      | $31624.69      | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734363                      | CUSIP: 3620AMZ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1808127 | PA      | $1685926.07    | 0.02%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4450                      | CUSIP: 36179S5K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9374999 | PA      | $8310725.64    | 0.07%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467055                      | CUSIP: 36209BZU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2080 | PA      | $2134.58       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480282                      | CUSIP: 36209SRB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30303 | PA      | $31104.24      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658569                      | CUSIP: 36294ST23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        457 | PA      | $464.81        | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594708                      | CUSIP: 36201VU91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88448 | PA      | $89729.59      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 792677                      | CUSIP: 36177L6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75781 | PA      | $70327.77      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615525                      | CUSIP: 36290RYW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22811 | PA      | $22882.93      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1932                      | CUSIP: 36180DED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96687 | PA      | $90317.92      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609704                      | CUSIP: 36202UKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5271 | PA      | $5353.38       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 688480                      | CUSIP: 36296D2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104137 | PA      | $106106.86     | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647290                      | CUSIP: 36292FC39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1532 | PA      | $1538.47       | 0.00%             | 2035-08-15      | 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        |     105936 | PA      | $104206.64     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482875                      | CUSIP: 36209VMY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50409 | PA      | $51119.46      | 0.00%             | 2028-12-15      | 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        |       2107 | PA      | $2155.41       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774502                      | CUSIP: 36176SGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3209 | PA      | $3223.15       | 0.00%             | 2041-09-15      | 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        |       7527 | PA      | $7411.26       | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610905                      | CUSIP: 36202VU66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31307 | PA      | $31722.68      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615635                      | CUSIP: 36290R4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25636 | PA      | $26367.63      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2063                      | CUSIP: 36179BJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     298108 | PA      | $277055.45     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614562                      | CUSIP: 36290QWX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2102 | PA      | $2125.51       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620185                      | CUSIP: 36290W6W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22706 | PA      | $23071.32      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5136                      | CUSIP: 36179TV51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12557289 | PA      | $11414353.12   | 0.10%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM1094                      | CUSIP: 36184LGB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112052 | PA      | $106894.91     | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492134                      | CUSIP: 36210GV35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13392 | PA      | $13580.38      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503879                      | CUSIP: 36210VXG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        440 | PA      | $446.16        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636002                      | CUSIP: 36291RRX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23061 | PA      | $23710.09      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604994                      | CUSIP: 36200NC74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     250572 | PA      | $251529.54     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499349                      | CUSIP: 36210QWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11296 | PA      | $11454.66      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616913                      | CUSIP: 36290TK24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1796180 | PA      | $1667888.59    | 0.02%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO8725                      | CUSIP: 3617A9VS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100357 | PA      | $88883.96      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655146                      | CUSIP: 36294NZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69212 | PA      | $71511.81      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738950                      | CUSIP: 3620AS5K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56414 | PA      | $55439.32      | 0.00%             | 2040-06-15      | 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        |     260112 | PA      | $255473.59     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602835                      | CUSIP: 36200JV49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3376 | PA      | $3384.08       | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597895                      | CUSIP: 36200DGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2078 | PA      | $2086.62       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG V84293                      | CUSIP: 3132L9XW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25034 | PA      | $22775.96      | 0.00%             | 2048-05-01      | 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        |      47812 | PA      | $44447.98      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472622                      | CUSIP: 36209JAX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        629 | PA      | $646.06        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07810                      | CUSIP: 3128MAAK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     559891 | PA      | $552349.42     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574779                      | CUSIP: 36200WQ87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60154 | PA      | $60363.66      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631766                      | CUSIP: 36291LZ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28711 | PA      | $29524.98      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486482                      | CUSIP: 36210AM79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        744 | PA      | $763.97        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG V82363                      | CUSIP: 3132L7TU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     771611 | PA      | $760153.13     | 0.01%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723470                      | CUSIP: 3620A9W72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109122 | PA      | $107161.34     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481175                      | CUSIP: 36209TQ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        570 | PA      | $571.72        | 0.00%             | 2029-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796317                      | CUSIP: 36177RAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     214245 | PA      | $204349.62     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620170                      | CUSIP: 36290W6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23783 | PA      | $24173.18      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646075                      | CUSIP: 36292DXC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6928 | PA      | $6957.80       | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772359                      | CUSIP: 36176PZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79820 | PA      | $78510.87      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781530                      | CUSIP: 36225BVX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54217 | PA      | $55650.25      | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630713                      | CUSIP: 36291KVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4199 | PA      | $4216.31       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 2657                        | CUSIP: 36202C5S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25087 | PA      | $25440.49      | 0.00%             | 2028-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1012                      | CUSIP: 36179NDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8795856 | PA      | $8088515.89    | 0.07%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578251                      | CUSIP: 36201BL87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3971 | PA      | $4011.19       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490067                      | CUSIP: 36210EMQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3692 | PA      | $3790.01       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3374                      | CUSIP: 36179RXB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1728592 | PA      | $1495251.60    | 0.01%             | 2046-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS8455                      | CUSIP: 3132A9MC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17441 | PA      | $17223.84      | 0.00%             | 2027-02-01      | 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        |     250656 | PA      | $225020.31     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464833                      | CUSIP: 36208YLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        192 | PA      | $197.31        | 0.00%             | 2028-09-15      | 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        |        614 | PA      | $630.44        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767046                      | CUSIP: 36176H5F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     347495 | PA      | $312988.21     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602693                      | CUSIP: 36200JRN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2575 | PA      | $2585.24       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8626                      | CUSIP: 36184FSP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57513 | PA      | $51087.22      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595828                      | CUSIP: 36200A4M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27834 | PA      | $27464.51      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637267                      | CUSIP: 36291S6C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8950 | PA      | $9093.87       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7691                      | CUSIP: 36181BRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2305787 | PA      | $2069960.83    | 0.02%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585172                      | CUSIP: 36201KCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3590 | PA      | $3684.56       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616921                      | CUSIP: 36290TLA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32904 | PA      | $33457.52      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604944                      | CUSIP: 36200NBM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        651 | PA      | $643.17        | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644991                      | CUSIP: 36292CRL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21555 | PA      | $21646.84      | 0.00%             | 2035-06-15      | 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        |       2982 | PA      | $2950.52       | 0.00%             | 2034-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727907                      | CUSIP: 3620AEU81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     368826 | PA      | $353380.10     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605265                      | CUSIP: 36200NMN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106727 | PA      | $105395.05     | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602636                      | CUSIP: 36200JPV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1918 | PA      | $1942.92       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616966                      | CUSIP: 36290TMP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5894 | PA      | $6082.63       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3736                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   50775912 | PA      | $46408284.62   | 0.42%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611452                      | CUSIP: 36202WH51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2096 | PA      | $2151.35       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767049                      | CUSIP: 36176H5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     574225 | PA      | $513833.86     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482764                      | CUSIP: 36209VJH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4273 | PA      | $4385.88       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687187                      | CUSIP: 36296CNC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133128 | PA      | $133708.81     | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486713                      | CUSIP: 36210AVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8344 | PA      | $8461.75       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481207                      | CUSIP: 36209TR43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        480 | PA      | $492.59        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4833                      | CUSIP: 36179TLN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27305 | PA      | $22510.59      | 0.00%             | 2046-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433527                      | CUSIP: 36207JSQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1779 | PA      | $1825.98       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491323                      | CUSIP: 36210FYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5324 | PA      | $5464.39       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A91645                      | CUSIP: 312939ZJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     518508 | PA      | $511672.29     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749786                      | CUSIP: 3620C56X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     500647 | PA      | $480567.12     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553318                      | CUSIP: 36213FVK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149319 | PA      | $149852.58     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612764                      | CUSIP: 36202XWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6414 | PA      | $6434.58       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6890                      | CUSIP: 36183QUP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     394794 | PA      | $352162.01     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751007                      | CUSIP: 36230KDL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81568 | PA      | $80102.64      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473074                      | CUSIP: 36209JQ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1668 | PA      | $1712.46       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717992                      | CUSIP: 3620A3UR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85490 | PA      | $87095.31      | 0.00%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779354                      | CUSIP: 36176XTK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6140 | PA      | $5677.34       | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741301                      | CUSIP: 3620AVRW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109928 | PA      | $107930.94     | 0.00%             | 2040-06-15      | 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        |      28743 | PA      | $28256.28      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434380                      | CUSIP: 36207KQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10029 | PA      | $10170.69      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3331                        | CUSIP: 36202DVY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        547 | PA      | $548.96        | 0.00%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ3449                      | CUSIP: 3140NXZP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9159000 | PA      | $9128519.76    | 0.08%             | 2035-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579538                      | CUSIP: 36201CZB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4425 | PA      | $4524.56       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4662                      | CUSIP: 36179EFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102848 | PA      | $91994.45      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8122                      | CUSIP: 36179JAX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35574 | PA      | $31909.86      | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781244                      | CUSIP: 36225BLZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13821 | PA      | $14015.84      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768361                      | CUSIP: 36176KMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     490557 | PA      | $471544.06     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621658                      | CUSIP: 36290YTP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3647 | PA      | $3661.84       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475207                      | CUSIP: 36209L3Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3039 | PA      | $3119.27       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BG4091                      | CUSIP: 3617GNRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2458036 | PA      | $2291743.56    | 0.02%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603630                      | CUSIP: 36200KST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19863 | PA      | $19937.58      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 533794                      | CUSIP: 36212G7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        831 | PA      | $853.21        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626950                      | CUSIP: 36291FQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1253751 | PA      | $1117497.99    | 0.01%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749908                      | CUSIP: 3620C6DM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     274502 | PA      | $269460.61     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603757                      | CUSIP: 36200KWS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38026 | PA      | $38359.49      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 527597                      | CUSIP: 36212ADA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8433 | PA      | $8656.36       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0783                      | CUSIP: 36179M2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     960059 | PA      | $887317.47     | 0.01%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611210                      | CUSIP: 36202WAK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85205 | PA      | $86496.13      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483918                      | CUSIP: 36209WSF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        742 | PA      | $762.03        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501366                      | CUSIP: 36210S6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3161 | PA      | $3163.70       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752979                      | CUSIP: 36230MJY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7967 | PA      | $7619.36       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781724                      | CUSIP: 36225B4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79749 | PA      | $81766.82      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495396                      | CUSIP: 36210LKH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3889 | PA      | $3991.51       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2601                      | CUSIP: 36179Q3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105321 | PA      | $96535.32      | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06693                      | CUSIP: 3128M8XW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     168566 | PA      | $169610.08     | 0.00%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489836                      | CUSIP: 36210EEH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6529 | PA      | $6701.34       | 0.00%             | 2029-07-15      | 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        |       6980 | PA      | $7077.92       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752990                      | CUSIP: 36230MKB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24943 | PA      | $23961.49      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551977                      | CUSIP: 36213EFS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5860 | PA      | $6014.82       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591280                      | CUSIP: 36201R2M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72665 | PA      | $74176.62      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644788                      | CUSIP: 36292CJ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8123 | PA      | $8157.72       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555349                      | CUSIP: 36213H5J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        472 | PA      | $484.98        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4326                      | CUSIP: 36179DYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     534213 | PA      | $472659.99     | 0.00%             | 2046-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637413                      | CUSIP: 36291TDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78152 | PA      | $79297.21      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602589                      | CUSIP: 36200JNE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18124 | PA      | $17924.96      | 0.00%             | 2036-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08607                      | CUSIP: 3128MJU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85743 | PA      | $83811.67      | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548455                      | CUSIP: 36213AH80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1640 | PA      | $1683.05       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606932                      | CUSIP: 36201YHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8662 | PA      | $8794.86       | 0.00%             | 2033-10-15      | 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        |      17654 | PA      | $17345.36      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597963                      | CUSIP: 36200DJG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2806 | PA      | $2817.32       | 0.00%             | 2033-06-15      | 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        |       1219 | PA      | $1224.30       | 0.00%             | 2033-12-15      | 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        |      63178 | PA      | $64122.43      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 523608                      | CUSIP: 36211UU91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        408 | PA      | $418.55        | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q25157                      | CUSIP: 3132M5ME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20567 | PA      | $20174.16      | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566555                      | CUSIP: 36213WMC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6949 | PA      | $7136.51       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q24744                      | CUSIP: 3132M45D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64673 | PA      | $63745.35      | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4338                      | CUSIP: 36178QZB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     734948 | PA      | $683244.17     | 0.01%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4040                        | CUSIP: 36202EPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7619 | PA      | $7972.99       | 0.00%             | 2037-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 659218                      | CUSIP: 36294TK79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3853 | PA      | $3923.35       | 0.00%             | 2036-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740115                      | CUSIP: 3620AUGY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7990 | PA      | $7665.45       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611940                      | CUSIP: 36202WZD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17125 | PA      | $17382.96      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604483                      | CUSIP: 36200MRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15225 | PA      | $15434.93      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628912                      | CUSIP: 36291HVD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10313 | PA      | $10473.91      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649512                      | CUSIP: 36292HR96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23417 | PA      | $23513.71      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4128                      | CUSIP: 36179SSR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30915 | PA      | $29084.47      | 0.00%             | 2046-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710997                      | CUSIP: 36297F3E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1572450 | PA      | $1579239.79    | 0.01%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554886                      | CUSIP: 36213HNB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2724 | PA      | $2795.80       | 0.00%             | 2031-06-15      | 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        |       2588 | PA      | $2656.70       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739557                      | CUSIP: 3620ATTN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26626 | PA      | $26142.64      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08567                      | CUSIP: 3128MJTZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     119506 | PA      | $113711.97     | 0.00%             | 2044-01-01      | 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        |      39542 | PA      | $38157.31      | 0.00%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626278                      | CUSIP: 36291EXF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2063 | PA      | $2063.96       | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465983                      | CUSIP: 36209AUG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1843 | PA      | $1892.20       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676973                      | CUSIP: 36295QCJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140458 | PA      | $141068.31     | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AE5683                      | CUSIP: 36180YJ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4082534 | PA      | $3706162.13    | 0.03%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4193                      | CUSIP: 36179SUS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101960 | PA      | $85622.08      | 0.00%             | 2043-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93070                      | CUSIP: 312941MT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50349 | PA      | $50660.20      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598184                      | CUSIP: 36200DRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        597 | PA      | $599.49        | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732062                      | CUSIP: 3620AKJF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8045 | PA      | $8080.50       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588262                      | CUSIP: 36201NQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7864 | PA      | $7887.64       | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2545                      | CUSIP: 36177YZJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107845 | PA      | $103008.29     | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561960                      | CUSIP: 36213RJD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1515 | PA      | $1555.07       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 421782                      | CUSIP: 36206URB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         69 | PA      | $69.22         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507719                      | CUSIP: 36211BAU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5740 | PA      | $5821.17       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691690                      | CUSIP: 36296HNF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14152 | PA      | $13618.66      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599866                      | CUSIP: 36200FMP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40614 | PA      | $41153.65      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624368                      | CUSIP: 36291CTZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2814 | PA      | $2857.53       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710712                      | CUSIP: 36297FR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5004 | PA      | $4919.26       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582856                      | CUSIP: 36201GQH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1259 | PA      | $1275.88       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711136                      | CUSIP: 36297GBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177003 | PA      | $174139.76     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1761                      | CUSIP: 36179N5W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3460380 | PA      | $3290112.34    | 0.03%             | 2044-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3759                        | CUSIP: 36202EE88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1793590 | PA      | $1804065.35    | 0.02%             | 2035-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591305                      | CUSIP: 36201R3N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18624 | PA      | $19059.16      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653805                      | CUSIP: 36292NKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        296 | PA      | $301.59        | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746058                      | CUSIP: 3620C1ZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     337636 | PA      | $324044.65     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610362                      | CUSIP: 36202VB75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26568 | PA      | $26810.75      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501453                      | CUSIP: 36210TBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11162 | PA      | $11456.91      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620941                      | CUSIP: 36290XZE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9750 | PA      | $9785.46       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767168                      | CUSIP: 36176JCD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        920 | PA      | $902.15        | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458068                      | CUSIP: 36208QZ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8413 | PA      | $8531.59       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766473                      | CUSIP: 36176HJS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24244 | PA      | $23825.23      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562688                      | CUSIP: 36213SCZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59304 | PA      | $60143.47      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629918                      | CUSIP: 36291JYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1180 | PA      | $1198.12       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729530                      | CUSIP: 3620AGPP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     365137 | PA      | $358625.71     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635988                      | CUSIP: 36291RRH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7174 | PA      | $7204.31       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588177                      | CUSIP: 36201NM23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15858 | PA      | $16090.67      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486965                      | CUSIP: 36210A6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6317 | PA      | $6483.94       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709672                      | CUSIP: 36297EMV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8694 | PA      | $8731.08       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8577                      | CUSIP: 36178GQ64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122626 | PA      | $110220.08     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535746                      | CUSIP: 36212KET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6603 | PA      | $6777.46       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726222                      | CUSIP: 3620ACYT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4803 | PA      | $4460.37       | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721250                      | CUSIP: 3620A7H32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5667 | PA      | $5691.52       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8280                      | CUSIP: 36179JFV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60580 | PA      | $53579.82      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BU7936                      | CUSIP: 3140M9ZA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     306143 | PA      | $274822.58     | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652518                      | CUSIP: 36292L4B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8084 | PA      | $8337.67       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4678                        | CUSIP: 36202FFT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4216 | PA      | $4147.57       | 0.00%             | 2040-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610471                      | CUSIP: 36202VFL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14469 | PA      | $14536.64      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568409                      | CUSIP: 36213YN24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        331 | PA      | $335.87        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528792                      | CUSIP: 36212BNH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3369 | PA      | $3366.12       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS7451                      | CUSIP: 3132A8H44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4790 | PA      | $4765.96       | 0.00%             | 2026-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A85726                      | CUSIP: 312932LF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4841 | PA      | $4870.76       | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720075                      | CUSIP: 3620A56L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     447695 | PA      | $440285.28     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636251                      | CUSIP: 36291RZQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105871 | PA      | $109061.57     | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774642                      | CUSIP: 36176SLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10630 | PA      | $10211.74      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618630                      | CUSIP: 36290VHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31469 | PA      | $32433.42      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9006                      | CUSIP: 36180NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     401470 | PA      | $370446.25     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754192                      | CUSIP: 36230NUR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16429 | PA      | $15732.32      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799383                      | CUSIP: 36177UM92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163845 | PA      | $156664.75     | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622166                      | CUSIP: 36291AFF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201142 | PA      | $204148.51     | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626095                      | CUSIP: 36291ERQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3199 | PA      | $3250.83       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614592                      | CUSIP: 36290QXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14696 | PA      | $14921.63      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714058                      | CUSIP: 36297KJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103056 | PA      | $105094.33     | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487249                      | CUSIP: 36210BH24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1655 | PA      | $1698.55       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598995                      | CUSIP: 36200ENL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6788 | PA      | $6985.05       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623862                      | CUSIP: 36291CB79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6278 | PA      | $6293.32       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496556                      | CUSIP: 36210MTM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5845 | PA      | $5927.34       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738017                      | CUSIP: 3620AR4A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10370 | PA      | $9950.56       | 0.00%             | 2041-02-15      | 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        |      37834 | PA      | $37128.24      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552753                      | CUSIP: 36213FBW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81653 | PA      | $83492.73      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772363                      | CUSIP: 36176PZ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33683 | PA      | $33031.65      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620065                      | CUSIP: 36290WZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19489 | PA      | $20076.63      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619486                      | CUSIP: 36290WF31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6323 | PA      | $6418.66       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703167                      | CUSIP: 36296WFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176547 | PA      | $173484.95     | 0.00%             | 2041-01-15      | 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        |       4800 | PA      | $4830.97       | 0.00%             | 2039-06-20      | 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        |     175578 | PA      | $178809.46     | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603085                      | CUSIP: 36200J6W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55597 | PA      | $55800.25      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637071                      | CUSIP: 36291SW89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22133 | PA      | $22507.48      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621364                      | CUSIP: 36290YJH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2941 | PA      | $2984.78       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757465                      | CUSIP: 36230SJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     553556 | PA      | $513288.29     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4385                      | CUSIP: 36178Q2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127926 | PA      | $118197.24     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 689613                      | CUSIP: 36296FDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22041 | PA      | $22623.91      | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762628                      | CUSIP: 36176DA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222761 | PA      | $218834.72     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650734                      | CUSIP: 36292J4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8065 | PA      | $8305.12       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615434                      | CUSIP: 36290RV34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2164 | PA      | $2197.59       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721989                      | CUSIP: 3620A8C27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2758305 | PA      | $2468214.27    | 0.02%             | 2043-05-15      | 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        |    4243203 | PA      | $3958234.44    | 0.04%             | 2043-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 3579 HJ                    | CUSIP: 31398JR96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     454707 | PA      | $466157.59     | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739233                      | CUSIP: 3620ATHJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154467 | PA      | $155132.77     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2600                      | CUSIP: 36179Q3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53986 | PA      | $48414.36      | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602650                      | CUSIP: 36200JQB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5468 | PA      | $5545.14       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610456                      | CUSIP: 36202VE56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22247 | PA      | $22877.36      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646378                      | CUSIP: 36292ECP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12714 | PA      | $12767.81      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587568                      | CUSIP: 36201MW57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11180 | PA      | $11345.83      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606804                      | CUSIP: 36201YDH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123505 | PA      | $123945.97     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721222                      | CUSIP: 3620A7G74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50715 | PA      | $50932.10      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594704                      | CUSIP: 36201VU59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18852 | PA      | $19128.31      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603468                      | CUSIP: 36200KMR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80831 | PA      | $81905.04      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697850                      | CUSIP: 36296QH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28665 | PA      | $28789.08      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631693                      | CUSIP: 36291LXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103348 | PA      | $106278.00     | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567273                      | CUSIP: 36213XFN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        740 | PA      | $759.08        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | 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      | $1339160.23    | 0.01%             | 2048-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623023                      | CUSIP: 36291BD46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        705 | PA      | $707.65        | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457134                      | CUSIP: 36208PY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1410 | PA      | $1429.49       | 0.00%             | 2029-03-15      | 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        |       3412 | PA      | $3502.69       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595079                      | CUSIP: 36200ACQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17514 | PA      | $17975.82      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746311                      | CUSIP: 3620C2DQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63653 | PA      | $62488.24      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC7339                      | CUSIP: 3617BBEL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15798 | PA      | $14318.25      | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602217                      | CUSIP: 36200JAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12433 | PA      | $12702.17      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595797                      | CUSIP: 36200A3E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37128 | PA      | $37749.50      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620493                      | CUSIP: 36290XKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2838 | PA      | $2909.33       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595212                      | CUSIP: 36200AGV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7070 | PA      | $7237.74       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626092                      | CUSIP: 36291ERM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8167 | PA      | $8295.07       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476378                      | CUSIP: 36209NFT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1418 | PA      | $1455.08       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736156                      | CUSIP: 3620APZV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125723 | PA      | $123542.13     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643364                      | CUSIP: 36292AWZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3524 | PA      | $3538.31       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799807                      | CUSIP: 36177U3R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125009 | PA      | $112690.32     | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 2B2925                      | CUSIP: 31326HHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     405940 | PA      | $416362.50     | 0.00%             | 2044-07-01      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481080                      | CUSIP: 36209TM55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6692 | PA      | $6869.16       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738526                      | CUSIP: 3620ASPK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87349 | PA      | $83950.61      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486874                      | CUSIP: 36210A2F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1610 | PA      | $1652.97       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583003                      | CUSIP: 36201GU45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31307 | PA      | $31408.00      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595618                      | CUSIP: 36200AVK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4735 | PA      | $4850.81       | 0.00%             | 2033-01-15      | 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        |     227227 | PA      | $233898.09     | 0.00%             | 2031-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611918                      | CUSIP: 36202WYP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41650 | PA      | $42289.51      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584142                      | CUSIP: 36201H5B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91529 | PA      | $92697.19      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772098                      | CUSIP: 36176PRT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5071 | PA      | $4865.78       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647406                      | CUSIP: 36292FGP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36037 | PA      | $36191.21      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772397                      | CUSIP: 36176P3E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     536084 | PA      | $496670.09     | 0.00%             | 2042-03-15      | 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        |     470848 | PA      | $415362.50     | 0.00%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648409                      | CUSIP: 36292GKW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117063 | PA      | $120815.12     | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-83 GZ                 | CUSIP: 38383RZD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7011630 | PA      | $5523869.75    | 0.05%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4501                      | CUSIP: 36178CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     256772 | PA      | $238989.17     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464451                      | CUSIP: 36208X5L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13088 | PA      | $13272.58      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638031                      | CUSIP: 36291TY44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7905 | PA      | $8041.41       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-23 GP                 | CUSIP: 38379VTZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2169138 | PA      | $2004275.69    | 0.02%             | 2039-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698104                      | CUSIP: 36296QRZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        530 | PA      | $531.84        | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488255                      | CUSIP: 36210CMC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        812 | PA      | $833.00        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521353                      | CUSIP: 36211SE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118036 | PA      | $121552.13     | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557580                      | CUSIP: 36213LM56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1803 | PA      | $1843.23       | 0.00%             | 2031-07-15      | 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        |      27955 | PA      | $28654.27      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA9712                      | CUSIP: 36178HYH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18098 | PA      | $16398.76      | 0.00%             | 2043-03-15      | 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        |    1883229 | PA      | $1741703.35    | 0.02%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08368                      | CUSIP: 3128MJMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4183 | PA      | $4126.85       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633690                      | CUSIP: 36291N7B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39546 | PA      | $39680.11      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456704                      | CUSIP: 36208PKR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2097 | PA      | $2152.18       | 0.00%             | 2028-03-15      | 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        |      11949 | PA      | $12264.89      | 0.00%             | 2031-07-15      | 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        |        370 | PA      | $379.76        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644751                      | CUSIP: 36292CH49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3962 | PA      | $3968.78       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5745                      | CUSIP: 36178SL22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     441428 | PA      | $408521.28     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587535                      | CUSIP: 36201MV41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        545 | PA      | $557.72        | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774658                      | CUSIP: 36176SMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     258939 | PA      | $247726.05     | 0.00%             | 2041-12-15      | 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        |     148333 | PA      | $148952.55     | 0.00%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF5076                      | CUSIP: 36181LT99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15175 | PA      | $14032.50      | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605429                      | CUSIP: 36200NSS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48997 | PA      | $48412.21      | 0.00%             | 2034-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9318                      | CUSIP: 36178WK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38223 | PA      | $34299.57      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 699860                      | CUSIP: 36296SQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43088 | PA      | $42328.30      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A92821                      | CUSIP: 312941D20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44658 | PA      | $44934.50      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581460                      | CUSIP: 36201E5V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6971 | PA      | $7065.11       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A90768                      | CUSIP: 312938Z97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79759 | PA      | $80254.15      | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG7706                      | CUSIP: 36182CR33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52888 | PA      | $48813.59      | 0.00%             | 2044-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762741                      | CUSIP: 36176DEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161052 | PA      | $158021.98     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615891                      | CUSIP: 36290SF89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70273 | PA      | $70494.03      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575128                      | CUSIP: 36200W4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5578 | PA      | $5735.28       | 0.00%             | 2032-01-15      | 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        |        160 | PA      | $164.21        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628883                      | CUSIP: 36291HUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23203 | PA      | $23432.27      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562640                      | CUSIP: 36213SBH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28136 | PA      | $28188.31      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4348                      | CUSIP: 36178BZM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8711 | PA      | $8479.94       | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457849                      | CUSIP: 36208QTE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        705 | PA      | $724.13        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709532                      | CUSIP: 36297EHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     387728 | PA      | $380407.64     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769738                      | CUSIP: 36176L4X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15296 | PA      | $14710.68      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484975                      | CUSIP: 36209XXC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14853 | PA      | $15061.77      | 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        |      10890 | PA      | $11043.44      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600241                      | CUSIP: 36200FZE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5190 | PA      | $5186.42       | 0.00%             | 2033-08-15      | 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        |       1698 | PA      | $1705.57       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456960                      | CUSIP: 36208PTR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3026 | PA      | $3105.57       | 0.00%             | 2028-06-15      | 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        |       8482 | PA      | $8716.15       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612902                      | CUSIP: 36202X3K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     306352 | PA      | $307343.41     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 2.5 8/25                  | CUSIP: 21H022689<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -143993000 | PA      | $-120994150.05 | -1.09%            | 2025-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469788                      | CUSIP: 36209E2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6120 | PA      | $6282.27       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707300                      | CUSIP: 36297BX55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     292350 | PA      | $287621.01     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471352                      | CUSIP: 36209GTH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9658 | PA      | $9798.31       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622314                      | CUSIP: 36291AK32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68223 | PA      | $69397.02      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609554                      | CUSIP: 36202UE33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12699 | PA      | $12880.62      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745197                      | CUSIP: 3620C03E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     739573 | PA      | $742706.86     | 0.01%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599806                      | CUSIP: 36200FKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22953 | PA      | $23281.52      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462763                      | CUSIP: 36208WB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        383 | PA      | $393.15        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741269                      | CUSIP: 3620AVQW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8245 | PA      | $8090.80       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614614                      | CUSIP: 36290QYK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43173 | PA      | $43308.99      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485046                      | CUSIP: 36209XZK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4957 | PA      | $5088.44       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 164651                      | CUSIP: 36216GZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8028 | PA      | $7708.83       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667404                      | CUSIP: 36295DNV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     550043 | PA      | $540939.50     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618100                      | CUSIP: 36290UUZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99237 | PA      | $99666.78      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5118                      | CUSIP: 36178RVK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121613 | PA      | $109354.35     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 576497                      | CUSIP: 36200YNN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4142 | PA      | $4254.11       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646143                      | CUSIP: 36292DZG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42686 | PA      | $42870.22      | 0.00%             | 2035-09-15      | 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        |       1943 | PA      | $1949.64       | 0.00%             | 2033-09-15      | 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        |     210259 | PA      | $207308.37     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794852                      | CUSIP: 36177PMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106915 | PA      | $100237.98     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782096                      | CUSIP: 36241KKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148124 | PA      | $148716.61     | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547749                      | CUSIP: 36212YQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2468 | PA      | $2516.58       | 0.00%             | 2031-03-15      | 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        |      15367 | PA      | $15708.65      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550680                      | CUSIP: 36213CXH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134021 | PA      | $134582.34     | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457089                      | CUSIP: 36208PXS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3438 | PA      | $3528.61       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682559                      | CUSIP: 36295WJC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86883 | PA      | $85381.66      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780802                      | CUSIP: 36225A3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13159 | PA      | $13506.73      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7464                      | CUSIP: 36180KJH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20066 | PA      | $18073.68      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631142                      | CUSIP: 36291LEP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9029 | PA      | $9170.76       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468223                      | CUSIP: 36209DD43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1117 | PA      | $1146.24       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651741                      | CUSIP: 36292LBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        657 | PA      | $657.76        | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AH3638                      | CUSIP: 36182LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18524 | PA      | $18119.73      | 0.00%             | 2044-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756941                      | CUSIP: 36230RWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     214846 | PA      | $211164.75     | 0.00%             | 2040-11-15      | 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        |     412556 | PA      | $381801.17     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA1018                      | CUSIP: 31418ADY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8376 | PA      | $8271.26       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476114                      | CUSIP: 36209M3X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5145 | PA      | $5281.13       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697003                      | CUSIP: 36296PKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76576 | PA      | $73572.96      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05253                      | CUSIP: 3128M7E28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     220230 | PA      | $221589.68     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477481                      | CUSIP: 36209PM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4076 | PA      | $4183.75       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458062                      | CUSIP: 36208QZ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8158 | PA      | $8272.54       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637923                      | CUSIP: 36291TVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24585 | PA      | $24986.39      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465991                      | CUSIP: 36209AUQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2571 | PA      | $2638.73       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554200                      | CUSIP: 36213GUZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        625 | PA      | $642.39        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590490                      | CUSIP: 36201Q7B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2058 | PA      | $2055.48       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 531076                      | CUSIP: 36212D6M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1345 | PA      | $1364.95       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554050                      | CUSIP: 36213GQB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35112 | PA      | $35842.57      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620523                      | CUSIP: 36290XLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4301 | PA      | $4317.50       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434127                      | CUSIP: 36207KHC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10192 | PA      | $10335.24      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633162                      | CUSIP: 36291NMK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49554 | PA      | $50332.52      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711793                      | CUSIP: 36297GXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1061358 | PA      | $951644.61     | 0.01%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746868                      | CUSIP: 3620C2W59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8608 | PA      | $8503.59       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602119                      | CUSIP: 36200H4C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81274 | PA      | $82253.48      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AC0282                      | CUSIP: 36178YJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1800849 | PA      | $1668246.41    | 0.02%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 2B1726                      | CUSIP: 31326F4K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1038386 | PA      | $1069777.17    | 0.01%             | 2043-09-01      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AH9012                      | CUSIP: 36182SAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17547 | PA      | $16765.81      | 0.00%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509342                      | CUSIP: 36211CZF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7203 | PA      | $7303.98       | 0.00%             | 2029-06-15      | 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        |         70 | PA      | $71.88         | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4003                      | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1778019 | PA      | $1576173.44    | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644028                      | CUSIP: 36292BPM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30326 | PA      | $30454.75      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546585                      | CUSIP: 36212XF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12559 | PA      | $12760.09      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446772                      | CUSIP: 36208CJR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3651 | PA      | $3747.78       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 347187                      | CUSIP: 36203EUL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        130 | PA      | $130.53        | 0.00%             | 2026-06-15      | 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        |       5709 | PA      | $5859.65       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579084                      | CUSIP: 36201CJ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        358 | PA      | $362.05        | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614464                      | CUSIP: 36290QTV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24433 | PA      | $24530.51      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566476                      | CUSIP: 36213WJV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11037 | PA      | $11164.57      | 0.00%             | 2033-04-15      | 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        |    1585465 | PA      | $1629098.90    | 0.01%             | 2031-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588204                      | CUSIP: 36201NNV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     269438 | PA      | $273017.45     | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476113                      | CUSIP: 36209M3W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4088 | PA      | $4195.95       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749367                      | CUSIP: 3620C5QU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14234 | PA      | $13979.69      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649481                      | CUSIP: 36292HRA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53755 | PA      | $54695.72      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742540                      | CUSIP: 3620AW4Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146964 | PA      | $147599.65     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564664                      | CUSIP: 36213UJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2837 | PA      | $2893.66       | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610531                      | CUSIP: 36202VHG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7864 | PA      | $7929.57       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778382                      | CUSIP: 36176WRB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76728 | PA      | $71047.02      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474166                      | CUSIP: 36209KW38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27328 | PA      | $28050.57      | 0.00%             | 2028-04-15      | 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        |       3643 | PA      | $3658.06       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ3119                      | CUSIP: 36182XPC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184671 | PA      | $176937.51     | 0.00%             | 2044-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755082                      | CUSIP: 36230PUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     245966 | PA      | $228202.69     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587112                      | CUSIP: 36201MGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18526 | PA      | $18959.28      | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4899                      | CUSIP: 36179TNQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2274204 | PA      | $2008923.91    | 0.02%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633769                      | CUSIP: 36291PCE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29646 | PA      | $30115.04      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678519                      | CUSIP: 36295RYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41729 | PA      | $41910.64      | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445323                      | CUSIP: 36207XVQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5331 | PA      | $5471.62       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757473                      | CUSIP: 36230SJS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     815812 | PA      | $756041.72     | 0.01%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547897                      | CUSIP: 36212YUW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24108 | PA      | $24749.98      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726402                      | CUSIP: 3620ADAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43338 | PA      | $42567.90      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651676                      | CUSIP: 36292K6M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19006 | PA      | $19569.12      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611261                      | CUSIP: 36202WB65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6384 | PA      | $6443.95       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492426                      | CUSIP: 36210HA36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1013 | PA      | $1027.56       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622612                      | CUSIP: 36291AVD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4014 | PA      | $4027.97       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781765                      | CUSIP: 36225B6A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48124 | PA      | $48315.57      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613003                      | CUSIP: 36290NAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20306 | PA      | $20286.16      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461051                      | CUSIP: 36208UEY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5734 | PA      | $5885.90       | 0.00%             | 2027-12-15      | 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        |       4033 | PA      | $4139.85       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491134                      | CUSIP: 36210FSX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2233 | PA      | $2264.22       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608254                      | CUSIP: 36202SWP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     233167 | PA      | $233959.87     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718117                      | CUSIP: 3620A3YN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212199 | PA      | $208655.62     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2758                      | CUSIP: 36178NB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     913264 | PA      | $823962.36     | 0.01%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616304                      | CUSIP: 36290SU58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41131 | PA      | $41295.36      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615281                      | CUSIP: 36290RRA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     206639 | PA      | $209348.59     | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604949                      | CUSIP: 36200NBS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111930 | PA      | $113570.95     | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727921                      | CUSIP: 3620AEVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143606 | PA      | $133620.40     | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596883                      | CUSIP: 36200CCU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7689 | PA      | $7790.91       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G04468                      | CUSIP: 3128M6JM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     340191 | PA      | $342285.89     | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 396787                      | CUSIP: 36205PXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2048 | PA      | $2076.61       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782644                      | CUSIP: 36241K5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5478 | PA      | $5501.31       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD6419                      | CUSIP: 36180JDY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     935230 | PA      | $840960.37     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751902                      | CUSIP: 36230LDF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41627 | PA      | $39936.68      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643998                      | CUSIP: 36292BNP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50428 | PA      | $51264.00      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731594                      | CUSIP: 3620AJXX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     637554 | PA      | $611433.82     | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MB0486                      | CUSIP: 3618N5RG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   36003581 | PA      | $36541431.30   | 0.33%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592077                      | CUSIP: 36201SXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114950 | PA      | $115302.27     | 0.00%             | 2033-08-15      | 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        |      43268 | PA      | $43535.72      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737113                      | CUSIP: 3620AQ3W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38796 | PA      | $38056.90      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0577                      | CUSIP: 36180SUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     335508 | PA      | $301316.79     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606658                      | CUSIP: 36201X5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31919 | PA      | $32263.47      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555672                      | CUSIP: 36213JJR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4738 | PA      | $4871.81       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622305                      | CUSIP: 36291AKS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15410 | PA      | $15649.39      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1623                      | CUSIP: 36180CYU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     669786 | PA      | $621946.55     | 0.01%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719232                      | CUSIP: 3620A5A90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1310142 | PA      | $1286959.46    | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 367105                      | CUSIP: 36204DYA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116839 | PA      | $112438.43     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403457                      | CUSIP: 36205XE67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134883 | PA      | $136697.99     | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757161                      | CUSIP: 36230R5W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30597 | PA      | $30013.17      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492164                      | CUSIP: 36210GWZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5818 | PA      | $5899.79       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647732                      | CUSIP: 36292FSV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4492 | PA      | $4511.12       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722804                      | CUSIP: 3620A9AD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75137 | PA      | $73797.63      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425968                      | CUSIP: 36207AFH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         96 | PA      | $95.54         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471615                      | CUSIP: 36209G3Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13137 | PA      | $13484.75      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723329                      | CUSIP: 3620A9SS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8658 | PA      | $8514.37       | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692493                      | CUSIP: 36296JKE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47353 | PA      | $47557.57      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457982                      | CUSIP: 36208QXK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        437 | PA      | $443.50        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745142                      | CUSIP: 3620C0ZF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7716 | PA      | $7749.32       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1876                      | CUSIP: 36180UCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     395405 | PA      | $354531.42     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605389                      | CUSIP: 36200NRJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112996 | PA      | $113448.53     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741680                      | CUSIP: 3620AV6R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9722 | PA      | $9321.54       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550799                      | CUSIP: 36213C3G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4693 | PA      | $4627.51       | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796230                      | CUSIP: 36177Q4Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6372 | PA      | $5904.99       | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651791                      | CUSIP: 36292LC44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8995 | PA      | $9032.37       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486873                      | CUSIP: 36210A2E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5943 | PA      | $6099.77       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616361                      | CUSIP: 36290SWW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102731 | PA      | $103145.32     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676716                      | CUSIP: 36295PYM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10612 | PA      | $10813.36      | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579147                      | CUSIP: 36201CL44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1776 | PA      | $1812.27       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614542                      | CUSIP: 36290QWB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12782 | PA      | $12973.07      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505972                      | CUSIP: 36210YCH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29450 | PA      | $29567.13      | 0.00%             | 2034-11-15      | 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        |      41898 | PA      | $42030.36      | 0.00%             | 2033-09-15      | 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        |      11178 | PA      | $11506.71      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769598                      | CUSIP: 36176LX34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151568 | PA      | $144978.40     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552944                      | CUSIP: 36213FHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53702 | PA      | $54386.76      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459022                      | CUSIP: 36208R4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3792 | PA      | $3892.44       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462911                      | CUSIP: 36208WGU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1242 | PA      | $1243.50       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627266                      | CUSIP: 36291FZ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5613 | PA      | $5699.98       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619083                      | CUSIP: 36290VXL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4458 | PA      | $4528.12       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734610                      | CUSIP: 3620ANDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1186663 | PA      | $1165829.83    | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627318                      | CUSIP: 36291F4B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4646 | PA      | $4665.22       | 0.00%             | 2034-06-15      | 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        |    1024946 | PA      | $1049258.19    | 0.01%             | 2036-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437093                      | CUSIP: 36207NRN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4473 | PA      | $4590.85       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782086                      | CUSIP: 36241KJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219873 | PA      | $221861.74     | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6996                      | CUSIP: 36179VXZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18511210 | PA      | $16218874.06   | 0.15%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735348                      | CUSIP: 3620AN5H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1226 | PA      | $1204.22       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631237                      | CUSIP: 36291LHN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1844 | PA      | $1902.48       | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6994                      | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  547936457 | PA      | $443158129.64  | 4.00%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596820                      | CUSIP: 36200CAV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        366 | PA      | $370.68        | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605364                      | CUSIP: 36200NQR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120529 | PA      | $123968.04     | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 6 8/25                    | CUSIP: 01F060683<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -65590000 | PA      | $-66489297.93  | -0.60%            | 2025-08-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625319                      | CUSIP: 36291DVL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53794 | PA      | $54711.80      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489700                      | CUSIP: 36210D7M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4355 | PA      | $4416.83       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588260                      | CUSIP: 36201NQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15818 | PA      | $16002.57      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600215                      | CUSIP: 36200FYL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4301 | PA      | $4361.37       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630035                      | CUSIP: 36291J4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17098 | PA      | $17340.08      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0430                      | CUSIP: 36177WPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22197 | PA      | $21197.64      | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482951                      | CUSIP: 36209VQC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2388 | PA      | $2451.27       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5904                      | CUSIP: 36178DRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79251 | PA      | $73527.91      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605404                      | CUSIP: 36200NRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89353 | PA      | $90413.75      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649540                      | CUSIP: 36292HS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12769 | PA      | $13165.92      | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599826                      | CUSIP: 36200FLF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9506 | PA      | $9642.29       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609589                      | CUSIP: 36202UF65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62157 | PA      | $63161.21      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756314                      | CUSIP: 36230RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     237427 | PA      | $233161.17     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3663                      | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   64565615 | PA      | $59011828.99   | 0.53%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615508                      | CUSIP: 36290RYD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39282 | PA      | $39422.74      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8367                      | CUSIP: 36178VJL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157077 | PA      | $138424.19     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490123                      | CUSIP: 36210EPG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1513 | PA      | $1552.65       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553120                      | CUSIP: 36213FPD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79107 | PA      | $80116.47      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646792                      | CUSIP: 36292ERM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64759 | PA      | $65816.57      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492679                      | CUSIP: 36210HJY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5443 | PA      | $5586.98       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778471                      | CUSIP: 36176WT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     759317 | PA      | $683061.32     | 0.01%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482900                      | CUSIP: 36209VNR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2683 | PA      | $2754.05       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758677                      | CUSIP: 36230TUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19258 | PA      | $18892.81      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737801                      | CUSIP: 3620ARU25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141198 | PA      | $141787.03     | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623559                      | CUSIP: 36291BWU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8358 | PA      | $8472.33       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658180                      | CUSIP: 36294SFV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2072 | PA      | $2080.93       | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721746                      | CUSIP: 3620A7ZK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2153 | PA      | $2068.37       | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7714                      | CUSIP: 36181BSB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2539100 | PA      | $2277554.77    | 0.02%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600134                      | CUSIP: 36200FV39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        921 | PA      | $946.16        | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619318                      | CUSIP: 36290WAT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16507 | PA      | $16817.07      | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567998                      | CUSIP: 36213X7K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        936 | PA      | $949.48        | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620615                      | CUSIP: 36290XN89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58850 | PA      | $59060.47      | 0.00%             | 2033-09-15      | 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        |      42788 | PA      | $43992.62      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629271                      | CUSIP: 36291JCG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1442 | PA      | $1459.36       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594078                      | CUSIP: 36201U6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45118 | PA      | $44624.17      | 0.00%             | 2033-08-15      | 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        |      10644 | PA      | $10689.15      | 0.00%             | 2039-10-15      | 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        |       7950 | PA      | $7975.34       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608409                      | CUSIP: 36202S3S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1973 | PA      | $2000.08       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482941                      | CUSIP: 36209VP24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16431 | PA      | $16865.07      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606947                      | CUSIP: 36201YHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10253 | PA      | $10549.30      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3105                      | CUSIP: 36179RNW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11171 | PA      | $10209.73      | 0.00%             | 2045-09-20      | 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        |      44328 | PA      | $40330.36      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604587                      | CUSIP: 36200MUL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28245 | PA      | $28659.17      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483577                      | CUSIP: 36209WFS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        357 | PA      | $361.61        | 0.00%             | 2028-12-15      | 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        |      16163 | PA      | $16465.03      | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604580                      | CUSIP: 36200MUD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     451431 | PA      | $453042.78     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CB1990                      | CUSIP: 3617UMF76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2372276 | PA      | $2068497.09    | 0.02%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 426073                      | CUSIP: 36207AJS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         85 | PA      | $85.11         | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403449                      | CUSIP: 36205XEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6476 | PA      | $6404.46       | 0.00%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593247                      | CUSIP: 36201UBQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        600 | PA      | $614.26        | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474646                      | CUSIP: 36209LHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2053 | PA      | $2081.63       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735203                      | CUSIP: 3620ANX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     407903 | PA      | $391542.84     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607116                      | CUSIP: 36201YN93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50385 | PA      | $51045.40      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5314                      | CUSIP: 36179E3X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164685 | PA      | $153144.63     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493636                      | CUSIP: 36210JLR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1334 | PA      | $1352.45       | 0.00%             | 2028-11-15      | 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        |       9923 | PA      | $10062.81      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BU7425                      | CUSIP: 3140M9HB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     732689 | PA      | $657730.12     | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4113                        | CUSIP: 36202ESA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     453247 | PA      | $456132.23     | 0.00%             | 2038-04-20      | 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        |      30589 | PA      | $31207.09      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AO0800                      | CUSIP: 3138LQ3J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20169 | PA      | $19899.04      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776220                      | CUSIP: 36176UDZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2207 | PA      | $2109.05       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616535                      | CUSIP: 36290S4U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     416470 | PA      | $423091.90     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491163                      | CUSIP: 36210FTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3580 | PA      | $3675.18       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07779                      | CUSIP: 3128M96Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49971 | PA      | $49188.02      | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0234                      | CUSIP: 36198KHK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156195 | PA      | $146604.78     | 0.00%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722019                      | CUSIP: 3620A8DY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30955 | PA      | $28631.99      | 0.00%             | 2043-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720065                      | CUSIP: 3620A56A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23488 | PA      | $23097.41      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ9384                      | CUSIP: 36183FM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2784911 | PA      | $2650062.73    | 0.02%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491110                      | CUSIP: 36210FR73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2942 | PA      | $2983.49       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-20 BZ                 | CUSIP: 38381RAM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2770927 | PA      | $2332659.87    | 0.02%             | 2049-02-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487466                      | CUSIP: 36210BQT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8034 | PA      | $8147.36       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698387                      | CUSIP: 36296Q2U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17581 | PA      | $17657.58      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5683                      | CUSIP: 36178SJ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222150 | PA      | $205589.85     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692468                      | CUSIP: 36296JJM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247137 | PA      | $242956.03     | 0.00%             | 2039-08-15      | 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        |     294047 | PA      | $288380.73     | 0.00%             | 2041-07-15      | 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        |      10316 | PA      | $10344.76      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AW5104                      | CUSIP: 3138XUU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1673175 | PA      | $1721254.36    | 0.02%             | 2044-09-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553347                      | CUSIP: 36213FWG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16546 | PA      | $16612.28      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464754                      | CUSIP: 36208YH77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2225 | PA      | $2283.85       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF5070                      | CUSIP: 36181LT32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68488 | PA      | $65450.78      | 0.00%             | 2043-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605241                      | CUSIP: 36200NLW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3084 | PA      | $3096.70       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615120                      | CUSIP: 36290RK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15119 | PA      | $15324.86      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507953                      | CUSIP: 36211BH64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7111 | PA      | $7299.47       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750197                      | CUSIP: 3620C6NN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     331688 | PA      | $325640.07     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594119                      | CUSIP: 36201VAU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39446 | PA      | $40051.15      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641629                      | CUSIP: 36291XY29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     358969 | PA      | $360484.85     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627978                      | CUSIP: 36291GUB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48030 | PA      | $48747.77      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622987                      | CUSIP: 36291BCY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1465 | PA      | $1470.89       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 418995                      | CUSIP: 36206RNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        664 | PA      | $663.99        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566528                      | CUSIP: 36213WLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6810 | PA      | $6889.35       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474569                      | CUSIP: 36209LFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14658 | PA      | $14864.20      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615889                      | CUSIP: 36290SF63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87540 | PA      | $87845.22      | 0.00%             | 2033-08-15      | 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        |        982 | PA      | $985.18        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 383081                      | CUSIP: 36204XRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41289 | PA      | $41816.14      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558790                      | CUSIP: 36213MXT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18949 | PA      | $19204.26      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694487                      | CUSIP: 36296LRG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     253581 | PA      | $258480.32     | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | 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        |   47169564 | PA      | $38294992.39   | 0.35%             | 2059-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495900                      | CUSIP: 36210L3H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3670 | PA      | $3721.99       | 0.00%             | 2029-01-15      | 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        |      43945 | PA      | $45107.51      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422650                      | CUSIP: 36206VQB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        751 | PA      | $750.95        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2894                      | CUSIP: 36179RGB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     672506 | PA      | $659110.99     | 0.01%             | 2045-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599839                      | CUSIP: 36200FLU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11169 | PA      | $11321.49      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763500                      | CUSIP: 36176D7M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7661 | PA      | $7521.70       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622095                      | CUSIP: 36291AC80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2202 | PA      | $2208.54       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555603                      | CUSIP: 36213JGL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3957 | PA      | $4045.02       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535473                      | CUSIP: 36212J2E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        570 | PA      | $578.41        | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 400144                      | CUSIP: 36205TP56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1193 | PA      | $1224.97       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782690                      | CUSIP: 36241K7B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     186506 | PA      | $187315.10     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602802                      | CUSIP: 36200JU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14156 | PA      | $14528.77      | 0.00%             | 2033-03-15      | 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        |       6814 | PA      | $6910.03       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777550                      | CUSIP: 36176VTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     652371 | PA      | $581924.41     | 0.01%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB0701                      | CUSIP: 36178KX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     370350 | PA      | $332881.90     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634808                      | CUSIP: 36291QGR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19345 | PA      | $19426.88      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500254                      | CUSIP: 36210RWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19003 | PA      | $18793.48      | 0.00%             | 2033-08-15      | 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        |     318487 | PA      | $312786.47     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626853                      | CUSIP: 36291FMA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2645 | PA      | $2678.53       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8315                      | CUSIP: 36180MGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121868 | PA      | $112629.82     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562681                      | CUSIP: 36213SCS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30647 | PA      | $30961.24      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563514                      | CUSIP: 36213TAP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8382 | PA      | $8505.99       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2517 ZG                    | CUSIP: 31392X2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58657 | PA      | $60833.56      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748511                      | CUSIP: 3620C4R85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4335 | PA      | $4155.12       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619120                      | CUSIP: 36290VYR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12468 | PA      | $12673.44      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462542                      | CUSIP: 36208VZF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2868 | PA      | $2943.83       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548288                      | CUSIP: 36213ACZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3467 | PA      | $3554.88       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650110                      | CUSIP: 36292JGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7147 | PA      | $7177.87       | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632877                      | CUSIP: 36291NCN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38089 | PA      | $38746.87      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760433                      | CUSIP: 36176ASW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30261 | PA      | $29674.17      | 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        |      70698 | PA      | $69363.47      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647782                      | CUSIP: 36292FUF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17249 | PA      | $17516.85      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798933                      | CUSIP: 36177T4T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3993 | PA      | $3819.87       | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611417                      | CUSIP: 36202WG29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        326 | PA      | $330.81        | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702083                      | CUSIP: 36296U6U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61716 | PA      | $60645.57      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7254                      | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   52596616 | PA      | $42506034.28   | 0.38%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580307                      | CUSIP: 36201DU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110438 | PA      | $110879.44     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593268                      | CUSIP: 36201UCD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6152 | PA      | $6300.90       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 693518                      | CUSIP: 36296KPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145644 | PA      | $148315.94     | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05659                      | CUSIP: 3128M7TQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53736 | PA      | $53016.93      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5867                      | CUSIP: 36179FQU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24570 | PA      | $22682.87      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492411                      | CUSIP: 36210HAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8534 | PA      | $8654.26       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628108                      | CUSIP: 36291GYD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128827 | PA      | $130715.86     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678150                      | CUSIP: 36295RL71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     198987 | PA      | $199857.92     | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749208                      | CUSIP: 3620C5KV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     203831 | PA      | $195076.74     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495774                      | CUSIP: 36210LXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6309 | PA      | $6397.79       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737797                      | CUSIP: 3620ARUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34241 | PA      | $32005.42      | 0.00%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478112                      | CUSIP: 36209QDR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3492 | PA      | $3584.72       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589572                      | CUSIP: 36201P6H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1531 | PA      | $1563.17       | 0.00%             | 2032-09-15      | 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        |       5168 | PA      | $5240.79       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781722                      | CUSIP: 36225B4F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21597 | PA      | $21670.84      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742221                      | CUSIP: 3620AWSJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58562 | PA      | $57486.22      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QC0508                      | CUSIP: 3133AJR54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     112889 | PA      | $101728.12     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628088                      | CUSIP: 36291GXR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12674 | PA      | $12724.98      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629588                      | CUSIP: 36291JND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11434 | PA      | $11784.56      | 0.00%             | 2034-08-15      | 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        |      13986 | PA      | $14046.49      | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726336                      | CUSIP: 3620AC4V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8948 | PA      | $8796.27       | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619622                      | CUSIP: 36290WLB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24860 | PA      | $24950.47      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572603                      | CUSIP: 36200UDG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29644 | PA      | $30320.17      | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697946                      | CUSIP: 36296QL31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6006 | PA      | $6031.84       | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491330                      | CUSIP: 36210FY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13071 | PA      | $13254.72      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631624                      | CUSIP: 36291LVR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7494 | PA      | $7612.65       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724221                      | CUSIP: 3620AASJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     187324 | PA      | $184182.78     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q24610                      | CUSIP: 3132M4YF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66633 | PA      | $63417.68      | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561644                      | CUSIP: 36213Q5D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25381 | PA      | $25878.47      | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737377                      | CUSIP: 3620ARFS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32501 | PA      | $32641.09      | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705928                      | CUSIP: 36297AHD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2315540 | PA      | $2148312.21    | 0.02%             | 2041-10-15      | 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        |     949716 | PA      | $890510.99     | 0.01%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612228                      | CUSIP: 36202XD95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29250 | PA      | $29687.33      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491155                      | CUSIP: 36210FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2567 | PA      | $2634.77       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600773                      | CUSIP: 36200GMW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2483 | PA      | $2557.42       | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745304                      | CUSIP: 3620C1AD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3393 | PA      | $3407.08       | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570788                      | CUSIP: 36200SCZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        857 | PA      | $876.24        | 0.00%             | 2032-02-15      | 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        |       6084 | PA      | $6108.79       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7213                      | CUSIP: 36180KAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130496 | PA      | $120767.84     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5636                      | CUSIP: 36180HHM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12330 | PA      | $11410.75      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636491                      | CUSIP: 36291SC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75796 | PA      | $76951.44      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473471                      | CUSIP: 36209J6G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         56 | PA      | $57.65         | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650031                      | CUSIP: 36292JEC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3348 | PA      | $3360.36       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6920                      | CUSIP: 36178EVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132616 | PA      | $130609.57     | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627764                      | CUSIP: 36291GMM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24795 | PA      | $25182.52      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542642                      | CUSIP: 36212SZF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1772 | PA      | $1818.88       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724164                      | CUSIP: 3620AAQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277343 | PA      | $265333.13     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683230                      | CUSIP: 36295XA70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4726 | PA      | $4746.34       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620659                      | CUSIP: 36290XQL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4105 | PA      | $4152.99       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600206                      | CUSIP: 36200FYB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7061 | PA      | $7154.60       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644638                      | CUSIP: 36292CEK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75134 | PA      | $76380.29      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579072                      | CUSIP: 36201CJR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1581 | PA      | $1610.70       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645828                      | CUSIP: 36292DPM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26512 | PA      | $26946.94      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7515                      | CUSIP: 36181BK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117670 | PA      | $105852.41     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648750                      | CUSIP: 36292GWK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4582 | PA      | $4646.32       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603561                      | CUSIP: 36200KQN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11537 | PA      | $11619.87      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612848                      | CUSIP: 36202XZM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4624 | PA      | $4684.85       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783196                      | CUSIP: 36241LRR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1472969 | PA      | $1413890.47    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593478                      | CUSIP: 36201UJX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33001 | PA      | $33513.37      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742979                      | CUSIP: 3620AXM47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51434 | PA      | $49270.42      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM7305                      | CUSIP: 36184YDJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184682 | PA      | $163402.31     | 0.00%             | 2046-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617556                      | CUSIP: 36290UBZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15493 | PA      | $15560.39      | 0.00%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637383                      | CUSIP: 36291TCU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35894 | PA      | $36497.82      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780813                      | CUSIP: 36225A3W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        422 | PA      | $432.78        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606750                      | CUSIP: 36201YBT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8564 | PA      | $8662.65       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537896                      | CUSIP: 36212MRR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         74 | PA      | $75.68         | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573993                      | CUSIP: 36200VUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22448 | PA      | $22761.60      | 0.00%             | 2032-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716733                      | CUSIP: 3620A2HJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160488 | PA      | $154443.04     | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675312                      | CUSIP: 36295NGV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18533 | PA      | $18878.32      | 0.00%             | 2038-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489227                      | CUSIP: 36210DPL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1061 | PA      | $1089.22       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780941                      | CUSIP: 36225BBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32786 | PA      | $33247.98      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764517                      | CUSIP: 36176FDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137423 | PA      | $137998.93     | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562279                      | CUSIP: 36213RUC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3042 | PA      | $3086.02       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4261                      | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   45086833 | PA      | $39968463.14   | 0.36%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554116                      | CUSIP: 36213GSD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40500 | PA      | $41105.45      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627780                      | CUSIP: 36291GM52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2389 | PA      | $2395.59       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7613                      | CUSIP: 36181BN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     710755 | PA      | $637284.01     | 0.01%             | 2043-07-15      | 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        |     440667 | PA      | $398943.01     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599523                      | CUSIP: 36200FAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     175660 | PA      | $178745.02     | 0.00%             | 2037-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3492                      | CUSIP: 36178A2Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     217099 | PA      | $201362.74     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711509                      | CUSIP: 36297GN22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     202430 | PA      | $198456.28     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781769                      | CUSIP: 36225B6E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160687 | PA      | $161234.12     | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675475                      | CUSIP: 36295NMY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130308 | PA      | $130877.37     | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474579                      | CUSIP: 36209LFU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3394 | PA      | $3441.57       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548306                      | CUSIP: 36213ADK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23795 | PA      | $24139.64      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582353                      | CUSIP: 36201F5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14086 | PA      | $14449.62      | 0.00%             | 2032-09-15      | 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        |       3085 | PA      | $3128.70       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780825                      | CUSIP: 36225A4J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1453 | PA      | $1491.06       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB0697                      | CUSIP: 36178KX26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177963 | PA      | $165395.35     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467589                      | CUSIP: 36209CNE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3680 | PA      | $3777.42       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488927                      | CUSIP: 36210DD81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5053 | PA      | $5186.72       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723656                      | CUSIP: 3620A95R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117406 | PA      | $117915.27     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737014                      | CUSIP: 3620AQYK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     489886 | PA      | $481492.86     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594116                      | CUSIP: 36201VAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26844 | PA      | $27210.35      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 393396                      | CUSIP: 36205K7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         13 | PA      | $12.98         | 0.00%             | 2026-01-15      | 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        |       7126 | PA      | $7225.97       | 0.00%             | 2029-05-15      | 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        |      13369 | PA      | $13721.05      | 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        |      10607 | PA      | $10641.34      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769723                      | CUSIP: 36176L4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38760 | PA      | $36140.10      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612070                      | CUSIP: 36202W6F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4192 | PA      | $4248.76       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717458                      | CUSIP: 3620A3B37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65228 | PA      | $58580.69      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606638                      | CUSIP: 36201X4X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7257 | PA      | $7467.22       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08534                      | CUSIP: 3128MJSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4374 | PA      | $3945.68       | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM6371                      | CUSIP: 36184XCG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45290 | PA      | $43041.37      | 0.00%             | 2045-05-15      | 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        |       9359 | PA      | $9534.20       | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425989                      | CUSIP: 36207AF64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         19 | PA      | $19.36         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599345                      | CUSIP: 36200EZJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        427 | PA      | $437.07        | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430354                      | CUSIP: 36207FBX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1077272 | PA      | $1032351.48    | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656049                      | CUSIP: 36294PZN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        398 | PA      | $404.39        | 0.00%             | 2036-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q01237                      | CUSIP: 3132GELS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14644 | PA      | $14404.77      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567918                      | CUSIP: 36213X4B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65408 | PA      | $66230.97      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480107                      | CUSIP: 36209SKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        352 | PA      | $361.69        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498652                      | CUSIP: 36210P5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1573 | PA      | $1614.98       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 639067                      | CUSIP: 36291U6C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38815 | PA      | $39446.02      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501370                      | CUSIP: 36210S6F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1941 | PA      | $1968.80       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4233                      | CUSIP: 36179DV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80264 | PA      | $74042.48      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713049                      | CUSIP: 36297JEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36706 | PA      | $36098.78      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638707                      | CUSIP: 36291UR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8746 | PA      | $8784.47       | 0.00%             | 2036-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469903                      | CUSIP: 36209FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3397 | PA      | $3486.82       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603764                      | CUSIP: 36200KWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72629 | PA      | $72870.15      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593892                      | CUSIP: 36201UXV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         44 | PA      | $44.04         | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702559                      | CUSIP: 36296VQL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8484 | PA      | $8508.34       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5437                      | CUSIP: 36180HBE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     405591 | PA      | $375150.86     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506712                      | CUSIP: 36210Y3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1568 | PA      | $1609.93       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566706                      | CUSIP: 36213WR32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24998 | PA      | $25532.83      | 0.00%             | 2031-11-15      | 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        |        278 | PA      | $281.81        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595560                      | CUSIP: 36200ATR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40336 | PA      | $40864.63      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462918                      | CUSIP: 36208WG31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1958 | PA      | $2009.40       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694213                      | CUSIP: 36296LGW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1536 | PA      | $1542.82       | 0.00%             | 2039-02-15      | 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        |      43333 | PA      | $43511.53      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752059                      | CUSIP: 36230LJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     259787 | PA      | $248767.52     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1353                      | CUSIP: 36178LQE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41975 | PA      | $38803.84      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753961                      | CUSIP: 36230NMJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65779 | PA      | $66062.20      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503673                      | CUSIP: 36210VQ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3409 | PA      | $3499.28       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619605                      | CUSIP: 36290WKS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131421 | PA      | $133347.39     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643731                      | CUSIP: 36292BEC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94972 | PA      | $96523.22      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619347                      | CUSIP: 36290WBQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42724 | PA      | $43410.69      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619179                      | CUSIP: 36290V2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30218 | PA      | $30322.85      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 660397                      | CUSIP: 36294UUW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62954 | PA      | $58593.77      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476302                      | CUSIP: 36209NDF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1103 | PA      | $1132.47       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491135                      | CUSIP: 36210FSY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1412 | PA      | $1448.93       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586144                      | CUSIP: 36201LER1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7801 | PA      | $7920.33       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642466                      | CUSIP: 36291YW37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3714 | PA      | $3782.44       | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646900                      | CUSIP: 36292EUZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33661 | PA      | $33802.71      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567619                      | CUSIP: 36213XSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1671 | PA      | $1694.85       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737449                      | CUSIP: 3620ARH20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     519119 | PA      | $498297.90     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521318                      | CUSIP: 36211SDX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48594 | PA      | $50058.49      | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608642                      | CUSIP: 36202TEP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11537 | PA      | $11884.59      | 0.00%             | 2034-07-15      | 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        |       3243 | PA      | $3256.12       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574762                      | CUSIP: 36200WQP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42676 | PA      | $43321.98      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8407                      | CUSIP: 36178VKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1329444 | PA      | $1174605.30    | 0.01%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565047                      | CUSIP: 36213UWG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4235 | PA      | $4306.92       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9948                      | CUSIP: 36184JBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166868 | PA      | $158435.71     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510766                      | CUSIP: 36211EMP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38303 | PA      | $37866.74      | 0.00%             | 2035-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL6700                      | CUSIP: 36184DNR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164970 | PA      | $156706.27     | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553029                      | CUSIP: 36213FLJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17190 | PA      | $17605.88      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676855                      | CUSIP: 36295P5Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5859 | PA      | $5971.99       | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781133                      | CUSIP: 36225BHJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20186 | PA      | $20719.67      | 0.00%             | 2030-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672626                      | CUSIP: 36295KHB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19548 | PA      | $19898.36      | 0.00%             | 2038-03-15      | 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        |      21643 | PA      | $18461.37      | 0.00%             | 2049-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7050                      | CUSIP: 36179VZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219241 | PA      | $168477.00     | 0.00%             | 2050-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603106                      | CUSIP: 36200KAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29625 | PA      | $29682.37      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473640                      | CUSIP: 36209KEM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1162 | PA      | $1192.68       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468364                      | CUSIP: 36209DJH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4449 | PA      | $4511.42       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 413642                      | CUSIP: 36206KP39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        398 | PA      | $398.36        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644797                      | CUSIP: 36292CKJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14811 | PA      | $15072.57      | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563504                      | CUSIP: 36213TAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34167 | PA      | $34713.45      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738224                      | CUSIP: 3620ASD55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90807 | PA      | $89086.92      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640929                      | CUSIP: 36291XA66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30843 | PA      | $31373.91      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651787                      | CUSIP: 36292LCY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15938 | PA      | $16007.08      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641547                      | CUSIP: 36291XWG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50636 | PA      | $51479.45      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617014                      | CUSIP: 36290TN70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30313 | PA      | $30852.09      | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464315                      | CUSIP: 36208XYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3520 | PA      | $3569.13       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592176                      | CUSIP: 36201S2H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3984 | PA      | $4045.83       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482928                      | CUSIP: 36209VPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1061 | PA      | $1089.54       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692304                      | CUSIP: 36296JDH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18849 | PA      | $18930.63      | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464200                      | CUSIP: 36208XUZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        699 | PA      | $717.27        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626768                      | CUSIP: 36291FJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37949 | PA      | $38568.60      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636876                      | CUSIP: 36291SQ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106626 | PA      | $108230.76     | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG1132                      | CUSIP: 36181UHH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36452 | PA      | $34610.16      | 0.00%             | 2045-04-15      | 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        |    5160326 | PA      | $4811217.77    | 0.04%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3358                        | CUSIP: 36202DWT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        428 | PA      | $423.96        | 0.00%             | 2033-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598444                      | CUSIP: 36200DZH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26597 | PA      | $27196.50      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403391                      | CUSIP: 36205XC44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1988 | PA      | $2040.04       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666341                      | CUSIP: 36295CHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7343 | PA      | $6602.64       | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722000                      | CUSIP: 3620A8DD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     185866 | PA      | $166720.35     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603727                      | CUSIP: 36200KVU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31681 | PA      | $31756.89      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 888745                      | CUSIP: 31410GL27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4408 | PA      | $4670.80       | 0.00%             | 2037-10-01      | 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        |      12667 | PA      | $12845.41      | 0.00%             | 2028-12-15      | 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        |      11020 | PA      | $11175.04      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612350                      | CUSIP: 36202XH34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2016 | PA      | $2024.28       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640530                      | CUSIP: 36291WST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6147 | PA      | $6236.55       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634550                      | CUSIP: 36291P5K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23899 | PA      | $24108.48      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497120                      | CUSIP: 36210NG52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21679 | PA      | $21442.06      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594513                      | CUSIP: 36201VN65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4208 | PA      | $4220.12       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608434                      | CUSIP: 36202S4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19352 | PA      | $19644.99      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3057                      | CUSIP: 36178NME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55862 | PA      | $50357.23      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552784                      | CUSIP: 36213FCV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     207395 | PA      | $212184.72     | 0.00%             | 2032-09-15      | 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        |       2958 | PA      | $2970.76       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476971                      | CUSIP: 36209N2C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7157 | PA      | $7258.04       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459346                      | CUSIP: 36208SHX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2683 | PA      | $2754.19       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726328                      | CUSIP: 3620AC4M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12448 | PA      | $11965.28      | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6098                      | CUSIP: 36178DX30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170326 | PA      | $157330.42     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686678                      | CUSIP: 36296B2K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        744 | PA      | $747.67        | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487235                      | CUSIP: 36210BHL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14580 | PA      | $14965.79      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613833                      | CUSIP: 36290N4S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8104 | PA      | $8136.21       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484429                      | CUSIP: 36209XEA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2803 | PA      | $2877.40       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613901                      | CUSIP: 36290QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15696 | PA      | $15912.23      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BC5151                      | CUSIP: 3140F0WM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51103 | PA      | $48992.34      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581536                      | CUSIP: 36201FBD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1497 | PA      | $1519.57       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547544                      | CUSIP: 36212YHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        445 | PA      | $456.40        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733913                      | CUSIP: 3620AMK27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22326 | PA      | $21949.62      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3370                      | CUSIP: 36180EW76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60321 | PA      | $54107.93      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626088                      | CUSIP: 36291ERH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28827 | PA      | $28942.76      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560735                      | CUSIP: 36213P4U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12555 | PA      | $12886.51      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD1116                      | CUSIP: 3132DNGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     612164 | PA      | $550683.35     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452782                      | CUSIP: 36208J6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3423 | PA      | $3513.35       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630852                      | CUSIP: 36291KZR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9511 | PA      | $9545.13       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777254                      | CUSIP: 36176VH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201087 | PA      | $177026.65     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2754                      | CUSIP: 36179RBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5802092 | PA      | $5312578.29    | 0.05%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 788023                      | CUSIP: 3622ADYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23311652 | PA      | $24297670.00   | 0.22%             | 2040-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733526                      | CUSIP: 3620AL4K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     215571 | PA      | $206699.71     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772415                      | CUSIP: 36176P3Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13822 | PA      | $12787.71      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741243                      | CUSIP: 3620AVP48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     254489 | PA      | $249968.48     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691704                      | CUSIP: 36296HNV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1353827 | PA      | $1298611.60    | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718157                      | CUSIP: 3620A3ZW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4757 | PA      | $4682.18       | 0.00%             | 2040-02-15      | 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        |    1130323 | PA      | $1110322.33    | 0.01%             | 2040-04-15      | 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        |      51630 | PA      | $50727.53      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592074                      | CUSIP: 36201SXB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111670 | PA      | $112116.24     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779075                      | CUSIP: 36176XJU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27732 | PA      | $25686.31      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2881                      | CUSIP: 36178NFW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137225 | PA      | $127497.25     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691712                      | CUSIP: 36296HN54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1070358 | PA      | $1025920.10    | 0.01%             | 2041-04-15      | 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        |     402790 | PA      | $387056.49     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636102                      | CUSIP: 36291RU34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162893 | PA      | $163547.23     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733200                      | CUSIP: 3620ALRV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78735 | PA      | $77310.02      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501424                      | CUSIP: 36210TAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1419 | PA      | $1456.64       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2095 PE                    | CUSIP: 3133TGWC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21039 | PA      | $21284.92      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651226                      | CUSIP: 36292KPK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7571 | PA      | $7784.44       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619989                      | CUSIP: 36290WXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2049 | PA      | $2057.53       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US ULTRA BOND CBT Sep25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         88 | NC      | $325055.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A86612                      | CUSIP: 312933KZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     197425 | PA      | $194775.06     | 0.00%             | 2039-06-01      | 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        |      40432 | PA      | $38768.41      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641170                      | CUSIP: 36291XJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30026 | PA      | $30424.83      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678416                      | CUSIP: 36295RVH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60686 | PA      | $60951.26      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623843                      | CUSIP: 36291CBL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11062 | PA      | $11239.77      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2018-13 MP                 | CUSIP: 3136B02D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4508143 | PA      | $4264681.66    | 0.04%             | 2057-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3723                        | CUSIP: 36202ED48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69243 | PA      | $69644.05      | 0.00%             | 2035-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558924                      | CUSIP: 36213M4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88436 | PA      | $89595.14      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1703                      | CUSIP: 36178L3L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     215028 | PA      | $199385.94     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4343                        | CUSIP: 36202EZG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13229 | PA      | $13569.77      | 0.00%             | 2039-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2750                      | CUSIP: 36178NBT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41835 | PA      | $38780.91      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q24103                      | CUSIP: 3132M4GL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11205 | PA      | $10658.31      | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592598                      | CUSIP: 36201TKK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        186 | PA      | $187.90        | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629079                      | CUSIP: 36291H2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20999 | PA      | $21084.54      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567880                      | CUSIP: 36213X2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28356 | PA      | $28804.53      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0687                      | CUSIP: 36177WXQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     690028 | PA      | $644262.97     | 0.01%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698493                      | CUSIP: 36296Q7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85787 | PA      | $84274.85      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472969                      | CUSIP: 36209JMS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3595 | PA      | $3689.94       | 0.00%             | 2029-06-15      | 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        |        785 | PA      | $795.78        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726331                      | CUSIP: 3620AC4Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79676 | PA      | $78448.75      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QD7240                      | CUSIP: 3133B5BH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     759860 | PA      | $683783.13     | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604491                      | CUSIP: 36200MRL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58186 | PA      | $58388.59      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434082                      | CUSIP: 36207KFX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1637 | PA      | $1660.25       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2724                      | CUSIP: 36178AAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10901 | PA      | $10091.28      | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619613                      | CUSIP: 36290WK27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55475 | PA      | $55668.64      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2014-40 PZ                 | CUSIP: 3136AKLC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11771647 | PA      | $10148016.91   | 0.09%             | 2044-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644782                      | CUSIP: 36292CJ39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18354 | PA      | $18670.87      | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643629                      | CUSIP: 36292BA63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39026 | PA      | $40146.86      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736768                      | CUSIP: 3620AQQV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     286505 | PA      | $258271.12     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 549175                      | CUSIP: 36213BCL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         97 | PA      | $99.14         | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK3531                      | CUSIP: 36183L4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1182611 | PA      | $1052470.21    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587612                      | CUSIP: 36201MYH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4031 | PA      | $4042.35       | 0.00%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4177                      | CUSIP: 36180FUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15919 | PA      | $14273.71      | 0.00%             | 2043-06-15      | 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        |     364446 | PA      | $327982.12     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616527                      | CUSIP: 36290S4L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59715 | PA      | $60528.74      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN9209                      | CUSIP: 36187SGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87247 | PA      | $82799.51      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754997                      | CUSIP: 36230PRS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34196 | PA      | $33528.06      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476315                      | CUSIP: 36209NDU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1460 | PA      | $1498.33       | 0.00%             | 2028-05-15      | 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        |        427 | PA      | $438.62        | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612797                      | CUSIP: 36202XX28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2077 | PA      | $2106.28       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591792                      | CUSIP: 36201SNH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34110 | PA      | $34598.05      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A92539                      | CUSIP: 312940ZC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1819 | PA      | $1830.68       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636856                      | CUSIP: 36291SQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68922 | PA      | $70862.30      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599927                      | CUSIP: 36200FPL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21223 | PA      | $21544.01      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781598                      | CUSIP: 36225BX37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154419 | PA      | $154892.93     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502976                      | CUSIP: 36210UXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        474 | PA      | $480.44        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3487                        | CUSIP: 36202D2U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1760 | PA      | $1768.08       | 0.00%             | 2033-12-20      | 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        |     201293 | PA      | $202011.67     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465223                      | CUSIP: 36208YYU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1469 | PA      | $1507.43       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429757                      | CUSIP: 36207EME1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16062 | PA      | $16312.56      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609712                      | CUSIP: 36202UKZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5907 | PA      | $5931.51       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453441                      | CUSIP: 36208KWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3706 | PA      | $3804.31       | 0.00%             | 2028-11-15      | 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        |      65059 | PA      | $66524.90      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574408                      | CUSIP: 36200WDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6564 | PA      | $6721.59       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 556240                      | CUSIP: 36213J4Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31073 | PA      | $31895.20      | 0.00%             | 2031-09-15      | 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        |        782 | PA      | $796.18        | 0.00%             | 2031-09-15      | 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        |        843 | PA      | $865.35        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706728                      | CUSIP: 36297BD99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120888 | PA      | $118599.12     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711603                      | CUSIP: 36297GRY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8441613 | PA      | $7838673.33    | 0.07%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZA2740                      | CUSIP: 31329LBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     917433 | PA      | $905139.84     | 0.01%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491234                      | CUSIP: 36210FV37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1583 | PA      | $1625.24       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ1719                      | CUSIP: 36182V4C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     553781 | PA      | $495145.74     | 0.00%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740751                      | CUSIP: 3620AU5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3679 | PA      | $3526.70       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623497                      | CUSIP: 36291BUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28322 | PA      | $29125.23      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618873                      | CUSIP: 36290VQ23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87174 | PA      | $87477.58      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 389762                      | CUSIP: 36205F5X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2050 | PA      | $2098.04       | 0.00%             | 2032-11-15      | 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        |     202273 | PA      | $203137.37     | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD1193                      | CUSIP: 3132DNKE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18701 | PA      | $16916.64      | 0.00%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652234                      | CUSIP: 36292LSX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15981 | PA      | $16468.36      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2015-3 ZD                  | CUSIP: 38379H8G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28638525 | PA      | $27014943.97   | 0.24%             | 2045-01-20      | 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        |       1256 | PA      | $1261.18       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640201                      | CUSIP: 36291WGJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6602 | PA      | $6789.88       | 0.00%             | 2035-03-15      | 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        |       2256 | PA      | $2302.02       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN5733                      | CUSIP: 36186NLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1828560 | PA      | $1622435.70    | 0.01%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644856                      | CUSIP: 36292CMD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26073 | PA      | $26179.26      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1627                      | CUSIP: 36178LYY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80059 | PA      | $74090.80      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565581                      | CUSIP: 36213VJ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        462 | PA      | $469.39        | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594088                      | CUSIP: 36201U6Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17603 | PA      | $17821.59      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458938                      | CUSIP: 36208RZB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8897 | PA      | $9021.87       | 0.00%             | 2028-11-15      | 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        |      10671 | PA      | $10705.07      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609657                      | CUSIP: 36202UJA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69953 | PA      | $70954.28      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746384                      | CUSIP: 3620C2FZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162777 | PA      | $159953.68     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614950                      | CUSIP: 36290REX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15986 | PA      | $15845.64      | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622581                      | CUSIP: 36291AUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15539 | PA      | $15990.59      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621772                      | CUSIP: 36290YW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7257 | PA      | $7280.03       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722360                      | CUSIP: 3620A8QM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28460 | PA      | $29023.04      | 0.00%             | 2039-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464756                      | CUSIP: 36208YH93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3654 | PA      | $3750.97       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G04951                      | CUSIP: 3128M6ZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     168419 | PA      | $169454.89     | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641967                      | CUSIP: 36291YFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2430 | PA      | $2470.53       | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595819                      | CUSIP: 36200A4C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45520 | PA      | $45714.77      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611566                      | CUSIP: 36202WMP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        658 | PA      | $660.80        | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1999-25 Z                  | CUSIP: 31359VU27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16613 | PA      | $16782.38      | 0.00%             | 2029-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764500                      | CUSIP: 36176FDD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53868 | PA      | $52816.56      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5259                        | CUSIP: 36202FZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9227832 | PA      | $8829142.37    | 0.08%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485850                      | CUSIP: 36209YWK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7917 | PA      | $8074.88       | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4268                        | CUSIP: 36202EW54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24563 | PA      | $25541.26      | 0.00%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586534                      | CUSIP: 36201LSX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7899 | PA      | $7976.76       | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645500                      | CUSIP: 36292DDD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72311 | PA      | $73406.06      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496183                      | CUSIP: 36210MFY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1410 | PA      | $1430.09       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507499                      | CUSIP: 36211AX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        866 | PA      | $888.89        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QD0205                      | CUSIP: 3133AWGN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     593373 | PA      | $534520.67     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621129                      | CUSIP: 36290YA65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26834 | PA      | $27319.71      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05169                      | CUSIP: 3128M7CE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25010 | PA      | $25165.39      | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598492                      | CUSIP: 36200D2Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7335 | PA      | $7424.46       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694535                      | CUSIP: 36296LSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     197519 | PA      | $201176.60     | 0.00%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4794                      | CUSIP: 36179EKF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133990 | PA      | $119898.23     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592963                      | CUSIP: 36201TWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11906 | PA      | $12126.09      | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443715                      | CUSIP: 36207V3Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5182 | PA      | $5319.30       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619019                      | CUSIP: 36290VVL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39254 | PA      | $39898.97      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457733                      | CUSIP: 36208QPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        989 | PA      | $1014.76       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550677                      | CUSIP: 36213CXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76899 | PA      | $77225.86      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737914                      | CUSIP: 3620ARYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6785 | PA      | $6518.70       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469691                      | CUSIP: 36209EXU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2523 | PA      | $2590.15       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605123                      | CUSIP: 36200NG88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45813 | PA      | $45976.93      | 0.00%             | 2034-04-15      | 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        |      16922 | PA      | $16990.42      | 0.00%             | 2033-08-15      | 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        |      66883 | PA      | $65167.56      | 0.00%             | 2045-03-01      | 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        |       8597 | PA      | $8468.17       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 411498                      | CUSIP: 36206HDB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2378 | PA      | $2441.10       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634814                      | CUSIP: 36291QGX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4519 | PA      | $4596.09       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783376                      | CUSIP: 36241LXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4356 | PA      | $4374.87       | 0.00%             | 2041-06-15      | 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        |       1698 | PA      | $1705.33       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607081                      | CUSIP: 36201YM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51340 | PA      | $52156.52      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548330                      | CUSIP: 36213AEB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4071 | PA      | $4178.96       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706893                      | CUSIP: 36297BKE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     537101 | PA      | $524678.77     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539813                      | CUSIP: 36212PVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6816 | PA      | $6996.39       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586521                      | CUSIP: 36201LSJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15242 | PA      | $15460.24      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719650                      | CUSIP: 3620A5QB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1099 | PA      | $1119.48       | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | 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      | $2125476.70    | 0.02%             | 2047-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV7439                      | CUSIP: 36195JHQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     389805 | PA      | $354387.48     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621780                      | CUSIP: 36290YXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33313 | PA      | $33374.03      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701501                      | CUSIP: 36296UKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5505 | PA      | $5528.97       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2024-199 BZ                | CUSIP: 38385AJN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32172768 | PA      | $28800588.74   | 0.26%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782114                      | CUSIP: 36241KK31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     486299 | PA      | $488378.88     | 0.00%             | 2036-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493657                      | CUSIP: 36210JME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15347 | PA      | $15562.96      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799388                      | CUSIP: 36177UNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     320231 | PA      | $297188.19     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553186                      | CUSIP: 36213FRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26686 | PA      | $27035.98      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494708                      | CUSIP: 36210KR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1344 | PA      | $1379.65       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578398                      | CUSIP: 36201BRT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4472 | PA      | $4588.51       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599827                      | CUSIP: 36200FLG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2249 | PA      | $2275.89       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608800                      | CUSIP: 36202TKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1914 | PA      | $1926.06       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506651                      | CUSIP: 36210YZQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1336 | PA      | $1354.40       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584124                      | CUSIP: 36201H4H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28916 | PA      | $29259.35      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616009                      | CUSIP: 36290SKW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2640 | PA      | $2611.18       | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608572                      | CUSIP: 36202TCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32533 | PA      | $33485.38      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK4375                      | CUSIP: 3131X72G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     992170 | PA      | $977593.60     | 0.01%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9626                      | CUSIP: 36179KVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     475477 | PA      | $427372.73     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676970                      | CUSIP: 36295QCF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4038 | PA      | $4056.05       | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BU7945                      | CUSIP: 3140M9ZK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     640559 | PA      | $575025.40     | 0.01%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN1386                      | CUSIP: 3138LDRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1005663 | PA      | $954738.83     | 0.01%             | 2031-04-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA9734                      | CUSIP: 36178HY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136100 | PA      | $125615.93     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473605                      | CUSIP: 36209KDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5657 | PA      | $5806.80       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629085                      | CUSIP: 36291H2S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22933 | PA      | $23298.03      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615516                      | CUSIP: 36290RYM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1256 | PA      | $1242.15       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676790                      | CUSIP: 36295P2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42743 | PA      | $42929.15      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782067                      | CUSIP: 36241KJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     776698 | PA      | $796855.63     | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8577                      | CUSIP: 36184FQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     674331 | PA      | $597872.65     | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479809                      | CUSIP: 36209SAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18268 | PA      | $17906.70      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572189                      | CUSIP: 36200TUN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9928 | PA      | $9965.52       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454411                      | CUSIP: 36208LYG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3138 | PA      | $3146.71       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719440                      | CUSIP: 3620A5HR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9847 | PA      | $9676.09       | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597938                      | CUSIP: 36200DHP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5653 | PA      | $5787.21       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539103                      | CUSIP: 36212N3L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3403 | PA      | $3493.49       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466423                      | CUSIP: 36209BD47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        668 | PA      | $685.23        | 0.00%             | 2029-01-15      | 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        |       2293 | PA      | $2325.31       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589522                      | CUSIP: 36201P4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40317 | PA      | $40781.80      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593857                      | CUSIP: 36201UWS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19549 | PA      | $19805.00      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493503                      | CUSIP: 36210JGL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2612 | PA      | $2681.30       | 0.00%             | 2029-08-15      | 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        |       4770 | PA      | $4878.93       | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606651                      | CUSIP: 36201X5L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4558 | PA      | $4625.99       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603858                      | CUSIP: 36200KZX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3417 | PA      | $3462.51       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768496                      | CUSIP: 36176KRR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136401 | PA      | $136970.93     | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656041                      | CUSIP: 36294PZE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        900 | PA      | $916.71        | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7508                      | CUSIP: 36181BKV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     357974 | PA      | $341092.73     | 0.00%             | 2043-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625982                      | CUSIP: 36291EM73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42285 | PA      | $42949.46      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606684                      | CUSIP: 36201X6V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4299 | PA      | $4417.87       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8800                      | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  226515234 | PA      | $222235273.75  | 2.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3803                      | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12121949 | PA      | $11079246.48   | 0.10%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467948                      | CUSIP: 36209CZM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67094 | PA      | $67962.32      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05726                      | CUSIP: 3128M7VT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78765 | PA      | $79253.78      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508486                      | CUSIP: 36211B2T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5967 | PA      | $5991.32       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2680                      | CUSIP: 36179Q6R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39206 | PA      | $38438.23      | 0.00%             | 2045-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616005                      | CUSIP: 36290SKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2212 | PA      | $2270.59       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2018-11 PA                 | CUSIP: 38380UWQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2298731 | PA      | $2088219.24    | 0.02%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610304                      | CUSIP: 36202VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     229284 | PA      | $229892.57     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3052                        | CUSIP: 36202DL90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46075 | PA      | $47011.64      | 0.00%             | 2031-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494544                      | CUSIP: 36210KLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        792 | PA      | $802.96        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 441693                      | CUSIP: 36207TUS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4432 | PA      | $4549.02       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633482                      | CUSIP: 36291NXK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31174 | PA      | $31698.69      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620112                      | CUSIP: 36290W3V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67004 | PA      | $67882.80      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670036                      | CUSIP: 36295GLR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     245687 | PA      | $217378.58     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4126                      | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  142926755 | PA      | $126701352.07  | 1.14%             | 2046-12-20      | 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        |     237738 | PA      | $226043.38     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469543                      | CUSIP: 36209ES86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14076 | PA      | $14447.79      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604041                      | CUSIP: 36200MBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14875 | PA      | $15054.61      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZA2714                      | CUSIP: 31329LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     762509 | PA      | $753390.12     | 0.01%             | 2027-04-01      | 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        |     219637 | PA      | $202825.12     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643815                      | CUSIP: 36292BGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25592 | PA      | $26392.91      | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 908916                      | CUSIP: 31411HYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26411 | PA      | $27957.68      | 0.00%             | 2037-03-01      | 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        |        426 | PA      | $437.01        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3936                      | CUSIP: 36179SLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     317258 | PA      | $281242.52     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649448                      | CUSIP: 36292HP98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        261 | PA      | $260.73        | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05958                      | CUSIP: 3128M75T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35541 | PA      | $35761.19      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769631                      | CUSIP: 36176LY41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     566919 | PA      | $527345.24     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767023                      | CUSIP: 36176H4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     274316 | PA      | $245761.12     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766616                      | CUSIP: 36176HN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37740 | PA      | $34945.99      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501495                      | CUSIP: 36210TC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32842 | PA      | $33304.90      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612396                      | CUSIP: 36202XKH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135338 | PA      | $137298.62     | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780845                      | CUSIP: 36225A5E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10408 | PA      | $10683.16      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AT7568                      | CUSIP: 36194GMR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     518342 | PA      | $471245.75     | 0.00%             | 2046-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607119                      | CUSIP: 36201YPC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1341 | PA      | $1345.64       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650166                      | CUSIP: 36292JJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33228 | PA      | $33372.48      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736106                      | CUSIP: 3620APYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109990 | PA      | $108120.86     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9293                      | CUSIP: 36178WKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1238969 | PA      | $1146923.46    | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 366977                      | CUSIP: 36204DUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86555 | PA      | $84999.84      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471374                      | CUSIP: 36209GT72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4162 | PA      | $4219.35       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717513                      | CUSIP: 3620A3DS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59075 | PA      | $56887.71      | 0.00%             | 2039-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649472                      | CUSIP: 36292HQZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2344 | PA      | $2377.61       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769945                      | CUSIP: 36176MES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132541 | PA      | $130106.84     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593420                      | CUSIP: 36201UG57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16497 | PA      | $16317.39      | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611292                      | CUSIP: 36202WC56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4632 | PA      | $4704.28       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK0485                      | CUSIP: 36183HRE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5133 | PA      | $4577.10       | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634803                      | CUSIP: 36291QGL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87334 | PA      | $87710.09      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778069                      | CUSIP: 36176WFJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168228 | PA      | $155772.90     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553288                      | CUSIP: 36213FUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11128 | PA      | $11278.14      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482889                      | CUSIP: 36209VNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2823 | PA      | $2862.58       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615959                      | CUSIP: 36290SJC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3991 | PA      | $4005.60       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5494                      | CUSIP: 36178SC71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     254865 | PA      | $237283.92     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627457                      | CUSIP: 36291GB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50409 | PA      | $50543.25      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626483                      | CUSIP: 36291E6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90460 | PA      | $91770.29      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587830                      | CUSIP: 36201NA75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6157 | PA      | $6174.05       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653823                      | CUSIP: 36292NLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18015 | PA      | $18595.26      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481922                      | CUSIP: 36209ULB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2463 | PA      | $2527.64       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8490                      | CUSIP: 36179JNF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     300750 | PA      | $278483.51     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496463                      | CUSIP: 36210MQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5594 | PA      | $5673.12       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644958                      | CUSIP: 36292CQK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13801 | PA      | $13859.62      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484078                      | CUSIP: 36209WXF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6670 | PA      | $6764.15       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600422                      | CUSIP: 36200GAX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14009 | PA      | $14240.10      | 0.00%             | 2034-12-15      | 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        |      23583 | PA      | $21877.23      | 0.00%             | 2042-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-56 AZ                 | CUSIP: 38376ULV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9212712 | PA      | $7502492.64    | 0.07%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777215                      | CUSIP: 36176VGY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126858 | PA      | $117498.81     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779400                      | CUSIP: 36176XUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3433 | PA      | $3287.37       | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598487                      | CUSIP: 36200D2U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14928 | PA      | $15321.94      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722971                      | CUSIP: 3620A9FL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1341 | PA      | $1366.89       | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629078                      | CUSIP: 36291H2K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7049 | PA      | $7162.45       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608279                      | CUSIP: 36202SXG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154364 | PA      | $154901.93     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 382219                      | CUSIP: 36204WSG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8557 | PA      | $8759.34       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606746                      | CUSIP: 36201YBP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156532 | PA      | $158746.72     | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619621                      | CUSIP: 36290WLA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4337 | PA      | $4353.66       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607258                      | CUSIP: 36201YTP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44508 | PA      | $45173.61      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487346                      | CUSIP: 36210BL37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16906 | PA      | $17352.69      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632196                      | CUSIP: 36291MKH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21236 | PA      | $21897.31      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610391                      | CUSIP: 36202VC41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2745 | PA      | $2823.10       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 680632                      | CUSIP: 36295UED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        776 | PA      | $763.02        | 0.00%             | 2037-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624370                      | CUSIP: 36291CT39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10670 | PA      | $10835.21      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677097                      | CUSIP: 36295QGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45729 | PA      | $45927.75      | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648482                      | CUSIP: 36292GM77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20818 | PA      | $20536.64      | 0.00%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605843                      | CUSIP: 36201XBL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        975 | PA      | $977.24        | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759135                      | CUSIP: 36230UEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1458716 | PA      | $1377597.81    | 0.01%             | 2041-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738221                      | CUSIP: 3620ASD22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1654271 | PA      | $1624886.22    | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ2711                      | CUSIP: 36182XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98368 | PA      | $90442.83      | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749783                      | CUSIP: 3620C56U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     241222 | PA      | $230861.16     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483536                      | CUSIP: 36209WEH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3013 | PA      | $3092.36       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603512                      | CUSIP: 36200KN52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     272910 | PA      | $276535.20     | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 432899                      | CUSIP: 36207H3G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         76 | PA      | $75.88         | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9431                      | CUSIP: 36180NPQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100959 | PA      | $91048.73      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491760                      | CUSIP: 36210GJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        410 | PA      | $420.87        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739095                      | CUSIP: 3620ATC88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12638 | PA      | $12508.28      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430591                      | CUSIP: 36207FKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3874 | PA      | $3976.17       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705908                      | CUSIP: 36297AGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1592774 | PA      | $1525212.03    | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593224                      | CUSIP: 36201UAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21559 | PA      | $22092.84      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6653                      | CUSIP: 36178EMA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26022 | PA      | $24156.24      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5862                      | CUSIP: 36179FQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     744292 | PA      | $668716.60     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0700                      | CUSIP: 36179MX54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1044193 | PA      | $997662.85     | 0.01%             | 2043-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425331                      | CUSIP: 36206YPQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4109 | PA      | $4167.17       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568248                      | CUSIP: 36213YHZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5872 | PA      | $6014.34       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650474                      | CUSIP: 36292JT74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79348 | PA      | $79690.77      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757462                      | CUSIP: 36230SJF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     688953 | PA      | $640485.42     | 0.01%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619611                      | CUSIP: 36290WKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27669 | PA      | $27770.09      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7580                      | CUSIP: 36180KM57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96732 | PA      | $89210.39      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535873                      | CUSIP: 36212KJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6695 | PA      | $6871.93       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779245                      | CUSIP: 36176XP60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3937 | PA      | $3771.56       | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550639                      | CUSIP: 36213CV80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126300 | PA      | $126831.95     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751891                      | CUSIP: 36230LC49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25103 | PA      | $24060.85      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579145                      | CUSIP: 36201CL28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         51 | PA      | $52.70         | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621331                      | CUSIP: 36290YHG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16786 | PA      | $17283.24      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 271949                      | CUSIP: 36220ABS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94928 | PA      | $96238.69      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-116 ZT                | CUSIP: 38379ERU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8131726 | PA      | $6565398.18    | 0.06%             | 2044-08-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 556407                      | CUSIP: 36213KDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11445 | PA      | $11747.54      | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754986                      | CUSIP: 36230PRF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84319 | PA      | $84680.18      | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728627                      | CUSIP: 3620AFPL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73726 | PA      | $72452.74      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620626                      | CUSIP: 36290XPK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27603 | PA      | $27713.41      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468172                      | CUSIP: 36209DCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2127 | PA      | $2183.00       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743157                      | CUSIP: 3620AXTN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72876 | PA      | $70040.04      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499587                      | CUSIP: 36210Q6Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4971 | PA      | $5102.78       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593845                      | CUSIP: 36201UWE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7778 | PA      | $7886.53       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714177                      | CUSIP: 36297KM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6279 | PA      | $6404.21       | 0.00%             | 2039-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723428                      | CUSIP: 3620A9VV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21432 | PA      | $21069.09      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502724                      | CUSIP: 36210UPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9545 | PA      | $9797.86       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597549                      | CUSIP: 36200CZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16238 | PA      | $16257.88      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646822                      | CUSIP: 36292ESK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27857 | PA      | $28246.23      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 442333                      | CUSIP: 36207ULN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1950 | PA      | $2001.76       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617420                      | CUSIP: 36290T4D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3851 | PA      | $3858.42       | 0.00%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595885                      | CUSIP: 36200A6W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9646 | PA      | $9779.51       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 511460                      | CUSIP: 36211FE92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1597 | PA      | $1604.07       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749234                      | CUSIP: 3620C5LP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     438405 | PA      | $420757.56     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706719                      | CUSIP: 36297BDY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58837 | PA      | $57854.63      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634631                      | CUSIP: 36291QA87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1210 | PA      | $1247.19       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748614                      | CUSIP: 3620C4VF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71627 | PA      | $72627.61      | 0.00%             | 2039-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629769                      | CUSIP: 36291JT26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24124 | PA      | $24509.40      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507584                      | CUSIP: 36211A2R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5938 | PA      | $5681.66       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649478                      | CUSIP: 36292HQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44873 | PA      | $46309.51      | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468259                      | CUSIP: 36209DE83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        473 | PA      | $473.21        | 0.00%             | 2028-09-15      | 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        |        751 | PA      | $761.10        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6818                      | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  217978744 | PA      | $176296085.88  | 1.59%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593967                      | CUSIP: 36201UZ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46534 | PA      | $47229.81      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q24035                      | CUSIP: 3132M4EG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3918 | PA      | $3865.54       | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486947                      | CUSIP: 36210A5G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4355 | PA      | $4469.82       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666405                      | CUSIP: 36295CKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161323 | PA      | $145303.69     | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498446                      | CUSIP: 36210PWF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        546 | PA      | $553.57        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468705                      | CUSIP: 36209DU69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3711 | PA      | $3809.42       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551897                      | CUSIP: 36213EDA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5622 | PA      | $5754.48       | 0.00%             | 2031-12-15      | 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        |      10312 | PA      | $10457.39      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793555                      | CUSIP: 36177M5R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69263 | PA      | $64152.75      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566209                      | CUSIP: 36213WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46269 | PA      | $46457.63      | 0.00%             | 2034-05-15      | 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        |      85186 | PA      | $85540.57      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647992                      | CUSIP: 36292F2Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14684 | PA      | $14933.61      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641481                      | CUSIP: 36291XUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1371 | PA      | $1374.25       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571352                      | CUSIP: 36200SWM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31848 | PA      | $32592.54      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477475                      | CUSIP: 36209PMY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3997 | PA      | $4103.15       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615190                      | CUSIP: 36290RNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32036 | PA      | $32542.84      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655715                      | CUSIP: 36294PN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89501 | PA      | $89890.38      | 0.00%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560153                      | CUSIP: 36213PH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33574 | PA      | $34025.78      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578286                      | CUSIP: 36201BNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6616 | PA      | $6776.27       | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BE0937                      | CUSIP: 3140FLBF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     186263 | PA      | $178735.26     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552229                      | CUSIP: 36213EPN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        108 | PA      | $107.47        | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757044                      | CUSIP: 36230RZH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22870 | PA      | $21956.26      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461414                      | CUSIP: 36208USB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3712 | PA      | $3810.46       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471592                      | CUSIP: 36209G2Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8160 | PA      | $8275.31       | 0.00%             | 2028-10-15      | 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        |       3735 | PA      | $3787.22       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464463                      | CUSIP: 36208X5Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        678 | PA      | $687.05        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 455951                      | CUSIP: 36208NQC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5429 | PA      | $5505.63       | 0.00%             | 2028-03-15      | 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        |         99 | PA      | $101.41        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603763                      | CUSIP: 36200KWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     555259 | PA      | $556962.35     | 0.01%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591384                      | CUSIP: 36201R6V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3461 | PA      | $3510.90       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752073                      | CUSIP: 36230LJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25150 | PA      | $24699.57      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477622                      | CUSIP: 36209PSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3671 | PA      | $3723.12       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588264                      | CUSIP: 36201NQR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14655 | PA      | $14872.02      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749855                      | CUSIP: 3620C6BY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20130 | PA      | $18752.53      | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-19 Z                  | CUSIP: 31359SVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28761 | PA      | $29549.04      | 0.00%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648005                      | CUSIP: 36292F3N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16744 | PA      | $16899.99      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0793                      | CUSIP: 36180B3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64911 | PA      | $58272.08      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2734                      | CUSIP: 36178NBB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3726 | PA      | $3364.22       | 0.00%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637328                      | CUSIP: 36291TA57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42316 | PA      | $43017.71      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752130                      | CUSIP: 36230LLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     501819 | PA      | $449764.22     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581433                      | CUSIP: 36201E4S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20907 | PA      | $21389.45      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764244                      | CUSIP: 36176EZH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28704 | PA      | $28142.14      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA7681                      | CUSIP: 36178FRA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     240555 | PA      | $223118.78     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732462                      | CUSIP: 3620AKWX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12487 | PA      | $12304.52      | 0.00%             | 2040-05-15      | 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        |     152358 | PA      | $145786.96     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608288                      | CUSIP: 36202SXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5240 | PA      | $5183.72       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489246                      | CUSIP: 36210DP70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3368 | PA      | $3457.37       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607020                      | CUSIP: 36201YK96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13833 | PA      | $14152.74      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781105                      | CUSIP: 36225BGN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        109 | PA      | $110.33        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723526                      | CUSIP: 3620A9YX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52785 | PA      | $51888.31      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607269                      | CUSIP: 36201YT22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68056 | PA      | $68326.68      | 0.00%             | 2033-10-15      | 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        |       1142 | PA      | $1161.25       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613812                      | CUSIP: 36290N3V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3643 | PA      | $3689.99       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542624                      | CUSIP: 36212SYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         33 | PA      | $34.04         | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609583                      | CUSIP: 36202UFY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5185 | PA      | $5258.71       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625375                      | CUSIP: 36291DXC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2480 | PA      | $2521.80       | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1878                      | CUSIP: 36178MCP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108443 | PA      | $100639.54     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640930                      | CUSIP: 36291XA74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155436 | PA      | $158038.29     | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738971                      | CUSIP: 3620AS6G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5650 | PA      | $5595.96       | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453448                      | CUSIP: 36208KWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8664 | PA      | $8786.29       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756312                      | CUSIP: 36230RAM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38002 | PA      | $37274.66      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629557                      | CUSIP: 36291JME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44801 | PA      | $44174.30      | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 601300                      | CUSIP: 36200G7M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57157 | PA      | $57946.00      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706850                      | CUSIP: 36297BH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32014 | PA      | $31379.36      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763499                      | CUSIP: 36176D7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108792 | PA      | $104460.69     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628061                      | CUSIP: 36291GWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17462 | PA      | $17936.05      | 0.00%             | 2033-11-15      | 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        |       7388 | PA      | $7583.30       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3103                      | CUSIP: 36179RNU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1847413 | PA      | $1612007.10    | 0.01%             | 2045-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552387                      | CUSIP: 36213EUL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2731 | PA      | $2802.98       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640904                      | CUSIP: 36291XAD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16091 | PA      | $16158.98      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606493                      | CUSIP: 36201XXW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6479 | PA      | $6576.81       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769919                      | CUSIP: 36176MDY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66020 | PA      | $64730.77      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574068                      | CUSIP: 36200VW58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9355 | PA      | $9602.19       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607112                      | CUSIP: 36201YN51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4012 | PA      | $4067.14       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649450                      | CUSIP: 36292HQB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52089 | PA      | $52996.24      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1510                      | CUSIP: 36179AVB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     237779 | PA      | $212602.40     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 359184                      | CUSIP: 36203T6V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6136 | PA      | $6298.51       | 0.00%             | 2028-05-15      | 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        |      19125 | PA      | $19394.15      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2421                      | CUSIP: 36179BVN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5247 | PA      | $4728.10       | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614589                      | CUSIP: 36290QXS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88223 | PA      | $89425.49      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574562                      | CUSIP: 36200WJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     169352 | PA      | $170040.53     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753207                      | CUSIP: 36230MR41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     472951 | PA      | $426885.13     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602671                      | CUSIP: 36200JQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16624 | PA      | $16886.41      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464538                      | CUSIP: 36208YBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1961 | PA      | $1988.50       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687376                      | CUSIP: 36296CT91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45121 | PA      | $45317.55      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501829                      | CUSIP: 36210TPN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        480 | PA      | $479.58        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF5065                      | CUSIP: 36181LTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162123 | PA      | $150037.68     | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN8672                      | CUSIP: 36186ST57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72126 | PA      | $68460.53      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723547                      | CUSIP: 3620A9ZL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     667911 | PA      | $656515.88     | 0.01%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC3793                      | CUSIP: 36179DGA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119079 | PA      | $116917.89     | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781043                      | CUSIP: 36225BEQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27812 | PA      | $28203.78      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778869                      | CUSIP: 36176XCE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3538 | PA      | $3387.28       | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625106                      | CUSIP: 36291DNX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11926 | PA      | $11962.97      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425306                      | CUSIP: 36206YNX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11298 | PA      | $11596.62      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616856                      | CUSIP: 36290TH93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8194 | PA      | $8242.95       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711186                      | CUSIP: 36297GCX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     178179 | PA      | $175100.68     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593361                      | CUSIP: 36201UFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40985 | PA      | $41298.48      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0175                      | CUSIP: 36180BFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48252 | PA      | $44534.64      | 0.00%             | 2043-03-15      | 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        |      26874 | PA      | $25773.46      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470299                      | CUSIP: 36209FNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1458 | PA      | $1496.16       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q34590                      | CUSIP: 3132QRC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150571 | PA      | $134706.41     | 0.00%             | 2045-07-01      | 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        |       6059 | PA      | $5450.11       | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509967                      | CUSIP: 36211DQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22996 | PA      | $23375.64      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443272                      | CUSIP: 36207VMV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4476 | PA      | $4594.85       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508636                      | CUSIP: 36211CBD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10662 | PA      | $10812.59      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760290                      | CUSIP: 36176ANF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120025 | PA      | $114869.89     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769518                      | CUSIP: 36176LVK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6218 | PA      | $5965.23       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605267                      | CUSIP: 36200NMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     809410 | PA      | $821828.58     | 0.01%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637847                      | CUSIP: 36291TTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11597 | PA      | $11795.23      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781542                      | CUSIP: 36225BWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124614 | PA      | $127386.63     | 0.00%             | 2033-01-15      | 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        |     145794 | PA      | $150008.11     | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553313                      | CUSIP: 36213FVE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22684 | PA      | $22981.58      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587868                      | CUSIP: 36201NCD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        854 | PA      | $867.01        | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739191                      | CUSIP: 3620ATF85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     328158 | PA      | $322351.39     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2375                      | CUSIP: 36179BT87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     286914 | PA      | $257675.06     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633180                      | CUSIP: 36291NM57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30192 | PA      | $30672.22      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529423                      | CUSIP: 36212CD40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9168 | PA      | $9410.54       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669707                      | CUSIP: 36295GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2606 | PA      | $2675.93       | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497474                      | CUSIP: 36210NT74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        583 | PA      | $598.79        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603780                      | CUSIP: 36200KXH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     240024 | PA      | $240840.65     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606796                      | CUSIP: 36201YC95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15108 | PA      | $15147.79      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 366983                      | CUSIP: 36204DUG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3173 | PA      | $3040.88       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626234                      | CUSIP: 36291EV32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33049 | PA      | $33602.11      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553459                      | CUSIP: 36213FZY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106941 | PA      | $102747.53     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616413                      | CUSIP: 36290SYJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38464 | PA      | $38619.57      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486843                      | CUSIP: 36210AZG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35693 | PA      | $36196.15      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615522                      | CUSIP: 36290RYT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2680 | PA      | $2689.33       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 475332                      | CUSIP: 36209MA95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209660 | PA      | $200015.49     | 0.00%             | 2042-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615280                      | CUSIP: 36290RQ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33130 | PA      | $33237.37      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496515                      | CUSIP: 36210MSC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        931 | PA      | $944.32        | 0.00%             | 2029-02-15      | 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        |      58240 | PA      | $57322.66      | 0.00%             | 2036-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595830                      | CUSIP: 36200A4P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7154 | PA      | $7275.15       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745279                      | CUSIP: 3620C06Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91901 | PA      | $94776.34      | 0.00%             | 2039-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433745                      | CUSIP: 36207JZJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9269 | PA      | $9514.02       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757940                      | CUSIP: 36230SZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3596 | PA      | $3610.95       | 0.00%             | 2041-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626868                      | CUSIP: 36291FMR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11656 | PA      | $11804.41      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595954                      | CUSIP: 36200BBX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9999 | PA      | $10124.64      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483667                      | CUSIP: 36209WJL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3780 | PA      | $3880.17       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3064                      | CUSIP: 36178NMM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247469 | PA      | $228710.76     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q25749                      | CUSIP: 3132M6BS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19318 | PA      | $18383.40      | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733089                      | CUSIP: 3620ALNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46397 | PA      | $45554.17      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7828                      | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   89378143 | PA      | $78149397.19   | 0.71%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606838                      | CUSIP: 36201YEK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2012 | PA      | $1989.72       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592728                      | CUSIP: 36201TPM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2178 | PA      | $2198.16       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605198                      | CUSIP: 36200NKK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166860 | PA      | $167511.76     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622474                      | CUSIP: 36291AQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87974 | PA      | $89298.17      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643817                      | CUSIP: 36292BG26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90025 | PA      | $91431.68      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555195                      | CUSIP: 36213HXY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4519 | PA      | $4644.92       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749250                      | CUSIP: 3620C5L70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     477377 | PA      | $456705.82     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607705                      | CUSIP: 36202SDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73769 | PA      | $74800.16      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569009                      | CUSIP: 36200QDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4563 | PA      | $4624.09       | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594084                      | CUSIP: 36201U6V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43497 | PA      | $44104.67      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562503                      | CUSIP: 36213R3L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1926 | PA      | $1933.99       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498293                      | CUSIP: 36210PRN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        682 | PA      | $691.58        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606472                      | CUSIP: 36201XW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78465 | PA      | $79396.75      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05388                      | CUSIP: 3128M7J98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1871 | PA      | $1882.80       | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754393                      | CUSIP: 36230N3A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30730 | PA      | $29357.05      | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 657656                      | CUSIP: 36294RTM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     282363 | PA      | $277525.67     | 0.00%             | 2040-07-15      | 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        |       3295 | PA      | $3307.95       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691707                      | CUSIP: 36296HNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     620503 | PA      | $594072.20     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510081                      | CUSIP: 36211DUE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4130 | PA      | $4188.50       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651703                      | CUSIP: 36292LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18040 | PA      | $18301.40      | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611986                      | CUSIP: 36202W2T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20190 | PA      | $20498.26      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9128                      | CUSIP: 36184HD92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     216572 | PA      | $206428.10     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2288                      | CUSIP: 36180DRH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4337 | PA      | $3927.69       | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 797470                      | CUSIP: 36177SJQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180715 | PA      | $167152.43     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604484                      | CUSIP: 36200MRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40500 | PA      | $40610.92      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591959                      | CUSIP: 36201STQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37859 | PA      | $38381.71      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403419                      | CUSIP: 36205XDY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10998 | PA      | $11042.72      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554898                      | CUSIP: 36213HNP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5889 | PA      | $6044.90       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646852                      | CUSIP: 36292ETH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84365 | PA      | $85803.54      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667650                      | CUSIP: 36295DWK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25219 | PA      | $24808.97      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602629                      | CUSIP: 36200JPN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        613 | PA      | $621.48        | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434424                      | CUSIP: 36207KSM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        248 | PA      | $254.39        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606442                      | CUSIP: 36201XWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15801 | PA      | $16018.88      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597948                      | CUSIP: 36200DHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8499 | PA      | $8623.90       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487383                      | CUSIP: 36210BM85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5358 | PA      | $5433.83       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709050                      | CUSIP: 36297DWK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112775 | PA      | $110587.64     | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629939                      | CUSIP: 36291JZC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        788 | PA      | $791.31        | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779209                      | CUSIP: 36176XN21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21646 | PA      | $20038.01      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08563                      | CUSIP: 3128MJTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48505 | PA      | $46159.01      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758100                      | CUSIP: 36230S7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     286585 | PA      | $266423.98     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473076                      | CUSIP: 36209JQ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2530 | PA      | $2565.69       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636940                      | CUSIP: 36291SS50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14625 | PA      | $14870.11      | 0.00%             | 2035-02-15      | 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        |       1703 | PA      | $1675.86       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614417                      | CUSIP: 36290QSE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28775 | PA      | $29216.62      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558798                      | CUSIP: 36213MX37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131239 | PA      | $133265.05     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ9382                      | CUSIP: 36183FM71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239245 | PA      | $227697.65     | 0.00%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682459                      | CUSIP: 36295WE86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5237 | PA      | $5147.72       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480359                      | CUSIP: 36209STQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        520 | PA      | $533.67        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594996                      | CUSIP: 36201V7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        612 | PA      | $611.60        | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628095                      | CUSIP: 36291GXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26273 | PA      | $26690.58      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 849462                      | CUSIP: 31300MQP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     404218 | PA      | $413184.11     | 0.00%             | 2044-10-01      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781661                      | CUSIP: 36225BZ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1780 | PA      | $1827.44       | 0.00%             | 2032-11-15      | 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        |       8871 | PA      | $9105.84       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 412828                      | CUSIP: 36206JSR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40857 | PA      | $41370.94      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487226                      | CUSIP: 36210BHB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5634 | PA      | $5713.40       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603935                      | CUSIP: 36200K4U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60871 | PA      | $61604.77      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606534                      | CUSIP: 36201XY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25055 | PA      | $25500.58      | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570581                      | CUSIP: 36200R2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2617 | PA      | $2628.01       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506513                      | CUSIP: 36210YVE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3021 | PA      | $3063.37       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638669                      | CUSIP: 36291UQW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155684 | PA      | $158481.44     | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562278                      | CUSIP: 36213RUB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        260 | PA      | $261.73        | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QE0865                      | CUSIP: 3133B96A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1214425 | PA      | $1092458.18    | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C03565                      | CUSIP: 31292K6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6510 | PA      | $6254.47       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486934                      | CUSIP: 36210A4T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2343 | PA      | $2376.39       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD5898                      | CUSIP: 3617BMRT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1213589 | PA      | $1099910.20    | 0.01%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443291                      | CUSIP: 36207VNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        550 | PA      | $564.77        | 0.00%             | 2028-07-15      | 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        |      23240 | PA      | $23567.23      | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603487                      | CUSIP: 36200KNC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50391 | PA      | $50989.47      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631105                      | CUSIP: 36291LDJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21106 | PA      | $21437.92      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754138                      | CUSIP: 36230NS30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75764 | PA      | $74308.79      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 664551                      | CUSIP: 36295AH40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161964 | PA      | $159235.95     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495776                      | CUSIP: 36210LXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        848 | PA      | $860.36        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4288                      | CUSIP: 36179DXR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1203759 | PA      | $1065059.24    | 0.01%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592738                      | CUSIP: 36201TPX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4207 | PA      | $4268.89       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495813                      | CUSIP: 36210LYJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1712 | PA      | $1757.65       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 409188                      | CUSIP: 36206ERH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1706 | PA      | $1706.18       | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783240                      | CUSIP: 36241LS56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     227911 | PA      | $218904.72     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495883                      | CUSIP: 36210L2Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3590 | PA      | $3640.58       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q01181                      | CUSIP: 3132GEJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32045 | PA      | $31553.50      | 0.00%             | 2041-06-01      | 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        |       9110 | PA      | $8749.86       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602073                      | CUSIP: 36200H2E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11224 | PA      | $11286.35      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737186                      | CUSIP: 3620AQ6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     377597 | PA      | $363375.47     | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574002                      | CUSIP: 36200VU35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        618 | PA      | $631.47        | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611153                      | CUSIP: 36202V5N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6103 | PA      | $6133.07       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782153                      | CUSIP: 36241KMA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     576855 | PA      | $578914.49     | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633552                      | CUSIP: 36291NZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15557 | PA      | $15622.40      | 0.00%             | 2034-08-15      | 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        |      17946 | PA      | $18022.91      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723027                      | CUSIP: 3620A9HC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48723 | PA      | $47895.34      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4585                      | CUSIP: 36179TCW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9198759 | PA      | $8140119.52    | 0.07%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2962                      | CUSIP: 36179RJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1073919 | PA      | $1017642.66    | 0.01%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603232                      | CUSIP: 36200KED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1822 | PA      | $1852.18       | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471563                      | CUSIP: 36209GZ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1650 | PA      | $1693.81       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604547                      | CUSIP: 36200MTC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14988 | PA      | $14643.41      | 0.00%             | 2033-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643572                      | CUSIP: 36292A6H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5406 | PA      | $5428.75       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429778                      | CUSIP: 36207EM35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18840 | PA      | $19109.42      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566187                      | CUSIP: 36213V6Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15672 | PA      | $15887.99      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758922                      | CUSIP: 36230T4F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1847876 | PA      | $1655523.38    | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2824                      | CUSIP: 36179RD55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18788 | PA      | $16336.42      | 0.00%             | 2045-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485957                      | CUSIP: 36209YZW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         29 | PA      | $30.19         | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2828                      | CUSIP: 36179RD97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     366031 | PA      | $356922.30     | 0.00%             | 2045-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585208                      | CUSIP: 36201KDM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1132 | PA      | $1135.53       | 0.00%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615874                      | CUSIP: 36290SFP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110434 | PA      | $112084.95     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713734                      | CUSIP: 36297J4T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10627 | PA      | $10250.99      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592037                      | CUSIP: 36201SV63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8182 | PA      | $8301.01       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619718                      | CUSIP: 36290WPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15313 | PA      | $15720.55      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506451                      | CUSIP: 36210YTG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8043 | PA      | $8156.27       | 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        |       3855 | PA      | $3909.15       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492110                      | CUSIP: 36210GVB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1336 | PA      | $1371.23       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505793                      | CUSIP: 36210X3A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9796 | PA      | $10054.87      | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667568                      | CUSIP: 36295DTZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3807 | PA      | $3810.20       | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5302                      | CUSIP: 36179E3K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2925 | PA      | $2629.11       | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1976                      | CUSIP: 36178MFR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136018 | PA      | $125707.74     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487807                      | CUSIP: 36210B3Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     348089 | PA      | $342432.02     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553060                      | CUSIP: 36213FMH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116409 | PA      | $118016.15     | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577496                      | CUSIP: 36201ARR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2577 | PA      | $2645.38       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8388                      | CUSIP: 36179JJ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133995 | PA      | $121360.48     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737556                      | CUSIP: 3620ARMD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22882 | PA      | $22480.58      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470116                      | CUSIP: 36209FGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9917 | PA      | $10056.64      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616366                      | CUSIP: 36290SW31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45348 | PA      | $46030.30      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567970                      | CUSIP: 36213X6F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13358 | PA      | $13699.93      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782226                      | CUSIP: 36241KPK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166948 | PA      | $167558.40     | 0.00%             | 2035-04-15      | 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        |       2519 | PA      | $2475.74       | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3873                      | CUSIP: 36179SJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116955 | PA      | $103678.01     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583025                      | CUSIP: 36201GVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1162 | PA      | $1148.98       | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468073                      | CUSIP: 36209C6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         44 | PA      | $44.67         | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779715                      | CUSIP: 36176YAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17881 | PA      | $17116.18      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620186                      | CUSIP: 36290W6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65195 | PA      | $66175.91      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645651                      | CUSIP: 36292DH47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47590 | PA      | $48405.71      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475111                      | CUSIP: 36209LYG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2064 | PA      | $2118.53       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572049                      | CUSIP: 36200TQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50729 | PA      | $50932.73      | 0.00%             | 2033-06-15      | 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        |      51402 | PA      | $51546.86      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577683                      | CUSIP: 36201AXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17450 | PA      | $17712.86      | 0.00%             | 2032-09-15      | 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        |      57242 | PA      | $57422.63      | 0.00%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552695                      | CUSIP: 36213E7G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11969 | PA      | $12258.51      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582471                      | CUSIP: 36201GCG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9575 | PA      | $9568.58       | 0.00%             | 2033-07-15      | 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        |      47357 | PA      | $47498.12      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773302                      | CUSIP: 36176Q3K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8809 | PA      | $8428.79       | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 442874                      | CUSIP: 36207U6K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8473 | PA      | $8697.13       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616957                      | CUSIP: 36290TME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72398 | PA      | $74627.65      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783607                      | CUSIP: 3622A2AG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     774295 | PA      | $717069.35     | 0.01%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592704                      | CUSIP: 36201TNV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        411 | PA      | $416.58        | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598586                      | CUSIP: 36200D6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43000 | PA      | $43471.69      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474705                      | CUSIP: 36209LKS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21883 | PA      | $22191.50      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638047                      | CUSIP: 36291TZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6926 | PA      | $7046.35       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 359175                      | CUSIP: 36203T6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1741 | PA      | $1787.50       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630723                      | CUSIP: 36291KVQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19000 | PA      | $19317.71      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781276                      | CUSIP: 36225BMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13682 | PA      | $14043.97      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4560                        | CUSIP: 36202FB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2682345 | PA      | $2752510.66    | 0.02%             | 2039-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782073                      | CUSIP: 36241KJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191281 | PA      | $192912.28     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422538                      | CUSIP: 36206VLT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        189 | PA      | $189.36        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469688                      | CUSIP: 36209EXR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2659 | PA      | $2696.50       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473045                      | CUSIP: 36209JP62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2727 | PA      | $2799.60       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5992                      | CUSIP: 36182AUR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131559 | PA      | $128831.66     | 0.00%             | 2043-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596613                      | CUSIP: 36200BYJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39056 | PA      | $39857.06      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A75836                      | CUSIP: 3128L9PV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3381 | PA      | $3402.09       | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753579                      | CUSIP: 36230M6Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75271 | PA      | $72472.03      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616787                      | CUSIP: 36290TF46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        605 | PA      | $607.55        | 0.00%             | 2034-12-15      | 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        |      36689 | PA      | $36840.72      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608744                      | CUSIP: 36202THV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        971 | PA      | $985.62        | 0.00%             | 2033-04-15      | 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        |      40603 | PA      | $39934.05      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602919                      | CUSIP: 36200JYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23247 | PA      | $23653.76      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603667                      | CUSIP: 36200KTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18644 | PA      | $18940.92      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470109                      | CUSIP: 36209FGS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1166 | PA      | $1182.83       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0705                      | CUSIP: 36181FYA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65891 | PA      | $58798.61      | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481183                      | CUSIP: 36209TRC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4172 | PA      | $4231.03       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780912                      | CUSIP: 36225BAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35166 | PA      | $36096.41      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422282                      | CUSIP: 36206VCT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        232 | PA      | $232.21        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471297                      | CUSIP: 36209GRS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3960 | PA      | $4069.13       | 0.00%             | 2031-12-15      | 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        |      10462 | PA      | $10609.02      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581597                      | CUSIP: 36201FDA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64932 | PA      | $65737.92      | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464488                      | CUSIP: 36208X6Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4252 | PA      | $4311.88       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630102                      | CUSIP: 36291KAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38054 | PA      | $38212.89      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV7628                      | CUSIP: 3140MMPN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     462927 | PA      | $415132.33     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606798                      | CUSIP: 36201YDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        536 | PA      | $529.99        | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462074                      | CUSIP: 36208VJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14779 | PA      | $15170.01      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606541                      | CUSIP: 36201XZE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        640 | PA      | $651.81        | 0.00%             | 2036-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553303                      | CUSIP: 36213FU43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14507 | PA      | $14877.59      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5081                        | CUSIP: 36202FUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37688 | PA      | $36094.33      | 0.00%             | 2041-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 447977                      | CUSIP: 36208DUA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2621 | PA      | $2690.18       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568522                      | CUSIP: 36213YSK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12750 | PA      | $13087.65      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620498                      | CUSIP: 36290XKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75880 | PA      | $76913.90      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429676                      | CUSIP: 36207EJV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9628 | PA      | $9666.90       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541609                      | CUSIP: 36212RVA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4861 | PA      | $4936.07       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7135                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16493487 | PA      | $13329236.46   | 0.12%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628857                      | CUSIP: 36291HTN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2511 | PA      | $2519.63       | 0.00%             | 2034-03-15      | 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        |       5155 | PA      | $5251.02       | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732832                      | CUSIP: 3620ALED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2237 | PA      | $2246.35       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619298                      | CUSIP: 36290V7K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10321 | PA      | $10461.29      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604654                      | CUSIP: 36200MWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21520 | PA      | $22199.95      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577737                      | CUSIP: 36201AZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6613 | PA      | $6692.96       | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475551                      | CUSIP: 36209MH49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1997 | PA      | $2050.20       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9767                      | CUSIP: 36181DZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     354823 | PA      | $327318.08     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605590                      | CUSIP: 36200NXT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62332 | PA      | $62585.07      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738901                      | CUSIP: 3620AS3J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     762386 | PA      | $730734.10     | 0.01%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487370                      | CUSIP: 36210BMT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4096 | PA      | $4204.62       | 0.00%             | 2029-01-15      | 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        |       8392 | PA      | $8613.63       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599662                      | CUSIP: 36200FFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2344 | PA      | $2375.42       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473140                      | CUSIP: 36209JS51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16011 | PA      | $16236.49      | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619174                      | CUSIP: 36290V2F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63758 | PA      | $65753.00      | 0.00%             | 2034-12-15      | 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        |      80512 | PA      | $82505.41      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720199                      | CUSIP: 3620A6DC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15126 | PA      | $15191.05      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BK9015                      | CUSIP: 3140HPAR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     123222 | PA      | $118575.25     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612857                      | CUSIP: 36202XZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1074 | PA      | $1089.79       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588377                      | CUSIP: 36201NUA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35638 | PA      | $36178.35      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6892                      | CUSIP: 36198TUR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69802 | PA      | $61822.11      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608406                      | CUSIP: 36202S3P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        243 | PA      | $245.12        | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613902                      | CUSIP: 36290QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24866 | PA      | $25240.00      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778385                      | CUSIP: 36176WRE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138090 | PA      | $128835.75     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669712                      | CUSIP: 36295GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49647 | PA      | $50572.65      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782623                      | CUSIP: 36241K4G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126645 | PA      | $121976.88     | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AU3795                      | CUSIP: 3138X3GD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     342968 | PA      | $353265.61     | 0.00%             | 2043-08-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603265                      | CUSIP: 36200KFE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70069 | PA      | $70352.68      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452764                      | CUSIP: 36208J5Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7902 | PA      | $8111.25       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604834                      | CUSIP: 36200M4T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5757 | PA      | $5923.48       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616364                      | CUSIP: 36290SWZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5793 | PA      | $5877.81       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491073                      | CUSIP: 36210FQ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4316 | PA      | $4376.43       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643440                      | CUSIP: 36292AZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57127 | PA      | $58065.40      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737908                      | CUSIP: 3620ARYD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67922 | PA      | $65218.05      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794360                      | CUSIP: 36177NZ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121048 | PA      | $116133.50     | 0.00%             | 2042-01-15      | 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        |       6482 | PA      | $6653.86       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3342                      | CUSIP: 36178AWB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35805 | PA      | $32262.68      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499214                      | CUSIP: 36210QSB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1237 | PA      | $1270.09       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3772                        | CUSIP: 36202EFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     708480 | PA      | $712618.00     | 0.01%             | 2035-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ0431                      | CUSIP: 3140NUPR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3669475 | PA      | $3769010.98    | 0.03%             | 2029-02-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781906                      | CUSIP: 36241KDK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5858 | PA      | $5881.90       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457872                      | CUSIP: 36208QT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18125 | PA      | $18380.82      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622282                      | CUSIP: 36291AJ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3273 | PA      | $3286.57       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2392 Z                     | CUSIP: 31339LHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     189792 | PA      | $195858.67     | 0.00%             | 2031-12-15      | 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        |       2245 | PA      | $2304.73       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5244                      | CUSIP: 36184BZH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11060 | PA      | $9904.63       | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616312                      | CUSIP: 36290SVD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39746 | PA      | $40366.83      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465549                      | CUSIP: 36209AEW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1500 | PA      | $1540.16       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471364                      | CUSIP: 36209GTV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15020 | PA      | $15232.71      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474779                      | CUSIP: 36209LM45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        574 | PA      | $588.90        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645392                      | CUSIP: 36292C7D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10631 | PA      | $10687.25      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605225                      | CUSIP: 36200NLE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50694 | PA      | $51476.43      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 413979                      | CUSIP: 36206K2L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3875 | PA      | $3977.51       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628911                      | CUSIP: 36291HVC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204358 | PA      | $207453.71     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96366                      | CUSIP: 312945CB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4440 | PA      | $4368.18       | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722685                      | CUSIP: 3620A82S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49668 | PA      | $50607.33      | 0.00%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550763                      | CUSIP: 36213CZ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        515 | PA      | $516.84        | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605564                      | CUSIP: 36200NWZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22729 | PA      | $23429.22      | 0.00%             | 2034-12-15      | 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        |       1242 | PA      | $1272.32       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759877                      | CUSIP: 36230U6N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33749 | PA      | $31276.23      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5138                      | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4182044 | PA      | $4057060.56    | 0.04%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757555                      | CUSIP: 36230SMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4137 | PA      | $3976.89       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574054                      | CUSIP: 36200VWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        399 | PA      | $409.82        | 0.00%             | 2031-11-15      | 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        |        359 | PA      | $368.75        | 0.00%             | 2030-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766495                      | CUSIP: 36176HKG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11523 | PA      | $11021.74      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 784987                      | CUSIP: 3622AANC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17823027 | PA      | $16479839.43   | 0.15%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08054                      | CUSIP: 3128MJBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5327 | PA      | $5176.78       | 0.00%             | 2035-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613908                      | CUSIP: 36290QAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85243 | PA      | $86316.25      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0211                      | CUSIP: 36198KGU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     223333 | PA      | $206129.59     | 0.00%             | 2044-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620540                      | CUSIP: 36290XLV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37163 | PA      | $37289.71      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781568                      | CUSIP: 36225BW53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     206196 | PA      | $211649.04     | 0.00%             | 2032-10-15      | 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        |       3688 | PA      | $3785.48       | 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        |      28357 | PA      | $28756.92      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613817                      | CUSIP: 36290N4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31907 | PA      | $32374.90      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494474                      | CUSIP: 36210KJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4533 | PA      | $4596.84       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD6424                      | CUSIP: 36180JD50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97342 | PA      | $89749.98      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-84 B                  | CUSIP: 38381XDL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8361306 | PA      | $7503269.75    | 0.07%             | 2048-10-20      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476293                      | CUSIP: 36209NC67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2942 | PA      | $3019.36       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670008                      | CUSIP: 36295GKV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     520310 | PA      | $462876.06     | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701503                      | CUSIP: 36296UKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2455 | PA      | $2465.33       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467295                      | CUSIP: 36209CC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29084 | PA      | $29493.39      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7589                      | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  419527292 | PA      | $352745008.14  | 3.18%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-9 PA                  | CUSIP: 38378FDU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6752116 | PA      | $6103700.29    | 0.06%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780892                      | CUSIP: 36225A7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10807 | PA      | $11093.29      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598098                      | CUSIP: 36200DNP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20551 | PA      | $20855.41      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710904                      | CUSIP: 36297FX98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9195 | PA      | $8847.32       | 0.00%             | 2039-10-15      | 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        |    1730106 | PA      | $1660184.90    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467316                      | CUSIP: 36209CDV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3255 | PA      | $3340.97       | 0.00%             | 2028-11-15      | 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        |      16042 | PA      | $16466.07      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704875                      | CUSIP: 36296YCL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4242 | PA      | $4175.43       | 0.00%             | 2040-02-15      | 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        |      23180 | PA      | $22730.76      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600400                      | CUSIP: 36200F7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5935 | PA      | $6032.44       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506453                      | CUSIP: 36210YTJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1392 | PA      | $1428.31       | 0.00%             | 2029-04-15      | 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        |        921 | PA      | $945.43        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600002                      | CUSIP: 36200FRX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8262 | PA      | $8363.55       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757090                      | CUSIP: 36230R2X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22410 | PA      | $21982.83      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640946                      | CUSIP: 36291XBP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3394 | PA      | $3408.84       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644799                      | CUSIP: 36292CKL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9907 | PA      | $10079.21      | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781119                      | CUSIP: 36225BG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4142 | PA      | $4200.27       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749225                      | CUSIP: 3620C5LE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     264628 | PA      | $258430.82     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 398171                      | CUSIP: 36205RJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1518 | PA      | $1558.60       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745256                      | CUSIP: 3620C05R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60046 | PA      | $59008.83      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580799                      | CUSIP: 36201EGG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     254009 | PA      | $258241.60     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7528                      | CUSIP: 36180KLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117144 | PA      | $108235.48     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644501                      | CUSIP: 36292CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65552 | PA      | $67527.65      | 0.00%             | 2035-06-15      | 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        |       8245 | PA      | $8272.16       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602129                      | CUSIP: 36200H4N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12770 | PA      | $13113.64      | 0.00%             | 2033-03-15      | 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        |      34303 | PA      | $35209.88      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781216                      | CUSIP: 36225BK56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25115 | PA      | $25778.74      | 0.00%             | 2030-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583006                      | CUSIP: 36201GU78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45054 | PA      | $45744.89      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462172                      | CUSIP: 36208VMV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9053 | PA      | $9292.04       | 0.00%             | 2029-04-15      | 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        |       6859 | PA      | $7040.83       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622266                      | CUSIP: 36291AJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48792 | PA      | $49388.34      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0096                      | CUSIP: 3617A0C95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181563 | PA      | $160977.20     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592042                      | CUSIP: 36201SWB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1456 | PA      | $1459.71       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08665                      | CUSIP: 3128MJW30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     192004 | PA      | $186839.61     | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737704                      | CUSIP: 3620ARRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23343 | PA      | $22365.52      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574097                      | CUSIP: 36200VX24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2278 | PA      | $2338.57       | 0.00%             | 2032-01-15      | 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        |      19468 | PA      | $19541.03      | 0.00%             | 2035-03-15      | 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        |      37073 | PA      | $37854.74      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1907                      | CUSIP: 36180UDL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     243212 | PA      | $217460.60     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610832                      | CUSIP: 36202VSV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40459 | PA      | $40888.31      | 0.00%             | 2035-03-15      | 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        |        326 | PA      | $322.11        | 0.00%             | 2038-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 668878                      | CUSIP: 36295FCP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37970 | PA      | $38135.02      | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769479                      | CUSIP: 36176LUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151895 | PA      | $145961.70     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0393                      | CUSIP: 36179MNJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209485 | PA      | $200093.09     | 0.00%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636899                      | CUSIP: 36291SRU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16152 | PA      | $16219.61      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611545                      | CUSIP: 36202WL23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21114 | PA      | $21431.58      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567321                      | CUSIP: 36213XG65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        946 | PA      | $967.74        | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610928                      | CUSIP: 36202VVV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131583 | PA      | $133307.61     | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A95085                      | CUSIP: 312943UJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9180 | PA      | $8830.52       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 514313                      | CUSIP: 36211JK22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         43 | PA      | $43.77         | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621368                      | CUSIP: 36290YJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19592 | PA      | $19671.70      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC5908                      | CUSIP: 3617B9R57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     831736 | PA      | $755125.81     | 0.01%             | 2047-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558841                      | CUSIP: 36213MZE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         29 | PA      | $30.07         | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5260                        | CUSIP: 36202FZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     749647 | PA      | $736786.08     | 0.01%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642226                      | CUSIP: 36291YPK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25649 | PA      | $26086.92      | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7591                      | CUSIP: 36179WNG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95151 | PA      | $85813.77      | 0.00%             | 2051-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434249                      | CUSIP: 36207KL65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2986 | PA      | $3064.96       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 531049                      | CUSIP: 36212D5J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22951 | PA      | $23244.00      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796274                      | CUSIP: 36177Q6L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92526 | PA      | $85534.98      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615371                      | CUSIP: 36290RT45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        222 | PA      | $219.98        | 0.00%             | 2033-07-15      | 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        |     149685 | PA      | $146955.31     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627273                      | CUSIP: 36291F2E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104593 | PA      | $106090.13     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4872                      | CUSIP: 36178CMV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     256417 | PA      | $238033.89     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616587                      | CUSIP: 36290S6Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23147 | PA      | $23519.27      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593295                      | CUSIP: 36201UC85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20224 | PA      | $20513.99      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646394                      | CUSIP: 36292EC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5199 | PA      | $5221.72       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582368                      | CUSIP: 36201F6D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11296 | PA      | $11543.61      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599401                      | CUSIP: 36200E3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11372 | PA      | $11540.32      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0530                      | CUSIP: 36177WST8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     188967 | PA      | $175520.99     | 0.00%             | 2042-06-15      | 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        |     147014 | PA      | $136017.02     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648396                      | CUSIP: 36292GKH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26523 | PA      | $26636.24      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748063                      | CUSIP: 3620C4B82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5058 | PA      | $4960.46       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AK5169                      | CUSIP: 3138E9W71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54156 | PA      | $53430.07      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727853                      | CUSIP: 3620AETJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16923 | PA      | $16252.21      | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636080                      | CUSIP: 36291RUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24454 | PA      | $24641.58      | 0.00%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490922                      | CUSIP: 36210FLB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12840 | PA      | $13020.42      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 427507                      | CUSIP: 36207B3Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         14 | PA      | $13.90         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629152                      | CUSIP: 36291H5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23837 | PA      | $24226.10      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737672                      | CUSIP: 3620ARQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3832247 | PA      | $3681391.69    | 0.03%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546575                      | CUSIP: 36212XFQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3929 | PA      | $4044.30       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698342                      | CUSIP: 36296QZF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36602 | PA      | $36760.94      | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473156                      | CUSIP: 36209JTM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1580 | PA      | $1622.10       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710716                      | CUSIP: 36297FSD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60742 | PA      | $61005.52      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717072                      | CUSIP: 3620A2T55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22565 | PA      | $22662.75      | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650950                      | CUSIP: 36292KEX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34349 | PA      | $34762.94      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-189 CZ                | CUSIP: 38380UHS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15560807 | PA      | $13424917.93   | 0.12%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493855                      | CUSIP: 36210JTL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1079 | PA      | $1107.68       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734768                      | CUSIP: 3620ANJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47155 | PA      | $43712.26      | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612895                      | CUSIP: 36202X3C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1671 | PA      | $1713.50       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781904                      | CUSIP: 36241KDH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        621 | PA      | $623.31        | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2461                      | CUSIP: 36180DWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     254541 | PA      | $235120.19     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491012                      | CUSIP: 36210FN51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25778 | PA      | $26141.54      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605020                      | CUSIP: 36200NDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77411 | PA      | $77724.45      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484167                      | CUSIP: 36209WZ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5236 | PA      | $5374.20       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605461                      | CUSIP: 36200NTS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     365310 | PA      | $366783.72     | 0.00%             | 2034-06-15      | 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        |     117823 | PA      | $118282.96     | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774689                      | CUSIP: 36176SNE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17309 | PA      | $16565.62      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605193                      | CUSIP: 36200NKE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26244 | PA      | $26641.97      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626481                      | CUSIP: 36291E6S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16538 | PA      | $16799.93      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723654                      | CUSIP: 3620A95P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110953 | PA      | $111436.32     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468164                      | CUSIP: 36209DB94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5537 | PA      | $5683.49       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625973                      | CUSIP: 36291EMW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38140 | PA      | $38296.31      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669045                      | CUSIP: 36295FHW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4431 | PA      | $4504.74       | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487499                      | CUSIP: 36210BRU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20165 | PA      | $20698.17      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-22 PE                 | CUSIP: 38383MNW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5515813 | PA      | $4897395.38    | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553201                      | CUSIP: 36213FRW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1104 | PA      | $1120.79       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6598                      | CUSIP: 36179VKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   46735720 | PA      | $39412952.19   | 0.36%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737915                      | CUSIP: 3620ARYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31045 | PA      | $29795.76      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2456                      | CUSIP: 36178MWR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69309 | PA      | $61970.92      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643687                      | CUSIP: 36292BCY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36655 | PA      | $37288.71      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592082                      | CUSIP: 36201SXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6559 | PA      | $6659.74       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509372                      | CUSIP: 36211C2D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5827 | PA      | $5981.05       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464410                      | CUSIP: 36208X3T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5294 | PA      | $5368.10       | 0.00%             | 2028-12-15      | 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        |       7959 | PA      | $7991.95       | 0.00%             | 2035-11-15      | 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        |      25063 | PA      | $25103.41      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638344                      | CUSIP: 36291UER2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2454 | PA      | $2464.59       | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541568                      | CUSIP: 36212RTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7452 | PA      | $7534.10       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433880                      | CUSIP: 36207J6R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1803 | PA      | $1850.37       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756631                      | CUSIP: 36230RLL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15395 | PA      | $14775.64      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712940                      | CUSIP: 36297JBH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28440 | PA      | $27285.72      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456970                      | CUSIP: 36208PT32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        648 | PA      | $664.70        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754631                      | CUSIP: 36230PEC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62753 | PA      | $58673.94      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622085                      | CUSIP: 36291ACW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1117 | PA      | $1118.07       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619150                      | CUSIP: 36290VZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16784 | PA      | $16853.90      | 0.00%             | 2034-11-15      | 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        |      27319 | PA      | $27431.07      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506399                      | CUSIP: 36210YRU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1280 | PA      | $1297.72       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769632                      | CUSIP: 36176LY58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     256376 | PA      | $238620.43     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682454                      | CUSIP: 36295WE37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171683 | PA      | $168668.75     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475692                      | CUSIP: 36209MNH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3183 | PA      | $3227.35       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737222                      | CUSIP: 3620ARAX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17462 | PA      | $17176.08      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503355                      | CUSIP: 36210VE49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2500 | PA      | $2535.15       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5974                      | CUSIP: 36182AT76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     447206 | PA      | $412006.56     | 0.00%             | 2043-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644816                      | CUSIP: 36292CK52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5251 | PA      | $5393.93       | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552692                      | CUSIP: 36213E7D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91662 | PA      | $89855.16      | 0.00%             | 2041-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799164                      | CUSIP: 36177UFE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37046 | PA      | $34284.48      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620069                      | CUSIP: 36290W2A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4000 | PA      | $4121.51       | 0.00%             | 2034-07-15      | 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        |       3888 | PA      | $3942.88       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691702                      | CUSIP: 36296HNT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     338002 | PA      | $324395.45     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764470                      | CUSIP: 36176FCF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79222 | PA      | $77899.36      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610376                      | CUSIP: 36202VCM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4593 | PA      | $4636.65       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603650                      | CUSIP: 36200KTF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10564 | PA      | $10839.26      | 0.00%             | 2033-04-15      | 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        |       3551 | PA      | $3600.81       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737654                      | CUSIP: 3620ARQF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     268688 | PA      | $263597.55     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607006                      | CUSIP: 36201YKT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        928 | PA      | $929.59        | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494570                      | CUSIP: 36210KMT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        103 | PA      | $104.53        | 0.00%             | 2028-12-15      | 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        |       4852 | PA      | $4872.25       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2971                      | CUSIP: 36178AJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194677 | PA      | $185977.90     | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G04691                      | CUSIP: 3128M6RL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     167506 | PA      | $168540.25     | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8636                      | CUSIP: 36178GSZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     498220 | PA      | $448371.59     | 0.00%             | 2043-02-15      | 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        |     232222 | PA      | $220486.94     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520482                      | CUSIP: 36211RFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141423 | PA      | $143768.42     | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449253                      | CUSIP: 36208FBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8425 | PA      | $8544.10       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764288                      | CUSIP: 36176E2V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158016 | PA      | $155286.47     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633733                      | CUSIP: 36291PBA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57017 | PA      | $57957.63      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604445                      | CUSIP: 36200MP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21099 | PA      | $21176.23      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593389                      | CUSIP: 36201UF66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11616 | PA      | $11788.05      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454463                      | CUSIP: 36208LZ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4044 | PA      | $4150.77       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756933                      | CUSIP: 36230RV29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1175423 | PA      | $1127701.55    | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465825                      | CUSIP: 36209APJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1957 | PA      | $2009.02       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618510                      | CUSIP: 36290VDP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5268 | PA      | $5273.69       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2013-52 JE                 | CUSIP: 3136AEJ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2101980 | PA      | $1962339.65    | 0.02%             | 2042-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1137                      | CUSIP: 36181GHN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2434 | PA      | $2197.50       | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4509                      | CUSIP: 36179TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5253068 | PA      | $4648518.66    | 0.04%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592390                      | CUSIP: 36201TC39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24954 | PA      | $25245.48      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609716                      | CUSIP: 36202UK51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20098 | PA      | $20418.03      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598560                      | CUSIP: 36200D5V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10129 | PA      | $10269.29      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2021                      | CUSIP: 36179BG65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106290 | PA      | $98207.01      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619149                      | CUSIP: 36290VZN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13012 | PA      | $13220.70      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748521                      | CUSIP: 3620C4SJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6949 | PA      | $6824.25       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610361                      | CUSIP: 36202VB67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86166 | PA      | $86437.73      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794556                      | CUSIP: 36177PB20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     226586 | PA      | $211272.30     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565708                      | CUSIP: 36213VNZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16731 | PA      | $17088.46      | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US 2YR NOTE (CBT) Sep25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       1322 | NC      | $-461669.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473483                      | CUSIP: 36209J6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5683 | PA      | $5833.27       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0699                      | CUSIP: 36179MX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     618837 | PA      | $572113.83     | 0.01%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474700                      | CUSIP: 36209LKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1239 | PA      | $1256.76       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5280                        | CUSIP: 36202F2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14650968 | PA      | $14015401.72   | 0.13%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595550                      | CUSIP: 36200ATF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16933 | PA      | $17178.04      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605633                      | CUSIP: 36200NY62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1631 | PA      | $1656.71       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551943                      | CUSIP: 36213EEQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4606 | PA      | $4727.91       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608612                      | CUSIP: 36202TDR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116571 | PA      | $118455.33     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451678                      | CUSIP: 36208HXF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9670 | PA      | $9806.41       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449889                      | CUSIP: 36208FXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        841 | PA      | $862.84        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637922                      | CUSIP: 36291TVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15126 | PA      | $15378.11      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF5074                      | CUSIP: 36181LT73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104609 | PA      | $94025.88      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602231                      | CUSIP: 36200JA83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61549 | PA      | $62408.98      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592745                      | CUSIP: 36201TP68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26130 | PA      | $26503.78      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783199                      | CUSIP: 36241LRU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8052 | PA      | $7731.40       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487642                      | CUSIP: 36210BWB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        577 | PA      | $585.59        | 0.00%             | 2029-02-15      | 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        |       8737 | PA      | $8969.95       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615622                      | CUSIP: 36290R4F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54051 | PA      | $54243.69      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732061                      | CUSIP: 3620AKJE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124153 | PA      | $119418.11     | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BC8677                      | CUSIP: 3140F4UB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     432652 | PA      | $407826.93     | 0.00%             | 2046-05-01      | 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        |      46588 | PA      | $45770.43      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769627                      | CUSIP: 36176LYY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     431692 | PA      | $400401.68     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669968                      | CUSIP: 36295GJM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     937446 | PA      | $834284.47     | 0.01%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736622                      | CUSIP: 3620AQLB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88250 | PA      | $88633.97      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783436                      | CUSIP: 36241LY91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32342 | PA      | $30093.43      | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458382                      | CUSIP: 36208RFX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        180 | PA      | $182.88        | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743004                      | CUSIP: 3620AXNV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     372994 | PA      | $357644.79     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 439496                      | CUSIP: 36207RGD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3331 | PA      | $3419.50       | 0.00%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623756                      | CUSIP: 36291B5R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17010 | PA      | $17272.41      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471380                      | CUSIP: 36209GUD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11799 | PA      | $11977.30      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599521                      | CUSIP: 36200FAW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40567 | PA      | $41320.32      | 0.00%             | 2037-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430634                      | CUSIP: 36207FLP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        460 | PA      | $472.49        | 0.00%             | 2028-03-15      | 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        |        458 | PA      | $469.77        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604801                      | CUSIP: 36200M3J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74317 | PA      | $74614.80      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619676                      | CUSIP: 36290WMZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45094 | PA      | $45747.39      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609111                      | CUSIP: 36202TVC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1122926 | PA      | $1008904.30    | 0.01%             | 2044-02-15      | 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        |      35423 | PA      | $31879.05      | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623098                      | CUSIP: 36291BGF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18829 | PA      | $19131.79      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675182                      | CUSIP: 36295NCT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9558 | PA      | $9599.94       | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-18 PT                 | CUSIP: 38381BZ64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8384083 | PA      | $7631716.22    | 0.07%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690887                      | CUSIP: 36296GRG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27416 | PA      | $27902.89      | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752943                      | CUSIP: 36230MHU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26477 | PA      | $26137.30      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4697                        | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19769914 | PA      | $19899201.55   | 0.18%             | 2040-05-20      | 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        |       8073 | PA      | $8320.14       | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9985                      | CUSIP: 36181ECW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91966 | PA      | $82729.89      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434295                      | CUSIP: 36207KNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        195 | PA      | $200.31        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614552                      | CUSIP: 36290QWM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7128 | PA      | $7235.25       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720165                      | CUSIP: 3620A6CA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4415 | PA      | $4247.87       | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729542                      | CUSIP: 3620AGP33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9588 | PA      | $9417.37       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626466                      | CUSIP: 36291E6B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91009 | PA      | $93571.89      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783711                      | CUSIP: 3622A2DQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     430334 | PA      | $422544.63     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550602                      | CUSIP: 36213CU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3087 | PA      | $3046.56       | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7577                      | CUSIP: 36178UM26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105993 | PA      | $98479.37      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620614                      | CUSIP: 36290XN71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        798 | PA      | $789.23        | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735221                      | CUSIP: 3620ANYS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35420 | PA      | $33948.99      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BC9764                      | CUSIP: 3140F5Z63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     345041 | PA      | $324919.83     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610389                      | CUSIP: 36202VC25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11451 | PA      | $11496.61      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675126                      | CUSIP: 36295NA31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4043 | PA      | $4117.67       | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739983                      | CUSIP: 3620AUCU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53320 | PA      | $48229.54      | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675304                      | CUSIP: 36295NGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38277 | PA      | $38444.72      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597581                      | CUSIP: 36200C2N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20639 | PA      | $20978.22      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778971                      | CUSIP: 36176XFL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62533 | PA      | $61275.41      | 0.00%             | 2042-03-15      | 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        |       5720 | PA      | $5744.66       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4963                      | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6257490 | PA      | $5875220.63    | 0.05%             | 2048-01-20      | 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        |       1383 | PA      | $1389.48       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473120                      | CUSIP: 36209JSH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1276 | PA      | $1309.57       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616917                      | CUSIP: 36290TK65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32635 | PA      | $32774.36      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541573                      | CUSIP: 36212RT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88459 | PA      | $89413.83      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783065                      | CUSIP: 36241LMN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45292 | PA      | $45489.43      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445124                      | CUSIP: 36207XPH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        239 | PA      | $239.09        | 0.00%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451706                      | CUSIP: 36208HYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16005 | PA      | $16428.05      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741372                      | CUSIP: 3620AVT51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     333315 | PA      | $327486.78     | 0.00%             | 2040-08-15      | 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        |     147858 | PA      | $145201.70     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637420                      | CUSIP: 36291TDZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68542 | PA      | $69661.87      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561645                      | CUSIP: 36213Q5E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4669 | PA      | $4799.55       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548268                      | CUSIP: 36213ACD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4771 | PA      | $4832.35       | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2579                      | CUSIP: 36183X2L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113840 | PA      | $102154.87     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7649                      | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  205569556 | PA      | $172846048.74  | 1.56%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633794                      | CUSIP: 36291PC79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55743 | PA      | $56667.61      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO9434                      | CUSIP: 3617AAPT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149844 | PA      | $132578.59     | 0.00%             | 2045-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635986                      | CUSIP: 36291RRF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3327 | PA      | $3341.04       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6819                      | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   36666164 | PA      | $30867670.21   | 0.28%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562531                      | CUSIP: 36213R4Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65503 | PA      | $66538.16      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 699870                      | CUSIP: 36296SQX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     341677 | PA      | $335798.88     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458485                      | CUSIP: 36208RJ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18656 | PA      | $19149.82      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC3750                      | CUSIP: 36179DEX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39873 | PA      | $35928.43      | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 523148                      | CUSIP: 36211UEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2654 | PA      | $2657.00       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZA2598                      | CUSIP: 31329K3F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2043 | PA      | $2030.95       | 0.00%             | 2025-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5264                      | CUSIP: 36179TZ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25541491 | PA      | $23949237.15   | 0.22%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457154                      | CUSIP: 36208PZT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9325 | PA      | $9571.27       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7253                      | CUSIP: 36180KBW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     460445 | PA      | $406817.81     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616473                      | CUSIP: 36290S2E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7398 | PA      | $7418.32       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-116 DA                | CUSIP: 38379ENP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3222843 | PA      | $2983044.26    | 0.03%             | 2044-04-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761840                      | CUSIP: 36176CEM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108373 | PA      | $106312.76     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633606                      | CUSIP: 36291N3P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5918 | PA      | $6008.56       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613841                      | CUSIP: 36290N5A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3915 | PA      | $3930.75       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 175344                      | CUSIP: 36216UWD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1276 | PA      | $1309.30       | 0.00%             | 2029-07-15      | 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        |       1141 | PA      | $1157.26       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483940                      | CUSIP: 36209WS52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3916 | PA      | $3971.15       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08558                      | CUSIP: 3128MJTQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     158512 | PA      | $150829.00     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449523                      | CUSIP: 36208FLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3849 | PA      | $3950.77       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615888                      | CUSIP: 36290SF55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     706047 | PA      | $708686.22     | 0.01%             | 2033-08-15      | 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        |      14873 | PA      | $14933.67      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555857                      | CUSIP: 36213JQJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4057 | PA      | $4164.66       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615503                      | CUSIP: 36290RX81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30941 | PA      | $31048.84      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471369                      | CUSIP: 36209GT23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8540 | PA      | $8668.09       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507895                      | CUSIP: 36211BGC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2105 | PA      | $2160.20       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770394                      | CUSIP: 36176MUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151208 | PA      | $148323.12     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6230                      | CUSIP: 36180Y4P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102515 | PA      | $92930.10      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485195                      | CUSIP: 36209X7G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3614 | PA      | $3709.89       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550989                      | CUSIP: 36213DC22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1990 | PA      | $2013.79       | 0.00%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645923                      | CUSIP: 36292DSL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31091 | PA      | $31934.62      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4308                      | CUSIP: 36179DYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61088 | PA      | $54049.54      | 0.00%             | 2046-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475501                      | CUSIP: 36209MGJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2071 | PA      | $2125.58       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560777                      | CUSIP: 36213P6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9162 | PA      | $9347.63       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757039                      | CUSIP: 36230RZC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26169 | PA      | $25119.34      | 0.00%             | 2040-12-15      | 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        |     141076 | PA      | $141944.16     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667639                      | CUSIP: 36295DV89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87759 | PA      | $84625.68      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745166                      | CUSIP: 3620C0Z76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41190 | PA      | $40757.96      | 0.00%             | 2038-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707299                      | CUSIP: 36297BX48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     707522 | PA      | $695707.95     | 0.01%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605724                      | CUSIP: 36200N4H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3748 | PA      | $3852.21       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4648                      | CUSIP: 36179TEV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74971 | PA      | $57729.22      | 0.00%             | 2047-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710145                      | CUSIP: 36297E5E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171111 | PA      | $163914.60     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484069                      | CUSIP: 36209WW65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5468 | PA      | $5545.44       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604622                      | CUSIP: 36200MVP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124336 | PA      | $124769.75     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632016                      | CUSIP: 36291MDV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3829 | PA      | $3930.08       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480051                      | CUSIP: 36209SH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16793 | PA      | $17237.23      | 0.00%             | 2028-07-15      | 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        |        811 | PA      | $832.01        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6298                      | CUSIP: 36178D7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     683076 | PA      | $612963.93     | 0.01%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466109                      | CUSIP: 36209AYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2046 | PA      | $2099.70       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682484                      | CUSIP: 36295WFZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     421318 | PA      | $404606.98     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541345                      | CUSIP: 36212RL22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        329 | PA      | $328.51        | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB5697                      | CUSIP: 31417CKK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15127 | PA      | $14848.67      | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783903                      | CUSIP: 3622A2KQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121419 | PA      | $112523.62     | 0.00%             | 2044-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499296                      | CUSIP: 36210QUV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4121 | PA      | $4229.57       | 0.00%             | 2029-07-15      | 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        |        367 | PA      | $372.06        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736954                      | CUSIP: 3620AQWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57302 | PA      | $54954.20      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779378                      | CUSIP: 36176XUB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35305 | PA      | $31921.12      | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 475345                      | CUSIP: 36209MBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40932 | PA      | $39055.78      | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503891                      | CUSIP: 36210VXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4087 | PA      | $4144.11       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631358                      | CUSIP: 36291LMF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7011 | PA      | $7132.24       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3457                        | CUSIP: 36202DZW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1599 | PA      | $1581.84       | 0.00%             | 2033-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615410                      | CUSIP: 36290RVB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93201 | PA      | $93533.65      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606459                      | CUSIP: 36201XWU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20340 | PA      | $20609.79      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4005                      | CUSIP: 36179SNW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59397 | PA      | $55916.75      | 0.00%             | 2046-10-20      | 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        |     364177 | PA      | $322321.73     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644781                      | CUSIP: 36292CJ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98105 | PA      | $98522.10      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476218                      | CUSIP: 36209NAT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3901 | PA      | $4004.59       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4636                        | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13659994 | PA      | $13441747.26   | 0.12%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1399                      | CUSIP: 36180CRU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     393086 | PA      | $363683.23     | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583064                      | CUSIP: 36201GWZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62612 | PA      | $63660.48      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769765                      | CUSIP: 36176L6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28647 | PA      | $28102.34      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568450                      | CUSIP: 36213YQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7146 | PA      | $7300.92       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623601                      | CUSIP: 36291BX69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34235 | PA      | $34766.62      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614974                      | CUSIP: 36290RFP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20938 | PA      | $21264.83      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1569                      | CUSIP: 36178LW66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7677 | PA      | $6905.89       | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492916                      | CUSIP: 36210HSD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22636 | PA      | $22954.69      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648417                      | CUSIP: 36292GK61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29323 | PA      | $29829.17      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592000                      | CUSIP: 36201SUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51769 | PA      | $52510.33      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609682                      | CUSIP: 36202UJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125394 | PA      | $125897.67     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592591                      | CUSIP: 36201TKC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17648 | PA      | $17889.00      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781485                      | CUSIP: 36225BUJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1939606 | PA      | $1976490.50    | 0.02%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6893                      | CUSIP: 36183QUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72499 | PA      | $64302.67      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 450630                      | CUSIP: 36208GST6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3047 | PA      | $3127.11       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462626                      | CUSIP: 36208V4K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        680 | PA      | $698.01        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7921                      | CUSIP: 36179HYS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     356631 | PA      | $330318.87     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616635                      | CUSIP: 36290TBC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9690 | PA      | $9848.48       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583670                      | CUSIP: 36201HMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61558 | PA      | $61751.86      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 782550                      | CUSIP: 36241KZP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6625 | PA      | $6667.10       | 0.00%             | 2039-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1848                      | CUSIP: 36178MBR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     224199 | PA      | $211364.33     | 0.00%             | 2042-10-15      | 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        |     298753 | PA      | $275522.87     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565784                      | CUSIP: 36213VRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4388 | PA      | $4508.86       | 0.00%             | 2031-10-15      | 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        |      11043 | PA      | $11335.45      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591202                      | CUSIP: 36201RX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5951 | PA      | $5887.81       | 0.00%             | 2035-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625645                      | CUSIP: 36291EBN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2191 | PA      | $2221.11       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582386                      | CUSIP: 36201F6X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99187 | PA      | $101220.97     | 0.00%             | 2032-10-15      | 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        |       7725 | PA      | $7955.98       | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2826                      | CUSIP: 36178ND71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102677 | PA      | $92676.30      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604244                      | CUSIP: 36200MHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1507 | PA      | $1547.64       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486667                      | CUSIP: 36210ATY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16216 | PA      | $16707.22      | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490984                      | CUSIP: 36210FM94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3413 | PA      | $3461.47       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711754                      | CUSIP: 36297GWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2011239 | PA      | $1802607.40    | 0.02%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490972                      | CUSIP: 36210FMV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10760 | PA      | $10911.79      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572107                      | CUSIP: 36200TR42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4125 | PA      | $4192.53       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497630                      | CUSIP: 36210NY37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1613 | PA      | $1635.47       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594057                      | CUSIP: 36201U5S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6910 | PA      | $7012.20       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615388                      | CUSIP: 36290RUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39613 | PA      | $39175.29      | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6189                      | CUSIP: 36178D2W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201442 | PA      | $186122.79     | 0.00%             | 2043-01-15      | 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        |      33467 | PA      | $33612.67      | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542658                      | CUSIP: 36212SZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70310 | PA      | $72416.92      | 0.00%             | 2035-06-15      | 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        |        549 | PA      | $563.58        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594120                      | CUSIP: 36201VAV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65721 | PA      | $65960.86      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-23 ZM                 | CUSIP: 38381RVG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5643417 | PA      | $4275135.59    | 0.04%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4713                        | CUSIP: 36202FGW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67194 | PA      | $66098.14      | 0.00%             | 2040-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783217                      | CUSIP: 36241LSE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194147 | PA      | $194986.60     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609367                      | CUSIP: 36202T6C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3971 | PA      | $4023.39       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713046                      | CUSIP: 36297JET7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     787315 | PA      | $774820.77     | 0.01%             | 2039-03-15      | 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        |      52680 | PA      | $53671.03      | 0.00%             | 2039-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781990                      | CUSIP: 36241KF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     262790 | PA      | $270189.70     | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3979                      | CUSIP: 36179SM46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174556 | PA      | $169131.74     | 0.00%             | 2031-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 665192                      | CUSIP: 36295A7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        418 | PA      | $419.67        | 0.00%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473113                      | CUSIP: 36209JSA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1443 | PA      | $1481.06       | 0.00%             | 2028-06-15      | 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        |       3987 | PA      | $4042.71       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520539                      | CUSIP: 36211RHQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3767 | PA      | $3866.42       | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1743                      | CUSIP: 36179A5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68254 | PA      | $61272.93      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752020                      | CUSIP: 36230LG52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113999 | PA      | $111801.92     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701345                      | CUSIP: 36296UES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        985 | PA      | $968.60        | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570185                      | CUSIP: 36200RNA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7894 | PA      | $8104.60       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611537                      | CUSIP: 36202WLS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        321 | PA      | $325.87        | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494911                      | CUSIP: 36210KYG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8982 | PA      | $9219.56       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636243                      | CUSIP: 36291RZG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     179561 | PA      | $182539.17     | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641511                      | CUSIP: 36291XVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18810 | PA      | $18868.19      | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769597                      | CUSIP: 36176LX26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149106 | PA      | $142597.51     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508267                      | CUSIP: 36211BTY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17391 | PA      | $17635.56      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597962                      | CUSIP: 36200DJF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7120 | PA      | $7142.09       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1716                      | CUSIP: 36179A3Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1181462 | PA      | $1059763.30    | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4071                        | CUSIP: 36202EQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16202 | PA      | $16303.87      | 0.00%             | 2038-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490664                      | CUSIP: 36210FB96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4691 | PA      | $4815.27       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609425                      | CUSIP: 36202UA29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7026 | PA      | $7113.65       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615272                      | CUSIP: 36290RQZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        762 | PA      | $753.59        | 0.00%             | 2033-07-15      | 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        |      11922 | PA      | $11452.70      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422656                      | CUSIP: 36206VQH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1050 | PA      | $1049.77       | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604083                      | CUSIP: 36200MCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4121 | PA      | $4176.68       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678540                      | CUSIP: 36295RZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63693 | PA      | $63968.80      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3651                        | CUSIP: 36202EBU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1169 | PA      | $1175.41       | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735212                      | CUSIP: 3620ANYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38883 | PA      | $37247.57      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487238                      | CUSIP: 36210BHP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12630 | PA      | $12808.37      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606446                      | CUSIP: 36201XWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3700 | PA      | $3753.45       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458047                      | CUSIP: 36208QZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5951 | PA      | $6035.22       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794144                      | CUSIP: 36177NTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39032 | PA      | $36132.15      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469162                      | CUSIP: 36209EFB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4644 | PA      | $4767.14       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497358                      | CUSIP: 36210NQK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4519 | PA      | $4638.77       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739708                      | CUSIP: 3620ATYD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102620 | PA      | $103056.44     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631828                      | CUSIP: 36291L4M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1822 | PA      | $1851.54       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589226                      | CUSIP: 36201PSP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2746 | PA      | $2783.36       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611200                      | CUSIP: 36202V7M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16643 | PA      | $16910.75      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD6110                      | CUSIP: 3617BMYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     396104 | PA      | $358999.83     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670035                      | CUSIP: 36295GLQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     199850 | PA      | $176823.03     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2599                      | CUSIP: 36179Q3G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     738786 | PA      | $643313.53     | 0.01%             | 2045-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604018                      | CUSIP: 36200MAT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10993 | PA      | $11140.77      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765946                      | CUSIP: 36176GWF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     367417 | PA      | $352162.95     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554051                      | CUSIP: 36213GQC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26113 | PA      | $26730.75      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509396                      | CUSIP: 36211C3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        805 | PA      | $826.07        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737993                      | CUSIP: 3620AR3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     410246 | PA      | $394283.25     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497014                      | CUSIP: 36210NDT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        524 | PA      | $531.66        | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5821                      | CUSIP: 36178DPE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91197 | PA      | $82175.51      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765130                      | CUSIP: 36176FY36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     414803 | PA      | $397208.14     | 0.00%             | 2041-07-15      | 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        |      51282 | PA      | $48767.03      | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582382                      | CUSIP: 36201F6T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3922 | PA      | $4020.91       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640152                      | CUSIP: 36291WEZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8190 | PA      | $8309.02       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641238                      | CUSIP: 36291XLT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125966 | PA      | $127946.50     | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743018                      | CUSIP: 3620AXPB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70620 | PA      | $69193.00      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2914                      | CUSIP: 36179CGX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     342554 | PA      | $317192.14     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619121                      | CUSIP: 36290VYS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27490 | PA      | $27927.27      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537404                      | CUSIP: 36212MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9928 | PA      | $10190.62      | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738227                      | CUSIP: 3620ASD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     282532 | PA      | $271283.56     | 0.00%             | 2041-04-15      | 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        |   12819385 | PA      | $10722651.46   | 0.10%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711137                      | CUSIP: 36297GBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182556 | PA      | $183327.21     | 0.00%             | 2040-02-15      | 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        |     109290 | PA      | $108075.66     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592769                      | CUSIP: 36201TQW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4971 | PA      | $5101.60       | 0.00%             | 2033-05-15      | 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        |       2320 | PA      | $2381.64       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574559                      | CUSIP: 36200WJC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191081 | PA      | $191861.08     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS1621                      | CUSIP: 3140LBYT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2084919 | PA      | $1626980.93    | 0.01%             | 2036-04-01      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796879                      | CUSIP: 36177RUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117690 | PA      | $109221.83     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599953                      | CUSIP: 36200FQE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35989 | PA      | $36460.54      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467013                      | CUSIP: 36209BYJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        308 | PA      | $315.68        | 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        |        670 | PA      | $687.63        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458974                      | CUSIP: 36208R2F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7255 | PA      | $7357.67       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602698                      | CUSIP: 36200JRT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8482 | PA      | $8718.58       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487460                      | CUSIP: 36210BQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2751 | PA      | $2789.35       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7590                      | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  139211748 | PA      | $121798446.26  | 1.10%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 436256                      | CUSIP: 36207MTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11628 | PA      | $11792.05      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608280                      | CUSIP: 36202SXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     230539 | PA      | $231304.00     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587559                      | CUSIP: 36201MWU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22447 | PA      | $22729.50      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4010                      | CUSIP: 36178QN32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86252 | PA      | $77751.89      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3805                        | CUSIP: 36202EGN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43818 | PA      | $44078.30      | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471617                      | CUSIP: 36209G4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1600 | PA      | $1641.97       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598633                      | CUSIP: 36200EBA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21930 | PA      | $22206.08      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596718                      | CUSIP: 36200B4B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4827 | PA      | $4875.91       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 792575                      | CUSIP: 36177L2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     355833 | PA      | $330800.61     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727824                      | CUSIP: 3620AESM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44583 | PA      | $44773.64      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763890                      | CUSIP: 36176ENF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173967 | PA      | $157089.39     | 0.00%             | 2043-10-15      | 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        |     344951 | PA      | $309924.64     | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650716                      | CUSIP: 36292J3Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23518 | PA      | $23915.22      | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781881                      | CUSIP: 36241KCS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35006 | PA      | $35149.41      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760485                      | CUSIP: 36176AUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47989 | PA      | $45911.33      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602675                      | CUSIP: 36200JQ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61317 | PA      | $62297.73      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633735                      | CUSIP: 36291PBC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10671 | PA      | $10840.79      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1612                      | CUSIP: 36180CYH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     644127 | PA      | $569402.42     | 0.01%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469537                      | CUSIP: 36209ES29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        105 | PA      | $104.88        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3567                        | CUSIP: 36202D6C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1120 | PA      | $1107.77       | 0.00%             | 2034-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751903                      | CUSIP: 36230LDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54036 | PA      | $53166.22      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1714                      | CUSIP: 36179A3X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     714295 | PA      | $647224.98     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460761                      | CUSIP: 36208TZ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1455 | PA      | $1493.84       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468226                      | CUSIP: 36209DD76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1457 | PA      | $1495.55       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 5.5 8/25                  | CUSIP: 21H052686<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  676310000 | PA      | $674528937.62  | 6.09%             | 2025-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570767                      | CUSIP: 36200SCC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15011 | PA      | $15370.29      | 0.00%             | 2032-02-15      | 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        |       9093 | PA      | $9333.31       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717312                      | CUSIP: 3620A23V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5254 | PA      | $5047.04       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574454                      | CUSIP: 36200WE31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4203 | PA      | $4314.21       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK4661                      | CUSIP: 36183NFA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173774 | PA      | $153751.53     | 0.00%             | 2045-12-15      | 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        |      75526 | PA      | $75853.90      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631215                      | CUSIP: 36291LGY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56859 | PA      | $57815.52      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593443                      | CUSIP: 36201UHU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39878 | PA      | $40038.14      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561519                      | CUSIP: 36213QYQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        820 | PA      | $841.93        | 0.00%             | 2031-07-15      | 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        |       3068 | PA      | $3148.89       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3952                        | CUSIP: 36202EL98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86437 | PA      | $86976.70      | 0.00%             | 2037-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651935                      | CUSIP: 36292LHL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8636 | PA      | $8777.98       | 0.00%             | 2036-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672712                      | CUSIP: 36295KKZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71717 | PA      | $72028.91      | 0.00%             | 2038-05-15      | 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        |      33337 | PA      | $34358.05      | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618996                      | CUSIP: 36290VUV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20612 | PA      | $20682.32      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552847                      | CUSIP: 36213FEU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     373733 | PA      | $382047.76     | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464752                      | CUSIP: 36208YH51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7505 | PA      | $7702.97       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449295                      | CUSIP: 36208FC81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5788 | PA      | $5941.11       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96423                      | CUSIP: 312945D47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16405 | PA      | $16505.94      | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482491                      | CUSIP: 36209U7C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1862 | PA      | $1911.54       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494540                      | CUSIP: 36210KLV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         13 | PA      | $12.84         | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2616                      | CUSIP: 36178M3Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41383 | PA      | $37119.94      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625091                      | CUSIP: 36291DNG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6619 | PA      | $6695.33       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730392                      | CUSIP: 3620AHNH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42482 | PA      | $41724.21      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467783                      | CUSIP: 36209CUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3922 | PA      | $4026.22       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697824                      | CUSIP: 36296QG94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3692 | PA      | $3632.79       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599863                      | CUSIP: 36200FML9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2594 | PA      | $2658.52       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7474                      | CUSIP: 36179WJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16481954 | PA      | $14904545.34   | 0.13%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594948                      | CUSIP: 36201V5H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73380 | PA      | $75012.47      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3522                      | CUSIP: 36179R4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24433445 | PA      | $23024798.40   | 0.21%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547575                      | CUSIP: 36212YJU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1946 | PA      | $1982.08       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594900                      | CUSIP: 36201V3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72668 | PA      | $74325.35      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565163                      | CUSIP: 36213UZ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138643 | PA      | $139197.94     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625561                      | CUSIP: 36291D5W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        689 | PA      | $700.00        | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717284                      | CUSIP: 3620A22R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36478 | PA      | $35814.85      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580292                      | CUSIP: 36201DUR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19111 | PA      | $19378.48      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463732                      | CUSIP: 36208XED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10704 | PA      | $10854.67      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620539                      | CUSIP: 36290XLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8073 | PA      | $7980.25       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579139                      | CUSIP: 36201CLU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        982 | PA      | $1008.46       | 0.00%             | 2032-01-15      | 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        |      11315 | PA      | $11474.84      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620478                      | CUSIP: 36290XJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14611 | PA      | $14661.16      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733401                      | CUSIP: 3620ALX66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73143 | PA      | $65194.47      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737648                      | CUSIP: 3620ARP96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137473 | PA      | $135012.33     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5647                      | CUSIP: 36178DHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     734424 | PA      | $657583.29     | 0.01%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506396                      | CUSIP: 36210YRR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        678 | PA      | $687.99        | 0.00%             | 2029-04-15      | 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        |       4174 | PA      | $4284.56       | 0.00%             | 2029-03-15      | 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        |       4021 | PA      | $4127.66       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643398                      | CUSIP: 36292AX37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3947 | PA      | $3896.75       | 0.00%             | 2035-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470121                      | CUSIP: 36209FG60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1663 | PA      | $1706.67       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD7118                      | CUSIP: 3617BN4B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209370 | PA      | $189757.97     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8417                      | CUSIP: 36179JK63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1899509 | PA      | $1708748.17    | 0.02%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738005                      | CUSIP: 3620AR3N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8581 | PA      | $8043.15       | 0.00%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623827                      | CUSIP: 36291CA47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2113 | PA      | $2113.65       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701857                      | CUSIP: 36296UWS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     622008 | PA      | $611667.33     | 0.01%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4853                        | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107641 | PA      | $103208.10     | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602101                      | CUSIP: 36200H3J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62652 | PA      | $63495.13      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5258                        | CUSIP: 36202FZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   47116885 | PA      | $43721685.10   | 0.39%             | 2041-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502969                      | CUSIP: 36210UW66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19435 | PA      | $19708.98      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752474                      | CUSIP: 36230LXB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125818 | PA      | $123627.02     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586967                      | CUSIP: 36201MCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11035 | PA      | $11289.67      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566497                      | CUSIP: 36213WKJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121298 | PA      | $123171.11     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487696                      | CUSIP: 36210BXZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62719 | PA      | $58108.06      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5987                      | CUSIP: 36179UUL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5410241 | PA      | $5224881.89    | 0.05%             | 2049-06-20      | 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        |     156705 | PA      | $157095.64     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741646                      | CUSIP: 3620AV5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4346 | PA      | $4298.44       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616015                      | CUSIP: 36290SK42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277114 | PA      | $278173.54     | 0.00%             | 2033-10-15      | 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        |       4536 | PA      | $4618.82       | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710505                      | CUSIP: 36297FKS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28191 | PA      | $27107.42      | 0.00%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3700                        | CUSIP: 36202EDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1682 | PA      | $1662.08       | 0.00%             | 2035-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445917                      | CUSIP: 36207YK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1408 | PA      | $1445.23       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723559                      | CUSIP: 3620A9ZY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156463 | PA      | $153651.61     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726440                      | CUSIP: 3620ADBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1780937 | PA      | $1788577.17    | 0.02%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553121                      | CUSIP: 36213FPE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     234337 | PA      | $237244.26     | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473539                      | CUSIP: 36209KBG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5292 | PA      | $5432.16       | 0.00%             | 2028-04-15      | 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        |       3391 | PA      | $3438.50       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462220                      | CUSIP: 36208VPD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1502 | PA      | $1541.90       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454559                      | CUSIP: 36208L5U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4413 | PA      | $4475.08       | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9682                      | CUSIP: 36180NXK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1077115 | PA      | $967745.10     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550694                      | CUSIP: 36213CXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32642 | PA      | $32781.20      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596901                      | CUSIP: 36200CDE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18771 | PA      | $19027.15      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487428                      | CUSIP: 36210BPM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29591 | PA      | $30373.82      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733384                      | CUSIP: 3620ALXM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2641937 | PA      | $2346756.34    | 0.02%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565125                      | CUSIP: 36213UYW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132092 | PA      | $133914.90     | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461592                      | CUSIP: 36208UXV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        545 | PA      | $559.92        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626189                      | CUSIP: 36291EUN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4245 | PA      | $4312.14       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670026                      | CUSIP: 36295GLF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103645 | PA      | $91764.53      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641947                      | CUSIP: 36291YEU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12365 | PA      | $12570.77      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575475                      | CUSIP: 36200XJU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4444 | PA      | $4486.52       | 0.00%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4004                      | CUSIP: 36179SNV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11669895 | PA      | $10666077.29   | 0.10%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 775544                      | CUSIP: 36176TLZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168064 | PA      | $160965.06     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683024                      | CUSIP: 36295WYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26636 | PA      | $27472.51      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606660                      | CUSIP: 36201X5V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17851 | PA      | $18109.54      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 519257                      | CUSIP: 36211PZW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3308 | PA      | $3392.98       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637323                      | CUSIP: 36291TAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23048 | PA      | $23416.55      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602654                      | CUSIP: 36200JQF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8582 | PA      | $8710.24       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3543                        | CUSIP: 36202D5C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4387 | PA      | $4409.96       | 0.00%             | 2034-04-20      | 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        |      43026 | PA      | $43837.75      | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606895                      | CUSIP: 36201YGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10862 | PA      | $10894.87      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q52184                      | CUSIP: 3132XUNA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31393 | PA      | $28601.15      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632879                      | CUSIP: 36291NCQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64318 | PA      | $65429.33      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705732                      | CUSIP: 36297AA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1636 | PA      | $1643.31       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429760                      | CUSIP: 36207EMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22708 | PA      | $23330.29      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2491                      | CUSIP: 36178MXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17697 | PA      | $15874.29      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5228 DG                    | CUSIP: 3137H7U76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5751188 | PA      | $5504235.06    | 0.05%             | 2046-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2097                      | CUSIP: 36180UKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     375015 | PA      | $347931.18     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647843                      | CUSIP: 36292FWC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        538 | PA      | $540.00        | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497582                      | CUSIP: 36210NXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1070 | PA      | $1098.07       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719424                      | CUSIP: 3620A5G94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26847 | PA      | $26442.52      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AU0797                      | CUSIP: 36194M3E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     985801 | PA      | $896232.03     | 0.01%             | 2046-08-15      | 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        |      85438 | PA      | $76794.30      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603403                      | CUSIP: 36200KKQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71539 | PA      | $73632.39      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620144                      | CUSIP: 36290W5D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42107 | PA      | $42818.39      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2972                      | CUSIP: 36183YJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140899 | PA      | $133737.95     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 639130                      | CUSIP: 36291VA78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15788 | PA      | $16028.77      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730118                      | CUSIP: 3620AHDX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45060 | PA      | $45256.54      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4442                      | CUSIP: 36180F5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137891 | PA      | $120841.51     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765884                      | CUSIP: 36176GUH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42928 | PA      | $41061.69      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609541                      | CUSIP: 36202UEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51414 | PA      | $52096.89      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646916                      | CUSIP: 36292EVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41267 | PA      | $41948.41      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474111                      | CUSIP: 36209KVC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12725 | PA      | $13061.45      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610479                      | CUSIP: 36202VFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11065 | PA      | $11196.85      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468733                      | CUSIP: 36209DV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4219 | PA      | $4331.01       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3977                        | CUSIP: 36202EM22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        313 | PA      | $327.56        | 0.00%             | 2037-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558911                      | CUSIP: 36213M3U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5985 | PA      | $6012.56       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553292                      | CUSIP: 36213FUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43119 | PA      | $43699.69      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619830                      | CUSIP: 36290WST0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3565 | PA      | $3599.42       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608207                      | CUSIP: 36202SU89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19682 | PA      | $19947.34      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711966                      | CUSIP: 36297G6B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36540 | PA      | $35938.35      | 0.00%             | 2039-05-15      | 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        |      51363 | PA      | $50426.36      | 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        |      56798 | PA      | $55710.68      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7534                      | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  151215466 | PA      | $127144292.50  | 1.15%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-68 PH                 | CUSIP: 31392AYW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150521 | PA      | $154940.47     | 0.00%             | 2031-12-25      | 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        |      26592 | PA      | $27043.32      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464323                      | CUSIP: 36208XYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1651 | PA      | $1694.65       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578394                      | CUSIP: 36201BRP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3525 | PA      | $3565.41       | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604900                      | CUSIP: 36200M7M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47081 | PA      | $47269.42      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597572                      | CUSIP: 36200C2D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        935 | PA      | $951.33        | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726334                      | CUSIP: 3620AC4T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1484 | PA      | $1458.79       | 0.00%             | 2039-09-15      | 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        |      20011 | PA      | $17696.79      | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 662528                      | CUSIP: 36294XA55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4382 | PA      | $4401.56       | 0.00%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591330                      | CUSIP: 36201R4P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3212 | PA      | $3257.52       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635248                      | CUSIP: 36291QWH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23747 | PA      | $24135.31      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598001                      | CUSIP: 36200DKN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1704 | PA      | $1735.66       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630937                      | CUSIP: 36291K4W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11657 | PA      | $12008.73      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5329                      | CUSIP: 36179T4N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9176170 | PA      | $8340976.45    | 0.08%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711537                      | CUSIP: 36297GPW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4774173 | PA      | $4581228.37    | 0.04%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471847                      | CUSIP: 36209HEU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7294 | PA      | $7486.76       | 0.00%             | 2028-04-15      | 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        |       8441 | PA      | $8663.76       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620479                      | CUSIP: 36290XJY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46968 | PA      | $47608.45      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636236                      | CUSIP: 36291RY97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     236436 | PA      | $237412.23     | 0.00%             | 2035-03-15      | 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        |        587 | PA      | $589.57        | 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        |      18272 | PA      | $18344.81      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747136                      | CUSIP: 3620C3BD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25944 | PA      | $24899.21      | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727380                      | CUSIP: 3620AECR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13673 | PA      | $13434.00      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 797250                      | CUSIP: 36177SBU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8526 | PA      | $7914.37       | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634394                      | CUSIP: 36291PXX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2253 | PA      | $2253.12       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF6701                      | CUSIP: 36181NNS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6381 | PA      | $6246.79       | 0.00%             | 2043-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487475                      | CUSIP: 36210BQ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4162 | PA      | $4272.11       | 0.00%             | 2029-04-15      | 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        |       4999 | PA      | $5131.02       | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723534                      | CUSIP: 3620A9Y70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     190540 | PA      | $187303.02     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591787                      | CUSIP: 36201SNC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3882 | PA      | $3932.45       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A72748                      | CUSIP: 3128L6BR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10414 | PA      | $10477.81      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793150                      | CUSIP: 36177MQC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1099309 | PA      | $1019917.34    | 0.01%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603649                      | CUSIP: 36200KTE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40309 | PA      | $40865.46      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495840                      | CUSIP: 36210LZD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4017 | PA      | $4074.01       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603865                      | CUSIP: 36200KZ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3473 | PA      | $3518.90       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 538298                      | CUSIP: 36212M7K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        571 | PA      | $576.49        | 0.00%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461508                      | CUSIP: 36208UU96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3857 | PA      | $3959.37       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667418                      | CUSIP: 36295DPB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3860 | PA      | $3706.08       | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606528                      | CUSIP: 36201XYZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1999 | PA      | $2007.80       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593359                      | CUSIP: 36201UE83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3494 | PA      | $3545.43       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433959                      | CUSIP: 36207KB41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        448 | PA      | $448.43        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770014                      | CUSIP: 36176MGX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     983161 | PA      | $884793.65     | 0.01%             | 2043-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711551                      | CUSIP: 36297GQC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12898630 | PA      | $12363114.60   | 0.11%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467993                      | CUSIP: 36209C3A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1098 | PA      | $1126.88       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690891                      | CUSIP: 36296GRL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12940 | PA      | $13187.56      | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646865                      | CUSIP: 36292ETW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3624 | PA      | $3639.19       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604051                      | CUSIP: 36200MBU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11115 | PA      | $11257.05      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602109                      | CUSIP: 36200H3S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39408 | PA      | $39747.08      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758312                      | CUSIP: 36230TGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35658 | PA      | $34145.22      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q00405                      | CUSIP: 3132GDNW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1754 | PA      | $1729.82       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528141                      | CUSIP: 36212AWA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74290 | PA      | $76228.99      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG V82341                      | CUSIP: 3132L7S67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25003 | PA      | $23799.88      | 0.00%             | 2044-01-01      | 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        |     218336 | PA      | $214548.62     | 0.00%             | 2041-04-15      | 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        |      54179 | PA      | $53562.02      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7051                      | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  415395512 | PA      | $335507810.61  | 3.03%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743728                      | CUSIP: 3620AYHD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26292 | PA      | $26404.34      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569452                      | CUSIP: 36200QTH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1873 | PA      | $1899.50       | 0.00%             | 2031-12-15      | 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        |     120545 | PA      | $123429.42     | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782604                      | CUSIP: 36241K3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7754 | PA      | $7899.76       | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718150                      | CUSIP: 3620A3ZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     352900 | PA      | $346879.23     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481895                      | CUSIP: 36209UKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1256 | PA      | $1288.93       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764403                      | CUSIP: 36176FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7233 | PA      | $7096.17       | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD6018                      | CUSIP: 3617BMVK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1101890 | PA      | $998674.52     | 0.01%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622532                      | CUSIP: 36291ASV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11779 | PA      | $11818.26      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652775                      | CUSIP: 36292MFQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4474 | PA      | $4544.84       | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622549                      | CUSIP: 36291ATE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63357 | PA      | $63577.43      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q54421                      | CUSIP: 3132XW4F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     145664 | PA      | $132527.54     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566478                      | CUSIP: 36213WJX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22356 | PA      | $22433.67      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470270                      | CUSIP: 36209FMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        197 | PA      | $199.64        | 0.00%             | 2029-05-15      | 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        |       9074 | PA      | $9201.78       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762832                      | CUSIP: 36176DHH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116458 | PA      | $114350.33     | 0.00%             | 2041-03-15      | 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        |       4328 | PA      | $4160.38       | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749266                      | CUSIP: 3620C5MP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     815332 | PA      | $780026.33     | 0.01%             | 2041-06-15      | 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        |      81851 | PA      | $80437.14      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616628                      | CUSIP: 36290TA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143156 | PA      | $145393.17     | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606886                      | CUSIP: 36201YF35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20664 | PA      | $21152.56      | 0.00%             | 2033-10-15      | 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        |       1523 | PA      | $1562.77       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520148                      | CUSIP: 36211QZM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16034 | PA      | $16098.93      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635536                      | CUSIP: 36291RBD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49872 | PA      | $50669.69      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478446                      | CUSIP: 36209QP74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        655 | PA      | $653.99        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783038                      | CUSIP: 36241LLT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162478 | PA      | $166648.54     | 0.00%             | 2040-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608589                      | CUSIP: 36202TC20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63646 | PA      | $64651.77      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL4324                      | CUSIP: 3138ELYW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71372 | PA      | $75527.61      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599987                      | CUSIP: 36200FRG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3458 | PA      | $3505.58       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597710                      | CUSIP: 36200DAK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10500 | PA      | $10777.11      | 0.00%             | 2032-10-15      | 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        |       7956 | PA      | $8067.83       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756161                      | CUSIP: 36230QZ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124407 | PA      | $122171.57     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626498                      | CUSIP: 36291E7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11701 | PA      | $11883.93      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720581                      | CUSIP: 3620A6RA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6588 | PA      | $6710.98       | 0.00%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611876                      | CUSIP: 36202WXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41561 | PA      | $42076.62      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709558                      | CUSIP: 36297EJB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155751 | PA      | $149284.87     | 0.00%             | 2041-08-15      | 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        |     268343 | PA      | $257398.48     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496500                      | CUSIP: 36210MRV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9750 | PA      | $9887.76       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3628                      | CUSIP: 36178QA51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39408 | PA      | $36604.13      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739091                      | CUSIP: 3620ATC47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78564 | PA      | $77246.31      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550873                      | CUSIP: 36213C6J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4414 | PA      | $4499.67       | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO8646                      | CUSIP: 3617A9TB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101823 | PA      | $90182.55      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746391                      | CUSIP: 3620C2F82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78096 | PA      | $78423.99      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768141                      | CUSIP: 36176KEN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     302565 | PA      | $290168.95     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473845                      | CUSIP: 36209KL22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        267 | PA      | $267.17        | 0.00%             | 2028-10-15      | 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        |      80669 | PA      | $81007.41      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456941                      | CUSIP: 36208PS66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3835 | PA      | $3936.80       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492703                      | CUSIP: 36210HKQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         94 | PA      | $95.78         | 0.00%             | 2029-02-15      | 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        |      49260 | PA      | $50596.95      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562356                      | CUSIP: 36213RWR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132934 | PA      | $136611.15     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2009-42 TX                 | CUSIP: 38374UC74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     254778 | PA      | $254990.37     | 0.00%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772647                      | CUSIP: 36176QEU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50527 | PA      | $48321.63      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641226                      | CUSIP: 36291XLF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2516 | PA      | $2527.02       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 556223                      | CUSIP: 36213J4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36216 | PA      | $37174.13      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730380                      | CUSIP: 3620AHM59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57704 | PA      | $56659.37      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604290                      | CUSIP: 36200MKB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26135 | PA      | $26228.58      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512823                      | CUSIP: 36211GVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12857 | PA      | $13196.92      | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 391113                      | CUSIP: 36205HN62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5896 | PA      | $6052.30       | 0.00%             | 2028-02-15      | 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        |       4419 | PA      | $4535.59       | 0.00%             | 2028-08-15      | 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        |      14329 | PA      | $14683.85      | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595663                      | CUSIP: 36200AWY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35513 | PA      | $35627.89      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594017                      | CUSIP: 36201U4A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17306 | PA      | $17557.03      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q33895                      | CUSIP: 3132QQKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     102241 | PA      | $91794.50      | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622281                      | CUSIP: 36291AJ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17530 | PA      | $17820.34      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641757                      | CUSIP: 36291X5S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138669 | PA      | $140769.50     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753597                      | CUSIP: 36230M7J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     353976 | PA      | $339935.85     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600256                      | CUSIP: 36200FZV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42231 | PA      | $42874.38      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595829                      | CUSIP: 36200A4N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     211698 | PA      | $212595.81     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586955                      | CUSIP: 36201MBY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23377 | PA      | $23930.18      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698287                      | CUSIP: 36296QXQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92482 | PA      | $90884.74      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585147                      | CUSIP: 36201KBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66296 | PA      | $67188.58      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD6304                      | CUSIP: 36180JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     391201 | PA      | $350904.27     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AK0797                      | CUSIP: 3138E43F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30732 | PA      | $30363.63      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724205                      | CUSIP: 3620AAR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3721 | PA      | $3580.52       | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 421692                      | CUSIP: 36206UNH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        199 | PA      | $198.52        | 0.00%             | 2026-02-15      | 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        |        919 | PA      | $943.81        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6822                      | CUSIP: 36178TSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     314280 | PA      | $291499.99     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL6714                      | CUSIP: 36184DN74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     312764 | PA      | $277201.86     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644773                      | CUSIP: 36292CJS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110707 | PA      | $112487.11     | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745106                      | CUSIP: 3620C0YB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30916 | PA      | $31049.30      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641189                      | CUSIP: 36291XKA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109859 | PA      | $111757.48     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550876                      | CUSIP: 36213C6M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        112 | PA      | $112.23        | 0.00%             | 2031-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6853                      | CUSIP: 36183QTJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83284 | PA      | $74348.18      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3851                        | CUSIP: 36202EH44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     448682 | PA      | $459481.07     | 0.00%             | 2036-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678604                      | CUSIP: 36295R3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21702 | PA      | $21795.72      | 0.00%             | 2038-09-15      | 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        |       1085 | PA      | $1089.41       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796894                      | CUSIP: 36177RUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105612 | PA      | $99127.37      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652747                      | CUSIP: 36292MEU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11269 | PA      | $11611.92      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7574                      | CUSIP: 36180KMX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105195 | PA      | $97065.76      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 417242                      | CUSIP: 36206PP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        239 | PA      | $238.39        | 0.00%             | 2026-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490097                      | CUSIP: 36210ENN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1125 | PA      | $1154.42       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7312                      | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  111024915 | PA      | $93524934.99   | 0.84%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521278                      | CUSIP: 36211SCP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10102 | PA      | $10142.79      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606440                      | CUSIP: 36201XV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19515 | PA      | $19767.11      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723763                      | CUSIP: 3620AAB80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     379898 | PA      | $364264.35     | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV0121                      | CUSIP: 3140MDD39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1850596 | PA      | $1663579.85    | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619520                      | CUSIP: 36290WG55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16387 | PA      | $16610.69      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5330                      | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   60461083 | PA      | $56597474.29   | 0.51%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737680                      | CUSIP: 3620ARQ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87618 | PA      | $86167.81      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0490                      | CUSIP: 36181FRK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74629 | PA      | $67023.90      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460913                      | CUSIP: 36208UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5158 | PA      | $5294.31       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484424                      | CUSIP: 36209XD56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1396 | PA      | $1433.37       | 0.00%             | 2028-09-15      | 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        |       1243 | PA      | $1275.99       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520306                      | CUSIP: 36211RAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68712 | PA      | $69718.88      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784458                      | CUSIP: 3622A25T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41182 | PA      | $37146.98      | 0.00%             | 2047-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621246                      | CUSIP: 36290YET1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23532 | PA      | $23957.40      | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4721                      | CUSIP: 36179TG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4444 | PA      | $4313.77       | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570565                      | CUSIP: 36200RZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4954 | PA      | $5072.73       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3596                      | CUSIP: 36179R7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     250350 | PA      | $222007.45     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 271948                      | CUSIP: 36220ABR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8938 | PA      | $8838.77       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5334                        | CUSIP: 36202F4T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4706 | PA      | $4736.29       | 0.00%             | 2042-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN1754                      | CUSIP: 3138LD5Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1524245 | PA      | $1414958.30    | 0.01%             | 2031-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB0670                      | CUSIP: 36178KW76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     198357 | PA      | $178585.44     | 0.00%             | 2043-02-15      | 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        |      46302 | PA      | $41652.39      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607056                      | CUSIP: 36201YMD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31080 | PA      | $31568.50      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467994                      | CUSIP: 36209C3B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13488 | PA      | $13678.38      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594049                      | CUSIP: 36201U5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42210 | PA      | $42356.93      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594168                      | CUSIP: 36201VCD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13688 | PA      | $13884.04      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615603                      | CUSIP: 36290R3L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42481 | PA      | $43133.03      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8802                      | CUSIP: 36180MX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1404231 | PA      | $1302818.36    | 0.01%             | 2043-03-15      | Fixed         | 3.50%                 | 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      | $1646506.47    | 0.01%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783467                      | CUSIP: 36241LZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     229709 | PA      | $220172.13     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734444                      | CUSIP: 3620AM5D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125398 | PA      | $116610.65     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6834                      | CUSIP: 36198TSX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46276 | PA      | $44169.60      | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644598                      | CUSIP: 36292CDB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2056 | PA      | $2089.76       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6331                      | CUSIP: 36178EA82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143095 | PA      | $132248.47     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481260                      | CUSIP: 36209TTR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5542 | PA      | $5620.00       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL4202                      | CUSIP: 36184AU31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     352865 | PA      | $313439.35     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457825                      | CUSIP: 36208QSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3679 | PA      | $3776.61       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591877                      | CUSIP: 36201SQ69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135736 | PA      | $137274.81     | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF5077                      | CUSIP: 36181LUA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17589 | PA      | $16304.53      | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494581                      | CUSIP: 36210KM69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1284 | PA      | $1317.82       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608403                      | CUSIP: 36202S3L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7470 | PA      | $7562.67       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771561                      | CUSIP: 36176N5W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30839 | PA      | $29601.85      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602795                      | CUSIP: 36200JUU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6888 | PA      | $7058.11       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650168                      | CUSIP: 36292JJM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92166 | PA      | $95034.33      | 0.00%             | 2036-04-15      | 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        |      42052 | PA      | $41460.06      | 0.00%             | 2036-01-15      | 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        |    1867897 | PA      | $1731859.67    | 0.02%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08255                      | CUSIP: 3128MJH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35869 | PA      | $36090.58      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK1681                      | CUSIP: 36183J2N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117876 | PA      | $104864.69     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614932                      | CUSIP: 36290RED1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45772 | PA      | $45956.05      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8207                      | CUSIP: 36184FDL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1266036 | PA      | $1135625.77    | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 407813                      | CUSIP: 36206DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3957 | PA      | $4012.92       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616423                      | CUSIP: 36290SYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     227256 | PA      | $230720.64     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710482                      | CUSIP: 36297FJ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6901 | PA      | $6647.73       | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9459                      | CUSIP: 36178WQL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     257674 | PA      | $240114.86     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2181                      | CUSIP: 36180DM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65752 | PA      | $60687.27      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783535                      | CUSIP: 36241L4U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2413111 | PA      | $2310752.21    | 0.02%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615654                      | CUSIP: 36290R5P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6917 | PA      | $6942.02       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487384                      | CUSIP: 36210BM93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20707 | PA      | $20998.93      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583078                      | CUSIP: 36201GXF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4595 | PA      | $4645.11       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611893                      | CUSIP: 36202WXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191516 | PA      | $192151.35     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3312                      | CUSIP: 36179RVD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2172435 | PA      | $2118372.02    | 0.02%             | 2045-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502953                      | CUSIP: 36210UWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16409 | PA      | $16639.74      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449560                      | CUSIP: 36208FMH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1641 | PA      | $1683.94       | 0.00%             | 2028-06-15      | 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        |       2532 | PA      | $2567.63       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485312                      | CUSIP: 36209YDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1222 | PA      | $1246.42       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705324                      | CUSIP: 36296YSM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44747 | PA      | $43005.71      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8307                      | CUSIP: 36180MGQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78900 | PA      | $72169.84      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622104                      | CUSIP: 36291ADH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        545 | PA      | $539.63        | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                           | SCOTIA TRIPARTY TREASURY       | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | RA               | CORP              | US        |   35000000 | PA      | $35000000.00   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604507                      | CUSIP: 36200MR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10245 | PA      | $10382.38      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764546                      | CUSIP: 36176FET1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54847 | PA      | $54037.62      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603772                      | CUSIP: 36200KW94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3758 | PA      | $3855.43       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ8913                      | CUSIP: 36183E3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1551374 | PA      | $1475299.07    | 0.01%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476998                      | CUSIP: 36209N3F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        315 | PA      | $323.71        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496798                      | CUSIP: 36210M3F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5511 | PA      | $5656.87       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620440                      | CUSIP: 36290XHR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55024 | PA      | $55857.66      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606950                      | CUSIP: 36201YH33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23567 | PA      | $23916.64      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632855                      | CUSIP: 36291NBY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12820 | PA      | $13025.34      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748223                      | CUSIP: 3620C4G87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1103285 | PA      | $1057079.53    | 0.01%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 659726                      | CUSIP: 36294T4K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7444 | PA      | $7476.68       | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ3860                      | CUSIP: 3140NYJE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6620000 | PA      | $6698742.25    | 0.06%             | 2035-05-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6881                      | CUSIP: 36198TUE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     435878 | PA      | $388208.85     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592878                      | CUSIP: 36201TUB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10882 | PA      | $11068.87      | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489325                      | CUSIP: 36210DSN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4127 | PA      | $4185.45       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445848                      | CUSIP: 36207YHZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2509 | PA      | $2543.92       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760100                      | CUSIP: 36176AGH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14034 | PA      | $13762.51      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4290                      | CUSIP: 36179DXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     677545 | PA      | $599476.46     | 0.01%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605496                      | CUSIP: 36200NUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1406 | PA      | $1390.77       | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635390                      | CUSIP: 36291Q2X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43809 | PA      | $44489.70      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 696010                      | CUSIP: 36296NGT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93310 | PA      | $93697.98      | 0.00%             | 2038-07-15      | 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        |     155054 | PA      | $155677.42     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647781                      | CUSIP: 36292FUE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102330 | PA      | $104018.18     | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706702                      | CUSIP: 36297BDF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58604 | PA      | $57637.99      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783748                      | CUSIP: 3622A2EV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1416438 | PA      | $1312663.55    | 0.01%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530269                      | CUSIP: 36212DCE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        355 | PA      | $364.52        | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648527                      | CUSIP: 36292GPL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19232 | PA      | $19564.26      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478047                      | CUSIP: 36209QBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8775 | PA      | $8899.12       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763090                      | CUSIP: 36176DRK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1826 | PA      | $1833.19       | 0.00%             | 2041-04-15      | 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        |      11543 | PA      | $11088.32      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 688013                      | CUSIP: 36296DK23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        185 | PA      | $185.63        | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4446                        | CUSIP: 36202E5F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1818 | PA      | $1789.92       | 0.00%             | 2039-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577534                      | CUSIP: 36201ASX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        203 | PA      | $208.36        | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749840                      | CUSIP: 3620C6BH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14061 | PA      | $13733.49      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7260                      | CUSIP: 36180KB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59871 | PA      | $53880.73      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636852                      | CUSIP: 36291SQD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16586 | PA      | $16829.28      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781340                      | CUSIP: 36225BPZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23711 | PA      | $24337.81      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 775029                      | CUSIP: 36176SY20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138879 | PA      | $136230.09     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 427217                      | CUSIP: 36207BSE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8913 | PA      | $9038.67       | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705889                      | CUSIP: 36297AF65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     531613 | PA      | $509541.65     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612813                      | CUSIP: 36202XYJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164959 | PA      | $165492.86     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1869                      | CUSIP: 36180UCE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28107 | PA      | $25140.92      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712930                      | CUSIP: 36297JA79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40949 | PA      | $41126.66      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470049                      | CUSIP: 36209FEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        100 | PA      | $101.30        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2447                      | CUSIP: 36178MWG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20601 | PA      | $18441.58      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743099                      | CUSIP: 3620AXRU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15590 | PA      | $15900.25      | 0.00%             | 2040-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627114                      | CUSIP: 36291FVF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112295 | PA      | $112750.37     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568283                      | CUSIP: 36213YJ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9335 | PA      | $9469.02       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM5510                      | CUSIP: 3140X9DQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21477 | PA      | $16946.75      | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781035                      | CUSIP: 36225BEG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14973 | PA      | $15369.11      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608741                      | CUSIP: 36202THS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12576 | PA      | $12764.89      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487224                      | CUSIP: 36210BG90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         30 | PA      | $30.97         | 0.00%             | 2029-05-15      | 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        |       7319 | PA      | $7458.35       | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643424                      | CUSIP: 36292AYV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        611 | PA      | $613.45        | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769516                      | CUSIP: 36176LVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55299 | PA      | $54222.80      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622351                      | CUSIP: 36291AL80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2257 | PA      | $2284.89       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AT7665                      | CUSIP: 36194GQS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1055148 | PA      | $959277.71     | 0.01%             | 2046-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491289                      | CUSIP: 36210FXS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        421 | PA      | $426.50        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520149                      | CUSIP: 36211QZN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125604 | PA      | $127519.43     | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500235                      | CUSIP: 36210RV49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1212 | PA      | $1229.10       | 0.00%             | 2029-06-15      | 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        |       2258 | PA      | $2298.01       | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488750                      | CUSIP: 36210C5K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7915 | PA      | $8124.07       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638018                      | CUSIP: 36291TYP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84530 | PA      | $85958.57      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641590                      | CUSIP: 36291XXT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2115 | PA      | $2150.23       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 688706                      | CUSIP: 36296EDK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126037 | PA      | $126582.74     | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476985                      | CUSIP: 36209N2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1919 | PA      | $1946.49       | 0.00%             | 2029-03-15      | 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        |       3377 | PA      | $3466.69       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625149                      | CUSIP: 36291DQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16250 | PA      | $16686.95      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509875                      | CUSIP: 36211DMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        435 | PA      | $446.91        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577766                      | CUSIP: 36201AZ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4106 | PA      | $4155.50       | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564116                      | CUSIP: 36213TVH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1821 | PA      | $1869.32       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 639521                      | CUSIP: 36291VPE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12062 | PA      | $12113.37      | 0.00%             | 2035-03-15      | 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        |      49034 | PA      | $49243.63      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637329                      | CUSIP: 36291TA65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61238 | PA      | $62263.87      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434403                      | CUSIP: 36207KRY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1217 | PA      | $1249.13       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614169                      | CUSIP: 36290QJN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166645 | PA      | $167184.46     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626967                      | CUSIP: 36291FQU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22110 | PA      | $19562.51      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3096                      | CUSIP: 36178NNM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13655 | PA      | $12261.70      | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Securities, LLC                               | BK AMER TSY FICC               | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |   50000000 | PA      | $50000000.00   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753595                      | CUSIP: 36230M7G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     279979 | PA      | $269389.12     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473186                      | CUSIP: 36209JUK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5788 | PA      | $5940.71       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634430                      | CUSIP: 36291PY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76069 | PA      | $77236.43      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607193                      | CUSIP: 36201YRN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25803 | PA      | $26562.70      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583661                      | CUSIP: 36201HMJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5853 | PA      | $5930.06       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486796                      | CUSIP: 36210AXZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35888 | PA      | $36393.28      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL4668                      | CUSIP: 36184BFH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1371337 | PA      | $1219037.98    | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550534                      | CUSIP: 36213CSX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173588 | PA      | $174330.53     | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619604                      | CUSIP: 36290WKR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19263 | PA      | $19538.96      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626958                      | CUSIP: 36291FQK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     690283 | PA      | $615742.57     | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD3660                      | CUSIP: 3617BKB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     961823 | PA      | $871727.65     | 0.01%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471671                      | CUSIP: 36209G6G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2721 | PA      | $2792.59       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623326                      | CUSIP: 36291BPK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     267061 | PA      | $270884.52     | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466650                      | CUSIP: 36209BL71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3402 | PA      | $3491.57       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506583                      | CUSIP: 36210YXL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3779 | PA      | $3831.88       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768358                      | CUSIP: 36176KMF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     185890 | PA      | $178433.87     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495775                      | CUSIP: 36210LXC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1047 | PA      | $1074.55       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745147                      | CUSIP: 3620C0ZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     347073 | PA      | $340955.40     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640148                      | CUSIP: 36291WEV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52545 | PA      | $53436.66      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649545                      | CUSIP: 36292HTA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50789 | PA      | $51655.14      | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676509                      | CUSIP: 36295PR61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4518 | PA      | $4537.99       | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615431                      | CUSIP: 36290RVY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81420 | PA      | $81683.47      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776399                      | CUSIP: 36176UKL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17294 | PA      | $17025.96      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723183                      | CUSIP: 3620A9M81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27253 | PA      | $27369.40      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640912                      | CUSIP: 36291XAM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2599 | PA      | $2642.05       | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667275                      | CUSIP: 36295DJU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57688 | PA      | $58766.77      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592693                      | CUSIP: 36201TNJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        587 | PA      | $595.55        | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498387                      | CUSIP: 36210PUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18687 | PA      | $18950.68      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730389                      | CUSIP: 3620AHNE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25148 | PA      | $24698.16      | 0.00%             | 2040-06-15      | 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        |     199101 | PA      | $195302.96     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A82750                      | CUSIP: 312929BT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5966 | PA      | $6002.57       | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493362                      | CUSIP: 36210JB72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3282 | PA      | $3368.62       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652223                      | CUSIP: 36292LSL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62028 | PA      | $64031.30      | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616262                      | CUSIP: 36290STT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36198 | PA      | $36734.41      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767585                      | CUSIP: 36176JRE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163223 | PA      | $156013.91     | 0.00%             | 2042-01-15      | 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        |     125739 | PA      | $120382.55     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469535                      | CUSIP: 36209ESY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8952 | PA      | $9188.84       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709693                      | CUSIP: 36297ENJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        840 | PA      | $843.38        | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569379                      | CUSIP: 36200QQ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123525 | PA      | $121896.73     | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457856                      | CUSIP: 36208QTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6475 | PA      | $6566.48       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642570                      | CUSIP: 36291Y2B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14879 | PA      | $15121.18      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603420                      | CUSIP: 36200KK97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2102 | PA      | $2150.80       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483649                      | CUSIP: 36209WH21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2020 | PA      | $2048.07       | 0.00%             | 2028-10-15      | 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        |        927 | PA      | $946.89        | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746350                      | CUSIP: 3620C2EX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     404368 | PA      | $388269.07     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597767                      | CUSIP: 36200DCC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6636 | PA      | $6659.91       | 0.00%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7791                      | CUSIP: 36179HUQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23618 | PA      | $21857.66      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DA4283                      | CUSIP: 3140A4XM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     612221 | PA      | $609770.25     | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777305                      | CUSIP: 36176VKS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148413 | PA      | $137349.14     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A87063                      | CUSIP: 312933Z49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12805 | PA      | $12884.75      | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6864                      | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  172574287 | PA      | $139574028.12  | 1.26%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615539                      | CUSIP: 36290RZC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51770 | PA      | $53093.37      | 0.00%             | 2033-09-15      | 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        |       1039 | PA      | $1053.41       | 0.00%             | 2028-10-15      | 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        |       1506 | PA      | $1540.98       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2024-41 DA                 | CUSIP: 3136BSPC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21604215 | PA      | $21704292.23   | 0.20%             | 2051-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730930                      | CUSIP: 3620AJA74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56226 | PA      | $55216.12      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3964                        | CUSIP: 36202EMM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28939 | PA      | $29115.39      | 0.00%             | 2037-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620617                      | CUSIP: 36290XPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22746 | PA      | $23339.71      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480628                      | CUSIP: 36209S4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6375 | PA      | $6465.07       | 0.00%             | 2028-11-15      | 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        |       1053 | PA      | $1074.69       | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433872                      | CUSIP: 36207J6H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2670 | PA      | $2741.10       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762162                      | CUSIP: 36176CQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38203 | PA      | $37461.86      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611220                      | CUSIP: 36202WAV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18412 | PA      | $18711.06      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598644                      | CUSIP: 36200EBM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21438 | PA      | $21486.14      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627825                      | CUSIP: 36291GPJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28710 | PA      | $29163.87      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493624                      | CUSIP: 36210JLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62901 | PA      | $63786.79      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723363                      | CUSIP: 3620A9TU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3336134 | PA      | $3350553.29    | 0.03%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612394                      | CUSIP: 36202XKF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3836 | PA      | $3889.78       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 752765                      | CUSIP: 36230MCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10547 | PA      | $10615.68      | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1483                      | CUSIP: 36178LUG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9950 | PA      | $9500.74       | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781908                      | CUSIP: 36241KDM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20859 | PA      | $20945.67      | 0.00%             | 2035-04-15      | 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        |      44244 | PA      | $44435.43      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779237                      | CUSIP: 36176XPW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82680 | PA      | $74819.34      | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598680                      | CUSIP: 36200ECR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36445 | PA      | $36989.97      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602806                      | CUSIP: 36200JU73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8019 | PA      | $8100.86       | 0.00%             | 2033-03-15      | 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        |      33219 | PA      | $33712.06      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 400142                      | CUSIP: 36205TP31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1386 | PA      | $1422.64       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB7987                      | CUSIP: 3140QT2V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1537133 | PA      | $1531939.49    | 0.01%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9206                      | CUSIP: 36178WGP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15867 | PA      | $14303.07      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733536                      | CUSIP: 3620AL4V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9908 | PA      | $9487.64       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467796                      | CUSIP: 36209CUV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        106 | PA      | $108.55        | 0.00%             | 2028-04-15      | 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        |       1356 | PA      | $1391.43       | 0.00%             | 2031-05-15      | 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        |        635 | PA      | $644.40        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5786                      | CUSIP: 36178SNB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7160 | PA      | $6459.60       | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8494                      | CUSIP: 36179JNK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35986 | PA      | $33321.98      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738015                      | CUSIP: 3620AR3Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41504 | PA      | $40786.95      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7254                      | CUSIP: 36180KBX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128017 | PA      | $115341.94     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597543                      | CUSIP: 36200CZG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61764 | PA      | $62648.47      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AP0457                      | CUSIP: 3138M3QK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11033 | PA      | $10875.74      | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585174                      | CUSIP: 36201KCK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29646 | PA      | $29992.63      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2582                      | CUSIP: 36177Y2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76465 | PA      | $68786.35      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-78 BA                 | CUSIP: 38381WWR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9327112 | PA      | $8387974.85    | 0.08%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473182                      | CUSIP: 36209JUF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        235 | PA      | $241.09        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574548                      | CUSIP: 36200WHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     183118 | PA      | $185739.87     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499814                      | CUSIP: 36210RGX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11674 | PA      | $11983.11      | 0.00%             | 2031-09-15      | 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        |       2521 | PA      | $2588.07       | 0.00%             | 2029-07-15      | 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        |       4570 | PA      | $4634.65       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AV9316                      | CUSIP: 3138XMK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43780 | PA      | $42846.76      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3908                        | CUSIP: 36202EKV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23063 | PA      | $23199.05      | 0.00%             | 2036-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686896                      | CUSIP: 36296CC99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56657 | PA      | $57749.15      | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595207                      | CUSIP: 36200AGQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        912 | PA      | $924.37        | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621873                      | CUSIP: 36290Y2E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17862 | PA      | $18135.93      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580354                      | CUSIP: 36201DWP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     291498 | PA      | $271797.60     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457914                      | CUSIP: 36208QVF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         99 | PA      | $101.31        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610288                      | CUSIP: 36202U6Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        508 | PA      | $514.82        | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD0015                      | CUSIP: 3617BFAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     293721 | PA      | $266207.32     | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610603                      | CUSIP: 36202VKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        379 | PA      | $378.54        | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7419                      | CUSIP: 36179WG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25098660 | PA      | $21959194.09   | 0.20%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491187                      | CUSIP: 36210FUL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12861 | PA      | $13201.50      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743841                      | CUSIP: 3620AYLW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47069 | PA      | $46180.41      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520484                      | CUSIP: 36211RFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26869 | PA      | $26985.09      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476317                      | CUSIP: 36209NDW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         59 | PA      | $60.71         | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768767                      | CUSIP: 36176KZ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44671 | PA      | $44858.34      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615416                      | CUSIP: 36290RVH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45252 | PA      | $45876.68      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 4499 CZ                    | CUSIP: 3137BKYF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8005567 | PA      | $6837847.10    | 0.06%             | 2045-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603581                      | CUSIP: 36200KRA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53261 | PA      | $53968.62      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539811                      | CUSIP: 36212PVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8094 | PA      | $8257.12       | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480447                      | CUSIP: 36209SWG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         35 | PA      | $35.29         | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722080                      | CUSIP: 3620A8FV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67832 | PA      | $66665.02      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782537                      | CUSIP: 36241KZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41769 | PA      | $42551.85      | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AH5611                      | CUSIP: 3138A7GV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1508 | PA      | $1498.27       | 0.00%             | 2026-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604728                      | CUSIP: 36200MYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8150 | PA      | $8365.09       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723562                      | CUSIP: 3620A9Z38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153803 | PA      | $151071.25     | 0.00%             | 2040-01-15      | 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        |      29628 | PA      | $29126.88      | 0.00%             | 2040-04-15      | 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        |      73733 | PA      | $74019.87      | 0.00%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780994                      | CUSIP: 36225BC71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1825 | PA      | $1851.15       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605632                      | CUSIP: 36200NY54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1659 | PA      | $1665.71       | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK3983                      | CUSIP: 3131X7M88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5009 | PA      | $4946.75       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759528                      | CUSIP: 36230USR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3421 | PA      | $3355.96       | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464834                      | CUSIP: 36208YLP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2808 | PA      | $2882.29       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610891                      | CUSIP: 36202VUQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1151 | PA      | $1182.95       | 0.00%             | 2033-06-15      | 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        |       2492 | PA      | $2564.48       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586956                      | CUSIP: 36201MBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        759 | PA      | $769.36        | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606698                      | CUSIP: 36201X7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17672 | PA      | $18192.71      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734611                      | CUSIP: 3620ANDQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106591 | PA      | $104734.83     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7750                      | CUSIP: 36179HTF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5696 | PA      | $5281.39       | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721266                      | CUSIP: 3620A7JK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     196922 | PA      | $197751.43     | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429706                      | CUSIP: 36207EKT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        708 | PA      | $700.87        | 0.00%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630923                      | CUSIP: 36291K4G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48084 | PA      | $48289.63      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746373                      | CUSIP: 3620C2FN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85559 | PA      | $83987.66      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DA9466                      | CUSIP: 3140YXQU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1429355 | PA      | $1423633.07    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605809                      | CUSIP: 36201XAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174509 | PA      | $175229.54     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643708                      | CUSIP: 36292BDM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75878 | PA      | $77111.25      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753375                      | CUSIP: 36230MXC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     364331 | PA      | $358167.23     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467299                      | CUSIP: 36209CDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2238 | PA      | $2238.58       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736728                      | CUSIP: 3620AQPM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2523 | PA      | $2533.79       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7036                      | CUSIP: 36180JY99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170664 | PA      | $152837.34     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482879                      | CUSIP: 36209VM43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         84 | PA      | $85.84         | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621639                      | CUSIP: 36290YS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3722 | PA      | $3681.11       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651785                      | CUSIP: 36292LCW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38859 | PA      | $40055.45      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733033                      | CUSIP: 3620ALLN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50960 | PA      | $49621.00      | 0.00%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506398                      | CUSIP: 36210YRT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        871 | PA      | $883.47        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 674114                      | CUSIP: 36295L3X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4656 | PA      | $4676.26       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737576                      | CUSIP: 3620ARMZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95394 | PA      | $91956.16      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595213                      | CUSIP: 36200AGW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        356 | PA      | $360.54        | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597343                      | CUSIP: 36200CS89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4035 | PA      | $4094.51       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425824                      | CUSIP: 36207AAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        475 | PA      | $487.07        | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606483                      | CUSIP: 36201XXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31284 | PA      | $31710.88      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7512                      | CUSIP: 36181BKZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     280324 | PA      | $252381.92     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774500                      | CUSIP: 36176SGH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123842 | PA      | $121479.31     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550987                      | CUSIP: 36213DCY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        139 | PA      | $142.93        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449536                      | CUSIP: 36208FLR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        189 | PA      | $188.84        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733474                      | CUSIP: 3620AL2F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8299 | PA      | $8202.97       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658418                      | CUSIP: 36294SPB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        100 | PA      | $100.11        | 0.00%             | 2037-02-15      | 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        |      29316 | PA      | $29410.42      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591820                      | CUSIP: 36201SPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43585 | PA      | $44141.31      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458320                      | CUSIP: 36208RDZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1390 | PA      | $1426.53       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759208                      | CUSIP: 36230UGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136647 | PA      | $131146.36     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641333                      | CUSIP: 36291XPS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49817 | PA      | $50639.46      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602257                      | CUSIP: 36200JB25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16057 | PA      | $16299.13      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678605                      | CUSIP: 36295R3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74000 | PA      | $72665.66      | 0.00%             | 2038-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491086                      | CUSIP: 36210FRF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2207 | PA      | $2238.39       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 431825                      | CUSIP: 36207GVS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1265 | PA      | $1263.79       | 0.00%             | 2027-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560155                      | CUSIP: 36213PH87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9717 | PA      | $9835.58       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563475                      | CUSIP: 36213S6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29298 | PA      | $29385.67      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9421                      | CUSIP: 36180NPE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146948 | PA      | $132245.37     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793193                      | CUSIP: 36177MRP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99631 | PA      | $95196.34      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 601317                      | CUSIP: 36200HAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209409 | PA      | $212263.30     | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708005                      | CUSIP: 36297CR27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1539 | PA      | $1545.84       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482725                      | CUSIP: 36209VHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8863 | PA      | $9097.77       | 0.00%             | 2029-03-15      | 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        |      10150 | PA      | $10418.92      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747979                      | CUSIP: 3620C36Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     649491 | PA      | $622882.00     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653572                      | CUSIP: 36292NCH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2552 | PA      | $2597.31       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738316                      | CUSIP: 3620ASGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        189 | PA      | $185.41        | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604327                      | CUSIP: 36200MLG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22209 | PA      | $22256.79      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7134                      | CUSIP: 36179V4T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20593304 | PA      | $15825074.93   | 0.14%             | 2051-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8272                      | CUSIP: 36179JFM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29559 | PA      | $27303.54      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528439                      | CUSIP: 36212BBG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6058 | PA      | $6218.32       | 0.00%             | 2029-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6286                      | CUSIP: 36178D6X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1082567 | PA      | $974253.12     | 0.01%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 549326                      | CUSIP: 36213BHB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        877 | PA      | $900.30        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574766                      | CUSIP: 36200WQT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12614 | PA      | $12666.54      | 0.00%             | 2034-09-15      | 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        |      41275 | PA      | $41453.84      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6867                      | CUSIP: 36198TTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95067 | PA      | $85343.52      | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587796                      | CUSIP: 36201M7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        555 | PA      | $560.74        | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615305                      | CUSIP: 36290RR21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101034 | PA      | $101336.09     | 0.00%             | 2033-07-15      | 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        |      16113 | PA      | $15934.47      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553602                      | CUSIP: 36213GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57861 | PA      | $59196.99      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725839                      | CUSIP: 3620ACLU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51563 | PA      | $49502.04      | 0.00%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1965                      | CUSIP: 36180UFE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127655 | PA      | $118920.05     | 0.00%             | 2043-05-15      | 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        |     655694 | PA      | $608167.57     | 0.01%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619368                      | CUSIP: 36290WCD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6718 | PA      | $6747.39       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2114 ZM                    | CUSIP: 3133THQB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29632 | PA      | $29929.34      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708121                      | CUSIP: 36297CVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4272 | PA      | $4290.02       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607075                      | CUSIP: 36201YMY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2988 | PA      | $3036.10       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625665                      | CUSIP: 36291ECA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12059 | PA      | $12241.73      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643362                      | CUSIP: 36292AWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        649 | PA      | $651.86        | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596807                      | CUSIP: 36200CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        286 | PA      | $292.99        | 0.00%             | 2032-12-15      | 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        |       6165 | PA      | $6251.51       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555660                      | CUSIP: 36213JJD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9316 | PA      | $9507.25       | 0.00%             | 2032-01-15      | 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        |       5130 | PA      | $5202.71       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3245                      | CUSIP: 36179RTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     819561 | PA      | $772311.20     | 0.01%             | 2045-11-20      | 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        |      14707 | PA      | $14424.59      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627123                      | CUSIP: 36291FVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45609 | PA      | $46295.27      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4103                      | CUSIP: 36178QRY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     272304 | PA      | $253824.15     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644962                      | CUSIP: 36292CQP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7396 | PA      | $7426.19       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615251                      | CUSIP: 36290RQC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21167 | PA      | $21452.05      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574931                      | CUSIP: 36200WVY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16862 | PA      | $17251.71      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV7471                      | CUSIP: 36195JJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     502173 | PA      | $456546.09     | 0.00%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738851                      | CUSIP: 3620ASZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168352 | PA      | $161516.61     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633656                      | CUSIP: 36291N5R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1499 | PA      | $1523.77       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799193                      | CUSIP: 36177UGB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137267 | PA      | $127499.41     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645846                      | CUSIP: 36292DP71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7595 | PA      | $7716.51       | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF6842                      | CUSIP: 36181NS70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61836 | PA      | $55603.12      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469443                      | CUSIP: 36209EP48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3356 | PA      | $3361.54       | 0.00%             | 2028-03-15      | 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        |        696 | PA      | $714.10        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4140                      | CUSIP: 36178QS52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51409 | PA      | $46788.65      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596781                      | CUSIP: 36200B6S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27571 | PA      | $27923.21      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612962                      | CUSIP: 36202X5X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14316 | PA      | $14515.82      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422687                      | CUSIP: 36206VRG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        182 | PA      | $182.67        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610849                      | CUSIP: 36202VTE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5574 | PA      | $5590.91       | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480331                      | CUSIP: 36209SSU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11791 | PA      | $11956.67      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ9480                      | CUSIP: 36183FQ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116703 | PA      | $103781.28     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612647                      | CUSIP: 36202XTC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16986 | PA      | $17269.24      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620471                      | CUSIP: 36290XJQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3560 | PA      | $3573.89       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615875                      | CUSIP: 36290SFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12314 | PA      | $12641.83      | 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        |       3929 | PA      | $4002.32       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641217                      | CUSIP: 36291XK65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29509 | PA      | $29991.01      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628896                      | CUSIP: 36291HUV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145321 | PA      | $147644.67     | 0.00%             | 2034-06-15      | 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        |       3724 | PA      | $3740.10       | 0.00%             | 2037-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3523                      | CUSIP: 36180E4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     361842 | PA      | $335144.78     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4617                        | CUSIP: 36202FDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36736 | PA      | $36149.37      | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477562                      | CUSIP: 36209PQP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4547 | PA      | $4610.97       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 659067                      | CUSIP: 36294TFG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17262 | PA      | $17523.16      | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620058                      | CUSIP: 36290WZX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39307 | PA      | $39945.37      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1888                      | CUSIP: 36180UCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70476 | PA      | $63216.15      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD5850                      | CUSIP: 3617BMQB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     942950 | PA      | $854622.69     | 0.01%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3427                        | CUSIP: 36202DYY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40690 | PA      | $40258.58      | 0.00%             | 2033-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474766                      | CUSIP: 36209LMP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4862 | PA      | $4990.71       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598172                      | CUSIP: 36200DQZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5709 | PA      | $5868.51       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5893                      | CUSIP: 36178DRN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2900 | PA      | $2546.55       | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641691                      | CUSIP: 36291X2Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16221 | PA      | $16482.11      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473459                      | CUSIP: 36209J5U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5353 | PA      | $5494.97       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740669                      | CUSIP: 3620AU2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60235 | PA      | $59085.76      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765131                      | CUSIP: 36176FY44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     760631 | PA      | $746320.69     | 0.01%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7350                      | CUSIP: 36180KEX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152310 | PA      | $140689.34     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781577                      | CUSIP: 36225BXE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14168 | PA      | $14542.31      | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615504                      | CUSIP: 36290RX99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4867 | PA      | $4934.52       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604326                      | CUSIP: 36200MLF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1041 | PA      | $1054.23       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557441                      | CUSIP: 36213LHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33664 | PA      | $34554.34      | 0.00%             | 2031-05-15      | 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        |       4234 | PA      | $4346.40       | 0.00%             | 2028-05-15      | 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        |       6142 | PA      | $6304.91       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735750                      | CUSIP: 3620APL78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125321 | PA      | $123156.24     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555684                      | CUSIP: 36213JJ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4117 | PA      | $4233.14       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5397                      | CUSIP: 36178R7J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55158 | PA      | $49722.07      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08323                      | CUSIP: 3128MJLD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5810 | PA      | $5845.60       | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483823                      | CUSIP: 36209WPG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3475 | PA      | $3567.32       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8324                      | CUSIP: 36179JG92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50259 | PA      | $46525.50      | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543929                      | CUSIP: 36212UHE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3537 | PA      | $3630.27       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3401                        | CUSIP: 36202DX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33639 | PA      | $33288.70      | 0.00%             | 2033-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7936                      | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1646259 | PA      | $1384457.29    | 0.01%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752079                      | CUSIP: 36230LJY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46801 | PA      | $45023.40      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614606                      | CUSIP: 36290QYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79293 | PA      | $81320.38      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574319                      | CUSIP: 36200WAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5522 | PA      | $5588.86       | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466750                      | CUSIP: 36209BQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2195 | PA      | $2225.69       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705305                      | CUSIP: 36296YR20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45679 | PA      | $44813.83      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758885                      | CUSIP: 36230T2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2659864 | PA      | $2382030.57    | 0.02%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658443                      | CUSIP: 36294SP43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22454 | PA      | $22550.19      | 0.00%             | 2036-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646882                      | CUSIP: 36292EUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66083 | PA      | $66348.58      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 673002                      | CUSIP: 36295KU35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27305 | PA      | $27816.52      | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503017                      | CUSIP: 36210UYN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         45 | PA      | $44.81         | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610279                      | CUSIP: 36202U6Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82034 | PA      | $82354.24      | 0.00%             | 2033-05-15      | 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        |       2315 | PA      | $2325.36       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645513                      | CUSIP: 36292DDS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36061 | PA      | $36643.89      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620096                      | CUSIP: 36290W3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22667 | PA      | $23002.72      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5511 EZ                    | CUSIP: 3137HKKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3156073 | PA      | $2845375.82    | 0.03%             | 2055-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501884                      | CUSIP: 36210TRD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        777 | PA      | $787.88        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684183                      | CUSIP: 36295YCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7119 | PA      | $7149.94       | 0.00%             | 2038-04-15      | 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        |       5376 | PA      | $5533.42       | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606693                      | CUSIP: 36201X7E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10515 | PA      | $10676.37      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551062                      | CUSIP: 36213DFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5507 | PA      | $5652.47       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713733                      | CUSIP: 36297J4S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13636 | PA      | $13095.41      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649229                      | CUSIP: 36292HHE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7209 | PA      | $7334.53       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628123                      | CUSIP: 36291GYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10504 | PA      | $10668.69      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794602                      | CUSIP: 36177PDG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     186293 | PA      | $173037.13     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592754                      | CUSIP: 36201TQF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5658 | PA      | $5673.12       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619200                      | CUSIP: 36290V3H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69062 | PA      | $70166.46      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QC6920                      | CUSIP: 3133ARVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75925 | PA      | $68370.49      | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760443                      | CUSIP: 36176AS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37617 | PA      | $36929.01      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9110                      | CUSIP: 36180NDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3175268 | PA      | $2855205.11    | 0.03%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588357                      | CUSIP: 36201NTN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142512 | PA      | $143008.47     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6636                      | CUSIP: 36178ELR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88249 | PA      | $79419.33      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6283                      | CUSIP: 36179U6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     342352 | PA      | $299743.07     | 0.00%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600248                      | CUSIP: 36200FZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19812 | PA      | $19892.02      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5931                      | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3003089 | PA      | $2807430.98    | 0.03%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612031                      | CUSIP: 36202W4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1263 | PA      | $1280.04       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592702                      | CUSIP: 36201TNT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35640 | PA      | $36037.62      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756884                      | CUSIP: 36230RUH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26648 | PA      | $26762.64      | 0.00%             | 2041-02-15      | 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        |       1531 | PA      | $1537.90       | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776217                      | CUSIP: 36176UDW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67445 | PA      | $62503.29      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741645                      | CUSIP: 3620AV5E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77741 | PA      | $76118.85      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502999                      | CUSIP: 36210UX40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3641 | PA      | $3692.56       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626512                      | CUSIP: 36291FAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91611 | PA      | $91992.74      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0796                      | CUSIP: 36180B3D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135006 | PA      | $121296.23     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480569                      | CUSIP: 36209S2A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        595 | PA      | $611.17        | 0.00%             | 2028-08-15      | 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        |       3560 | PA      | $3653.70       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633181                      | CUSIP: 36291NM65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5403 | PA      | $5488.56       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596680                      | CUSIP: 36200B2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62352 | PA      | $63895.07      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599631                      | CUSIP: 36200FEC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22075 | PA      | $22168.26      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS8463                      | CUSIP: 3132A9ML8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17555 | PA      | $17311.88      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497394                      | CUSIP: 36210NRP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1345 | PA      | $1364.20       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548792                      | CUSIP: 36213AUR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88161 | PA      | $89269.99      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586809                      | CUSIP: 36201L3S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4552 | PA      | $4612.12       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783483                      | CUSIP: 36241L2Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     244070 | PA      | $248304.63     | 0.00%             | 2041-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498653                      | CUSIP: 36210P5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1246 | PA      | $1278.74       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610857                      | CUSIP: 36202VTN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67987 | PA      | $68926.00      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593890                      | CUSIP: 36201UXT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27487 | PA      | $27865.95      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604456                      | CUSIP: 36200MQH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4248 | PA      | $4306.26       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630153                      | CUSIP: 36291KBW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3133 | PA      | $3183.15       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6893                      | CUSIP: 36178EUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7477 | PA      | $7350.32       | 0.00%             | 2043-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481347                      | CUSIP: 36209TWG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4291 | PA      | $4404.81       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628035                      | CUSIP: 36291GV45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192672 | PA      | $193442.72     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598750                      | CUSIP: 36200EEX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19779 | PA      | $20241.20      | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484392                      | CUSIP: 36209XC57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        969 | PA      | $994.17        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580330                      | CUSIP: 36201DVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24092 | PA      | $24441.40      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451437                      | CUSIP: 36208HPW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1171 | PA      | $1202.24       | 0.00%             | 2027-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0395                      | CUSIP: 36179MNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4128 | PA      | $4154.64       | 0.00%             | 2042-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482712                      | CUSIP: 36209VGV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21524 | PA      | $22093.23      | 0.00%             | 2028-09-15      | 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        |       9780 | PA      | $10038.44      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635849                      | CUSIP: 36291RL67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5933 | PA      | $5944.97       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2018-83 CZ                 | CUSIP: 38380XAX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8973383 | PA      | $7866958.41    | 0.07%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605773                      | CUSIP: 36200N6J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5236 | PA      | $5257.06       | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548293                      | CUSIP: 36213AC69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11348 | PA      | $11484.40      | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760464                      | CUSIP: 36176ATV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182921 | PA      | $175360.19     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605768                      | CUSIP: 36200N6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46954 | PA      | $47147.49      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486788                      | CUSIP: 36210AXR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3219 | PA      | $3303.67       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8390                      | CUSIP: 36179JKB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38404 | PA      | $35492.89      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469865                      | CUSIP: 36209E6A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1725 | PA      | $1749.64       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685472                      | CUSIP: 36296AQZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1944 | PA      | $1980.52       | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755654                      | CUSIP: 36230QH76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     434740 | PA      | $417431.45     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640900                      | CUSIP: 36291W7M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83995 | PA      | $85353.00      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626820                      | CUSIP: 36291FK98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13517 | PA      | $13572.98      | 0.00%             | 2035-05-15      | 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        |       1727 | PA      | $1762.23       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 533787                      | CUSIP: 36212G6Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        681 | PA      | $698.75        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620258                      | CUSIP: 36290XB33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6046 | PA      | $6152.22       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682570                      | CUSIP: 36295WJP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113270 | PA      | $108828.37     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3067                        | CUSIP: 36202DMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53253 | PA      | $54354.18      | 0.00%             | 2031-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN9874                      | CUSIP: 36187S6K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     294668 | PA      | $279951.41     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4978                        | CUSIP: 36202FQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2470633 | PA      | $2429322.83    | 0.02%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781976                      | CUSIP: 36241KFR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14300 | PA      | $14678.18      | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594728                      | CUSIP: 36201VVV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20373 | PA      | $20425.76      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735216                      | CUSIP: 3620ANYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25165 | PA      | $24106.10      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434326                      | CUSIP: 36207KPK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22248 | PA      | $22836.08      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609483                      | CUSIP: 36202UCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21347 | PA      | $21660.28      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628070                      | CUSIP: 36291GW77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15353 | PA      | $15596.67      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457822                      | CUSIP: 36208QSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8017 | PA      | $8229.10       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589420                      | CUSIP: 36201PYR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2396 | PA      | $2443.60       | 0.00%             | 2032-06-15      | 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        |     474350 | PA      | $476043.11     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553119                      | CUSIP: 36213FPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64792 | PA      | $65697.88      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1741                      | CUSIP: 36179A5A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86694 | PA      | $78052.60      | 0.00%             | 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        |     136124 | PA      | $123075.39     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468971                      | CUSIP: 36209D6G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7089 | PA      | $7275.96       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2631                      | CUSIP: 36180U4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     540308 | PA      | $500443.83     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7510                      | CUSIP: 36181BKX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2682949 | PA      | $2406586.30    | 0.02%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555836                      | CUSIP: 36213JPV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        212 | PA      | $217.18        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783324                      | CUSIP: 36241LVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     357420 | PA      | $342304.66     | 0.00%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 320984                      | CUSIP: 36223XRD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27265 | PA      | $27701.17      | 0.00%             | 2034-04-15      | 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        |       1127 | PA      | $1131.91       | 0.00%             | 2035-10-15      | 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        |      72418 | PA      | $72723.38      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471343                      | CUSIP: 36209GS81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40088 | PA      | $40968.45      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717801                      | CUSIP: 3620A3NS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     326502 | PA      | $320561.34     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604385                      | CUSIP: 36200MNA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63189 | PA      | $63388.02      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701903                      | CUSIP: 36296UX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41445 | PA      | $42245.66      | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765043                      | CUSIP: 36176FWC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     187378 | PA      | $174400.91     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724248                      | CUSIP: 3620AATD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     273957 | PA      | $275142.22     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610935                      | CUSIP: 36202VV40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38302 | PA      | $38448.75      | 0.00%             | 2034-04-15      | 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        |       5625 | PA      | $5556.91       | 0.00%             | 2039-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630025                      | CUSIP: 36291J4J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4072 | PA      | $4097.61       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4900                      | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     347850 | PA      | $317167.80     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637727                      | CUSIP: 36291TPL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142382 | PA      | $144755.20     | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD6013                      | CUSIP: 36180HVE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80002 | PA      | $73839.38      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637334                      | CUSIP: 36291TBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22535 | PA      | $22912.16      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456182                      | CUSIP: 36208NXK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8949 | PA      | $9185.22       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496213                      | CUSIP: 36210MGW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        474 | PA      | $486.51        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 660420                      | CUSIP: 36294UVM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33858 | PA      | $31430.27      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487234                      | CUSIP: 36210BHK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2080 | PA      | $2109.57       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0258                      | CUSIP: 3617A0JB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     272165 | PA      | $241218.57     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705470                      | CUSIP: 36296YW73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     361153 | PA      | $355284.33     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457858                      | CUSIP: 36208QTP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10809 | PA      | $10961.67      | 0.00%             | 2029-01-15      | 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        |        980 | PA      | $1006.87       | 0.00%             | 2031-10-15      | 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        |       3643 | PA      | $3739.56       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702851                      | CUSIP: 36296VZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82796 | PA      | $81250.00      | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6875                      | CUSIP: 36178TT89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     244298 | PA      | $225840.87     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703035                      | CUSIP: 36296WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     311884 | PA      | $299892.75     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539056                      | CUSIP: 36212NZV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34644 | PA      | $35559.95      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592755                      | CUSIP: 36201TQG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4485 | PA      | $4552.69       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645009                      | CUSIP: 36292CR63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50497 | PA      | $50711.63      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520211                      | CUSIP: 36211Q3U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2792 | PA      | $2803.78       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643709                      | CUSIP: 36292BDN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8881 | PA      | $9029.87       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO9652                      | CUSIP: 3617AAWM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     443511 | PA      | $392409.01     | 0.00%             | 2045-10-15      | 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        |      41174 | PA      | $40417.73      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628013                      | CUSIP: 36291GVE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        999 | PA      | $1008.11       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721241                      | CUSIP: 3620A7HS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13410 | PA      | $13467.60      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746107                      | CUSIP: 3620C13Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78372 | PA      | $78713.53      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607202                      | CUSIP: 36201YRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34021 | PA      | $34552.42      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483821                      | CUSIP: 36209WPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        153 | PA      | $156.70        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2154 PT                    | CUSIP: 3133TKW97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18670 | PA      | $18877.72      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615314                      | CUSIP: 36290RSB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35920 | PA      | $36045.45      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1699                      | CUSIP: 36180C3G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122124 | PA      | $110042.69     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648253                      | CUSIP: 36292GE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13558 | PA      | $13615.68      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466440                      | CUSIP: 36209BEM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3543 | PA      | $3636.71       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772106                      | CUSIP: 36176PR32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11025 | PA      | $10270.65      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611591                      | CUSIP: 36202WNG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2987 | PA      | $3031.38       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551807                      | CUSIP: 36213EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36081 | PA      | $36974.21      | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780689                      | CUSIP: 36225AXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7135 | PA      | $7324.09       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612749                      | CUSIP: 36202XWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4851 | PA      | $4986.40       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748823                      | CUSIP: 3620C44G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8281 | PA      | $8134.57       | 0.00%             | 2040-09-15      | 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        |      63141 | PA      | $63412.39      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542826                      | CUSIP: 36212TA38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29654 | PA      | $30613.39      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723069                      | CUSIP: 3620A9JN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25562 | PA      | $25096.14      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625101                      | CUSIP: 36291DNS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6866 | PA      | $6976.44       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704169                      | CUSIP: 36296XJN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28247 | PA      | $28370.06      | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97620                      | CUSIP: 312946PD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5642 | PA      | $5560.27       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q52131                      | CUSIP: 3132XULM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89382 | PA      | $81433.35      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770387                      | CUSIP: 36176MUL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13531 | PA      | $13282.44      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569683                      | CUSIP: 36200Q2Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2218 | PA      | $2220.67       | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08341                      | CUSIP: 3128MJLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23261 | PA      | $23405.68      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3391                      | CUSIP: 36178AXU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21274 | PA      | $19169.86      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 693627                      | CUSIP: 36296KSQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5264 | PA      | $5363.55       | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490137                      | CUSIP: 36210EPW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        481 | PA      | $494.16        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470769                      | CUSIP: 36209F6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1638 | PA      | $1680.97       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714590                      | CUSIP: 36297K2X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     569035 | PA      | $559575.36     | 0.01%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582188                      | CUSIP: 36201FXR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        197 | PA      | $197.31        | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638901                      | CUSIP: 36291UX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8743 | PA      | $8892.89       | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464196                      | CUSIP: 36208XUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2254 | PA      | $2313.21       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682499                      | CUSIP: 36295WGG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25867 | PA      | $24888.17      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799180                      | CUSIP: 36177UFW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136380 | PA      | $125974.74     | 0.00%             | 2042-10-15      | 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        |     239000 | PA      | $220942.83     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575424                      | CUSIP: 36200XG94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        447 | PA      | $450.57        | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478208                      | CUSIP: 36209QGR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1668 | PA      | $1711.82       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592742                      | CUSIP: 36201TP35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2717 | PA      | $2752.48       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782818                      | CUSIP: 36241LDX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182657 | PA      | $179620.45     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2590                      | CUSIP: 36183X2X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     647484 | PA      | $574496.71     | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764906                      | CUSIP: 36176FR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23379 | PA      | $22403.89      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL4531                      | CUSIP: 36184BA80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17371 | PA      | $15465.51      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573054                      | CUSIP: 36200UTK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     771339 | PA      | $715229.02     | 0.01%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A73370                      | CUSIP: 3128L6W70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70934 | PA      | $71371.96      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592353                      | CUSIP: 36201TBW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16578 | PA      | $16646.57      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551482                      | CUSIP: 36213DUF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1590 | PA      | $1632.29       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615696                      | CUSIP: 36290R7H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29774 | PA      | $30180.11      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM9511                      | CUSIP: 3140XDR99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     193624 | PA      | $154597.60     | 0.00%             | 2046-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505306                      | CUSIP: 36210XKT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8595 | PA      | $8821.79       | 0.00%             | 2029-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772049                      | CUSIP: 36176PQA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34844 | PA      | $33347.67      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV8641                      | CUSIP: 3140MNS72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2102493 | PA      | $1891335.42    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645443                      | CUSIP: 36292DBL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85211 | PA      | $86581.26      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612739                      | CUSIP: 36202XV87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108221 | PA      | $109806.95     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694354                      | CUSIP: 36296LMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6078 | PA      | $5967.75       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 444352                      | CUSIP: 36207WTH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5056 | PA      | $5189.73       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613929                      | CUSIP: 36290QA62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19643 | PA      | $19941.04      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594053                      | CUSIP: 36201U5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4081 | PA      | $4142.10       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618896                      | CUSIP: 36290VRR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7085 | PA      | $7026.98       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458173                      | CUSIP: 36208Q6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        604 | PA      | $619.80        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612787                      | CUSIP: 36202XXQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91945 | PA      | $92280.81      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433804                      | CUSIP: 36207J3M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4213 | PA      | $4324.19       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593430                      | CUSIP: 36201UHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8894 | PA      | $8918.88       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 412570                      | CUSIP: 36206JJP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        451 | PA      | $450.77        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611264                      | CUSIP: 36202WB99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14767 | PA      | $14804.56      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599607                      | CUSIP: 36200FDL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134804 | PA      | $136819.12     | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678658                      | CUSIP: 36295R5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174984 | PA      | $167912.19     | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759412                      | CUSIP: 36230UN54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68506 | PA      | $67376.84      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BY7306                      | CUSIP: 3140NQDL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     897990 | PA      | $894956.43     | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483660                      | CUSIP: 36209WJD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13058 | PA      | $13242.23      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 411078                      | CUSIP: 36206GUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2012 | PA      | $2020.99       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471377                      | CUSIP: 36209GUA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3469 | PA      | $3481.53       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8422                      | CUSIP: 36179JLB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     169368 | PA      | $160642.36     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742418                      | CUSIP: 3620AWYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42680 | PA      | $42110.52      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571293                      | CUSIP: 36200SUS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        363 | PA      | $362.64        | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716802                      | CUSIP: 3620A2KP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5080 | PA      | $4994.93       | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BD4757                      | CUSIP: 3140FCJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1488292 | PA      | $1260865.53    | 0.01%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682479                      | CUSIP: 36295WFU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     458712 | PA      | $450885.79     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623417                      | CUSIP: 36291BSE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8012 | PA      | $8134.23       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN5715                      | CUSIP: 36186NK40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     531396 | PA      | $471670.20     | 0.00%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583673                      | CUSIP: 36201HMW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        692 | PA      | $686.81        | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506837                      | CUSIP: 36211ABE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        695 | PA      | $713.52        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748410                      | CUSIP: 3620C4N30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25598 | PA      | $23007.98      | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738019                      | CUSIP: 3620AR4C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17110 | PA      | $16806.38      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616033                      | CUSIP: 36290SLN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140393 | PA      | $140882.34     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618874                      | CUSIP: 36290VQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61885 | PA      | $62738.95      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608754                      | CUSIP: 36202TH74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10720 | PA      | $10881.35      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626339                      | CUSIP: 36291EZC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194111 | PA      | $196756.71     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746140                      | CUSIP: 3620C14Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16180 | PA      | $15568.11      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462683                      | CUSIP: 36208V6U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4568 | PA      | $4688.86       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484125                      | CUSIP: 36209WYW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         89 | PA      | $90.99         | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60466                      | CUSIP: 31335AQT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      52095 | PA      | $50921.32      | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606884                      | CUSIP: 36201YFZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51171 | PA      | $51903.72      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612773                      | CUSIP: 36202XXA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23465 | PA      | $23541.17      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9306                      | CUSIP: 36180NKT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98698 | PA      | $88676.40      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433684                      | CUSIP: 36207JXM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3927 | PA      | $4030.60       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN5750                      | CUSIP: 36186NL72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     190513 | PA      | $169354.47     | 0.00%             | 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        |     127729 | PA      | $113127.36     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632860                      | CUSIP: 36291NB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2606 | PA      | $2644.02       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584172                      | CUSIP: 36201H6H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2836 | PA      | $2850.05       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743799                      | CUSIP: 3620AYKL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94359 | PA      | $92622.89      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621406                      | CUSIP: 36290YKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58396 | PA      | $58636.58      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600199                      | CUSIP: 36200FX45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8430 | PA      | $8464.38       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 398412                      | CUSIP: 36205RR90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2034 | PA      | $2087.85       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763854                      | CUSIP: 36176EMB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     606555 | PA      | $544519.42     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703525                      | CUSIP: 36296WSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1302 | PA      | $1272.05       | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0385                      | CUSIP: 36177WNA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     290861 | PA      | $274686.70     | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621835                      | CUSIP: 36290YY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5129 | PA      | $5201.30       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7879                      | CUSIP: 36179WXG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     436948 | PA      | $335775.65     | 0.00%             | 2052-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G61372                      | CUSIP: 31335BQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     128149 | PA      | $116592.01     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794811                      | CUSIP: 36177PKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35335 | PA      | $35476.32      | 0.00%             | 2042-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597862                      | CUSIP: 36200DFB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10428 | PA      | $10562.56      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503761                      | CUSIP: 36210VTS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3752 | PA      | $3851.28       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637819                      | CUSIP: 36291TSG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        858 | PA      | $861.79        | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606835                      | CUSIP: 36201YEG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19931 | PA      | $20216.76      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607743                      | CUSIP: 36202SEQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11759 | PA      | $11933.01      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554992                      | CUSIP: 36213HRM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7046 | PA      | $7122.49       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613763                      | CUSIP: 36290NZ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26004 | PA      | $26371.41      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590185                      | CUSIP: 36201QUJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4697 | PA      | $4808.15       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736558                      | CUSIP: 3620AQJB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27028 | PA      | $27144.82      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723002                      | CUSIP: 3620A9GK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29985 | PA      | $29456.15      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607728                      | CUSIP: 36202SD96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1313 | PA      | $1348.21       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547031                      | CUSIP: 36212XVY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5520 | PA      | $5666.06       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666391                      | CUSIP: 36295CKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160065 | PA      | $143811.89     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437088                      | CUSIP: 36207NRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4029 | PA      | $4135.81       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 700226                      | CUSIP: 36296S4K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5614 | PA      | $5638.46       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500599                      | CUSIP: 36210SDC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4292 | PA      | $4352.21       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486792                      | CUSIP: 36210AXV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4441 | PA      | $4460.06       | 0.00%             | 2028-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637369                      | CUSIP: 36291TCE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9113 | PA      | $9381.31       | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8233                      | CUSIP: 36178GEE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42683 | PA      | $39679.80      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 2671                        | CUSIP: 36202C6G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12800 | PA      | $12979.91      | 0.00%             | 2028-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548804                      | CUSIP: 36213AU51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3234 | PA      | $3274.62       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580797                      | CUSIP: 36201EGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37807 | PA      | $37369.21      | 0.00%             | 2035-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA9222                      | CUSIP: 36178HG71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69817 | PA      | $64737.88      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578265                      | CUSIP: 36201BMN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17804 | PA      | $18064.63      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581490                      | CUSIP: 36201E7B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1303 | PA      | $1322.81       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552159                      | CUSIP: 36213EMG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10185 | PA      | $10459.79      | 0.00%             | 2031-11-15      | 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        |       2991 | PA      | $3032.92       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650464                      | CUSIP: 36292JTV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1544 | PA      | $1569.99       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570671                      | CUSIP: 36200R6G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1465 | PA      | $1504.08       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698117                      | CUSIP: 36296QSE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13873 | PA      | $13633.51      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571956                      | CUSIP: 36200TMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        507 | PA      | $518.81        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5897                      | CUSIP: 36178DRS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1075945 | PA      | $967092.13     | 0.01%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2157                      | CUSIP: 36177YME3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22474 | PA      | $20251.17      | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5202                        | CUSIP: 36202FX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64148 | PA      | $59513.53      | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607262                      | CUSIP: 36201YTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4988 | PA      | $5006.50       | 0.00%             | 2033-09-15      | 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        |     187833 | PA      | $188471.68     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 662504                      | CUSIP: 36294XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78226 | PA      | $79687.77      | 0.00%             | 2037-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5682                      | CUSIP: 36184CJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     382695 | PA      | $340064.58     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628025                      | CUSIP: 36291GVS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1960 | PA      | $1987.32       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618451                      | CUSIP: 36290VBU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165076 | PA      | $162121.14     | 0.00%             | 2041-09-15      | 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        |      15641 | PA      | $15708.58      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458082                      | CUSIP: 36208Q2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2687 | PA      | $2724.76       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772152                      | CUSIP: 36176PTH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77024 | PA      | $73868.39      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638477                      | CUSIP: 36291UJW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94432 | PA      | $96169.57      | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606705                      | CUSIP: 36201YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50157 | PA      | $50954.05      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598709                      | CUSIP: 36200EDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2166 | PA      | $2173.40       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8392                      | CUSIP: 36178VKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     179453 | PA      | $159135.32     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603093                      | CUSIP: 36200J7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1658 | PA      | $1663.52       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469614                      | CUSIP: 36209EVF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7815 | PA      | $8021.99       | 0.00%             | 2028-10-15      | 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        |        543 | PA      | $557.64        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737657                      | CUSIP: 3620ARQJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35539 | PA      | $34912.88      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485158                      | CUSIP: 36209X5T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5921 | PA      | $6004.58       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638896                      | CUSIP: 36291UXZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47686 | PA      | $48502.70      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501493                      | CUSIP: 36210TC61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        215 | PA      | $218.17        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749258                      | CUSIP: 3620C5MF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     238448 | PA      | $232659.08     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643347                      | CUSIP: 36292AWG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3384 | PA      | $3398.84       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482837                      | CUSIP: 36209VLS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         73 | PA      | $74.90         | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9515                      | CUSIP: 36179KSC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     276431 | PA      | $257983.71     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465311                      | CUSIP: 36208Y3U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3111 | PA      | $3192.83       | 0.00%             | 2028-05-15      | 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        |       1124 | PA      | $1154.13       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569058                      | CUSIP: 36200QE75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95036 | PA      | $95416.36      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548266                      | CUSIP: 36213ACB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5958 | PA      | $6054.40       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633481                      | CUSIP: 36291NXJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36934 | PA      | $37530.65      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5657                      | CUSIP: 36178DJA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1505205 | PA      | $1401791.78    | 0.01%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4540                        | CUSIP: 36202FBH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174208 | PA      | $171455.49     | 0.00%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO3464                      | CUSIP: 3617A3Z52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54708 | PA      | $48437.29      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757045                      | CUSIP: 36230RZJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68498 | PA      | $65692.02      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610377                      | CUSIP: 36202VCN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4381 | PA      | $4504.58       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q21699                      | CUSIP: 3132JN3G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     245771 | PA      | $241022.38     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553943                      | CUSIP: 36213GLY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16501 | PA      | $16937.60      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737710                      | CUSIP: 3620ARR78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158613 | PA      | $152143.88     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574100                      | CUSIP: 36200VX57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        821 | PA      | $839.61        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703173                      | CUSIP: 36296WFN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105232 | PA      | $101788.82     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592058                      | CUSIP: 36201SWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61997 | PA      | $62203.01      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646898                      | CUSIP: 36292EUX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20124 | PA      | $20210.32      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3402                        | CUSIP: 36202DX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        951 | PA      | $954.70        | 0.00%             | 2033-06-20      | 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        |      74448 | PA      | $73586.50      | 0.00%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559442                      | CUSIP: 36213NP34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        332 | PA      | $340.57        | 0.00%             | 2031-11-15      | 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        |       1245 | PA      | $1277.42       | 0.00%             | 2028-07-15      | 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        |      16032 | PA      | $16258.16      | 0.00%             | 2028-12-15      | 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        |      12186 | PA      | $12503.95      | 0.00%             | 2033-10-15      | 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        |       2903 | PA      | $2943.48       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3703                        | CUSIP: 36202EDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        521 | PA      | $538.24        | 0.00%             | 2035-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1224                      | CUSIP: 36179NLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2905223 | PA      | $2680544.29    | 0.02%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A88454                      | CUSIP: 312935MB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7272 | PA      | $7173.87       | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482088                      | CUSIP: 36209URH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        880 | PA      | $892.00        | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727851                      | CUSIP: 3620AETG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36220 | PA      | $34778.16      | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491254                      | CUSIP: 36210FWP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1546 | PA      | $1587.05       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q01857                      | CUSIP: 3132GFB22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      74936 | PA      | $75397.81      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506471                      | CUSIP: 36210YT47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2719 | PA      | $2791.10       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487129                      | CUSIP: 36210BEA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        500 | PA      | $500.48        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793457                      | CUSIP: 36177MZX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47297 | PA      | $43143.47      | 0.00%             | 2042-04-15      | 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        |    8215298 | PA      | $7405832.15    | 0.07%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469613                      | CUSIP: 36209EVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6640 | PA      | $6815.43       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618959                      | CUSIP: 36290VTQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7446 | PA      | $7477.21       | 0.00%             | 2034-04-15      | 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        |      15742 | PA      | $15808.78      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641591                      | CUSIP: 36291XXU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8060 | PA      | $8199.42       | 0.00%             | 2035-09-15      | 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        |       3783 | PA      | $3751.21       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8389                      | CUSIP: 36179JKA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     214980 | PA      | $193150.81     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476343                      | CUSIP: 36209NEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3210 | PA      | $3295.02       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618847                      | CUSIP: 36290VP81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26284 | PA      | $26008.49      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644523                      | CUSIP: 36292CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84168 | PA      | $86517.72      | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591935                      | CUSIP: 36201SSY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23258 | PA      | $23567.26      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739373                      | CUSIP: 3620ATMW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60581 | PA      | $59476.06      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2757                      | CUSIP: 36184NB26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106221 | PA      | $100868.88     | 0.00%             | 2045-04-15      | 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        |     513418 | PA      | $494162.29     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0582                      | CUSIP: 36177WUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50356 | PA      | $45528.90      | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634630                      | CUSIP: 36291QA79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15682 | PA      | $15934.44      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552321                      | CUSIP: 36213ESJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6163 | PA      | $6333.06       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698223                      | CUSIP: 36296QVQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78688 | PA      | $75775.18      | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO3465                      | CUSIP: 3617A3Z60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     770222 | PA      | $687585.73     | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635987                      | CUSIP: 36291RRG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10694 | PA      | $10739.14      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AT4121                      | CUSIP: 36194CSJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9444376 | PA      | $8581818.88    | 0.08%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591960                      | CUSIP: 36201STR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62700 | PA      | $63522.00      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4037                        | CUSIP: 36202EPW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1057 | PA      | $1064.09       | 0.00%             | 2037-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492744                      | CUSIP: 36210HLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1279 | PA      | $1312.53       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458023                      | CUSIP: 36208QYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5365 | PA      | $5440.70       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7137                      | CUSIP: 36179V4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16814105 | PA      | $14731930.38   | 0.13%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473107                      | CUSIP: 36209JR45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4117 | PA      | $4226.28       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 523171                      | CUSIP: 36211UFL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21487 | PA      | $21836.25      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471627                      | CUSIP: 36209G4L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1005 | PA      | $1031.76       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734672                      | CUSIP: 3620ANFM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     256944 | PA      | $252469.34     | 0.00%             | 2040-05-15      | 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        |        611 | PA      | $603.96        | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646754                      | CUSIP: 36292EQF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4586 | PA      | $4523.96       | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605802                      | CUSIP: 36201XAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        779 | PA      | $782.08        | 0.00%             | 2034-12-15      | 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        |       2719 | PA      | $2730.49       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4318                      | CUSIP: 36179SYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83479 | PA      | $68395.76      | 0.00%             | 2047-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96389                      | CUSIP: 312945C22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     158279 | PA      | $155964.75     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750239                      | CUSIP: 3620C6PY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19972 | PA      | $19628.81      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776967                      | CUSIP: 36176U6C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     259532 | PA      | $232236.84     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562259                      | CUSIP: 36213RTQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96710 | PA      | $98212.34      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602642                      | CUSIP: 36200JP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16828 | PA      | $17077.32      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766918                      | CUSIP: 36176HYP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124620 | PA      | $115425.66     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553936                      | CUSIP: 36213GLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6777 | PA      | $6959.70       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8705                      | CUSIP: 36178VU66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85557 | PA      | $76837.97      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759184                      | CUSIP: 36230UFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     892502 | PA      | $856102.19     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2760                      | CUSIP: 36178NB57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11459669 | PA      | $10641165.21   | 0.10%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646693                      | CUSIP: 36292ENJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31003 | PA      | $30496.97      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465528                      | CUSIP: 36209AD98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3186 | PA      | $3230.92       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633768                      | CUSIP: 36291PCD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29141 | PA      | $29615.03      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644683                      | CUSIP: 36292CFY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     387349 | PA      | $399215.54     | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626864                      | CUSIP: 36291FMM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17425 | PA      | $17690.27      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708465                      | CUSIP: 36297DCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13744 | PA      | $13804.31      | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738432                      | CUSIP: 3620ASLM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1219 | PA      | $1170.80       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575390                      | CUSIP: 36200XF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14090 | PA      | $14484.08      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611554                      | CUSIP: 36202WMB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5722 | PA      | $5808.08       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740141                      | CUSIP: 3620AUHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31327 | PA      | $29998.61      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AE5433                      | CUSIP: 36180YBA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2336787 | PA      | $2162443.79    | 0.02%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472038                      | CUSIP: 36209HLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6804 | PA      | $6984.03       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AT8084                      | CUSIP: 36194G6V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     456585 | PA      | $415100.41     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638703                      | CUSIP: 36291URY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13558 | PA      | $13616.89      | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546280                      | CUSIP: 36212W2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15230 | PA      | $15405.87      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486760                      | CUSIP: 36210AWV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        289 | PA      | $297.02        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620926                      | CUSIP: 36290XYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2171 | PA      | $2147.53       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541586                      | CUSIP: 36212RUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57533 | PA      | $56909.57      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0159                      | CUSIP: 36177WE89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     434542 | PA      | $407987.92     | 0.00%             | 2042-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563510                      | CUSIP: 36213TAK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4106 | PA      | $4122.93       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474638                      | CUSIP: 36209LHP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9804 | PA      | $10063.13      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554790                      | CUSIP: 36213HKB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10235 | PA      | $10505.97      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627354                      | CUSIP: 36291F5P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36551 | PA      | $36701.41      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694343                      | CUSIP: 36296LLY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174905 | PA      | $171783.23     | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553353                      | CUSIP: 36213FWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200173 | PA      | $200887.50     | 0.00%             | 2033-07-15      | 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        |     900779 | PA      | $835018.10     | 0.01%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506486                      | CUSIP: 36210YUK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1518 | PA      | $1539.57       | 0.00%             | 2029-04-15      | 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        |       3803 | PA      | $3900.49       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705430                      | CUSIP: 36296YVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40897 | PA      | $40193.20      | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q54702                      | CUSIP: 3132XXGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     105046 | PA      | $95572.59      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606474                      | CUSIP: 36201XXB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53267 | PA      | $53956.23      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476364                      | CUSIP: 36209NFD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7759 | PA      | $7868.31       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606887                      | CUSIP: 36201YF43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20428 | PA      | $20696.01      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616578                      | CUSIP: 36290S6P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5796 | PA      | $5891.57       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794143                      | CUSIP: 36177NS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18890 | PA      | $17472.17      | 0.00%             | 2042-05-15      | 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        |      13032 | PA      | $12467.54      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2017-108 AZ                | CUSIP: 3136B0SG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1675528 | PA      | $1281403.52    | 0.01%             | 2058-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745164                      | CUSIP: 3620C0Z50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22045 | PA      | $22140.22      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726017                      | CUSIP: 3620ACSE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161006 | PA      | $158213.48     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591917                      | CUSIP: 36201SSE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        969 | PA      | $981.46        | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3413                        | CUSIP: 36202DYJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6660 | PA      | $6590.41       | 0.00%             | 2033-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 714583                      | CUSIP: 36297K2Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49277 | PA      | $49591.57      | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588363                      | CUSIP: 36201NTU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4642 | PA      | $4682.30       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592734                      | CUSIP: 36201TPT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15989 | PA      | $16193.05      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493034                      | CUSIP: 36210HV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2832 | PA      | $2871.83       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481159                      | CUSIP: 36209TQL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2990 | PA      | $3032.00       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608259                      | CUSIP: 36202SWU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39515 | PA      | $39075.14      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495899                      | CUSIP: 36210L3G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2373 | PA      | $2406.21       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783406                      | CUSIP: 36241LYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     378721 | PA      | $380362.51     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796306                      | CUSIP: 36177RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12685 | PA      | $12509.00      | 0.00%             | 2027-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445958                      | CUSIP: 36207YMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6002 | PA      | $6086.68       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554978                      | CUSIP: 36213HQ77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        135 | PA      | $134.50        | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 693641                      | CUSIP: 36296KS60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31346 | PA      | $31935.76      | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612810                      | CUSIP: 36202XYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12160 | PA      | $12334.15      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615620                      | CUSIP: 36290R4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     252412 | PA      | $249639.84     | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8562                      | CUSIP: 36178GQP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     190679 | PA      | $177900.33     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585133                      | CUSIP: 36201KBA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1184 | PA      | $1188.01       | 0.00%             | 2033-01-15      | 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        |       5018 | PA      | $5133.39       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770470                      | CUSIP: 36176MW74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19467 | PA      | $19100.85      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550760                      | CUSIP: 36213CZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30105 | PA      | $31051.23      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 671480                      | CUSIP: 36295H6R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4303 | PA      | $4406.90       | 0.00%             | 2037-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446021                      | CUSIP: 36207YPE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44442 | PA      | $44993.12      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 409695                      | CUSIP: 36206FC83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17532 | PA      | $17736.97      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565367                      | CUSIP: 36213VCC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5999 | PA      | $6157.78       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567971                      | CUSIP: 36213X6G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49350 | PA      | $50031.51      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608147                      | CUSIP: 36202STC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27833 | PA      | $27918.10      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4778                      | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   64427850 | PA      | $58644309.67   | 0.53%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486544                      | CUSIP: 36210AP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1910 | PA      | $1937.27       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560055                      | CUSIP: 36213PE49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2439 | PA      | $2503.37       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553471                      | CUSIP: 36213F2C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18362 | PA      | $17007.08      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767047                      | CUSIP: 36176H5G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     439269 | PA      | $393070.69     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612936                      | CUSIP: 36202X4V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23868 | PA      | $24160.40      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608223                      | CUSIP: 36202SVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34181 | PA      | $34294.18      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480074                      | CUSIP: 36209SJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3672 | PA      | $3768.63       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2144                      | CUSIP: 36179QLZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43666 | PA      | $34844.36      | 0.00%             | 2044-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8195                      | CUSIP: 36179XC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     356444 | PA      | $273912.11     | 0.00%             | 2051-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 367098                      | CUSIP: 36204DX38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65954 | PA      | $63264.12      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703201                      | CUSIP: 36296WGJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32736 | PA      | $31427.70      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483661                      | CUSIP: 36209WJE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1373 | PA      | $1409.21       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698373                      | CUSIP: 36296Q2E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102050 | PA      | $95756.92      | 0.00%             | 2039-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704993                      | CUSIP: 36296YGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3325 | PA      | $3264.90       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782749                      | CUSIP: 36241LBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9415 | PA      | $9455.94       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572096                      | CUSIP: 36200TRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35523 | PA      | $35652.35      | 0.00%             | 2034-03-15      | 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        |     227470 | PA      | $228450.93     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4437                      | CUSIP: 36178B4W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26329 | PA      | $23694.72      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616210                      | CUSIP: 36290SR78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29167 | PA      | $29614.32      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697076                      | CUSIP: 36296PMZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13657 | PA      | $13421.32      | 0.00%             | 2039-06-15      | 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        |      80821 | PA      | $79276.20      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476625                      | CUSIP: 36209NPJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4387 | PA      | $4502.77       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583052                      | CUSIP: 36201GWM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1079 | PA      | $1096.44       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464166                      | CUSIP: 36208XTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2337 | PA      | $2399.22       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457062                      | CUSIP: 36208PWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8165 | PA      | $8279.83       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562322                      | CUSIP: 36213RVP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        983 | PA      | $995.81        | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694358                      | CUSIP: 36296LMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38759 | PA      | $38049.58      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783471                      | CUSIP: 36241L2C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18151 | PA      | $17431.41      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456921                      | CUSIP: 36208PSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5313 | PA      | $5453.39       | 0.00%             | 2028-06-15      | 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        |       7401 | PA      | $7505.63       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631188                      | CUSIP: 36291LF59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        616 | PA      | $616.17        | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507152                      | CUSIP: 36211AL95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        440 | PA      | $451.20        | 0.00%             | 2029-04-15      | 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        |       4274 | PA      | $4386.66       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612879                      | CUSIP: 36202X2L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25335 | PA      | $25635.89      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769697                      | CUSIP: 36176L3E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277949 | PA      | $259560.13     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697957                      | CUSIP: 36296QME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2141 | PA      | $2105.32       | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631336                      | CUSIP: 36291LLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11208 | PA      | $11551.53      | 0.00%             | 2035-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595802                      | CUSIP: 36200A3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42200 | PA      | $42708.58      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6601                      | CUSIP: 36179VKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5900204 | PA      | $5499197.40    | 0.05%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487064                      | CUSIP: 36210BB95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15654 | PA      | $15905.51      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640205                      | CUSIP: 36291WGN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2378 | PA      | $2387.73       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706808                      | CUSIP: 36297BGR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     326938 | PA      | $320690.48     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652205                      | CUSIP: 36292LR22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163621 | PA      | $168790.92     | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-46 JE                 | CUSIP: 38379WAW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1113986 | PA      | $1022652.90    | 0.01%             | 2045-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434239                      | CUSIP: 36207KLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        841 | PA      | $862.92        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726268                      | CUSIP: 3620ACZ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6955 | PA      | $6839.39       | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615829                      | CUSIP: 36290SEA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109619 | PA      | $110001.19     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 450465                      | CUSIP: 36208GMN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        714 | PA      | $732.37        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589431                      | CUSIP: 36201PY41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7296 | PA      | $7414.76       | 0.00%             | 2035-02-15      | 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        |       5276 | PA      | $5350.39       | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645854                      | CUSIP: 36292DQF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16624 | PA      | $17113.46      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567878                      | CUSIP: 36213X2K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3291 | PA      | $3377.77       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735222                      | CUSIP: 3620ANYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54044 | PA      | $51780.94      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656350                      | CUSIP: 36294QEX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7400 | PA      | $7536.74       | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487067                      | CUSIP: 36210BCC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1033 | PA      | $1047.28       | 0.00%             | 2029-04-15      | 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        |       3865 | PA      | $3919.35       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781274                      | CUSIP: 36225BMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2216 | PA      | $2274.43       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575978                      | CUSIP: 36200X2K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5030 | PA      | $5094.33       | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602388                      | CUSIP: 36200JF54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9758 | PA      | $9796.94       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742988                      | CUSIP: 3620AXND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     282137 | PA      | $270169.15     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594139                      | CUSIP: 36201VBG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8688 | PA      | $8721.57       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594107                      | CUSIP: 36201VAG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40111 | PA      | $40250.89      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0392                      | CUSIP: 36179MNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19154665 | PA      | $17724244.72   | 0.16%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493840                      | CUSIP: 36210JS58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5777 | PA      | $5858.08       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723234                      | CUSIP: 3620A9PT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53534 | PA      | $52620.90      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5332                        | CUSIP: 36202F4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3481460 | PA      | $3328526.80    | 0.03%             | 2042-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q25472                      | CUSIP: 3132M5W99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10846 | PA      | $10627.27      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570125                      | CUSIP: 36200RLE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1715 | PA      | $1726.55       | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4718                      | CUSIP: 36179TG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23246735 | PA      | $20535061.76   | 0.19%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626016                      | CUSIP: 36291EN98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22490 | PA      | $23132.06      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 424185                      | CUSIP: 36206XF24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         88 | PA      | $88.19         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759238                      | CUSIP: 36230UHP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59826 | PA      | $58700.04      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464332                      | CUSIP: 36208XY54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2592 | PA      | $2660.77       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3319                        | CUSIP: 36202DVL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        581 | PA      | $584.01        | 0.00%             | 2032-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566484                      | CUSIP: 36213WJ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16867 | PA      | $17116.74      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737673                      | CUSIP: 3620ARQ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24076 | PA      | $23641.54      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625954                      | CUSIP: 36291EMB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32419 | PA      | $32919.48      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676407                      | CUSIP: 36295PNY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38520 | PA      | $39246.01      | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594145                      | CUSIP: 36201VBN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59470 | PA      | $59652.87      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498372                      | CUSIP: 36210PT53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        354 | PA      | $362.87        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3359                        | CUSIP: 36202DWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4423 | PA      | $4441.99       | 0.00%             | 2033-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619663                      | CUSIP: 36290WML3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58139 | PA      | $58373.39      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705906                      | CUSIP: 36297AGP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1435682 | PA      | $1374783.73    | 0.01%             | 2041-02-15      | 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        |     156690 | PA      | $150498.46     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550886                      | CUSIP: 36213C6X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        430 | PA      | $425.75        | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93473                      | CUSIP: 3129412E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24010 | PA      | $24159.18      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM5010                      | CUSIP: 3140J9R86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   59344001 | PA      | $54478113.79   | 0.49%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610850                      | CUSIP: 36202VTF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48352 | PA      | $49061.26      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626533                      | CUSIP: 36291FBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34295 | PA      | $34840.28      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4901                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   58156467 | PA      | $54603694.14   | 0.49%             | 2047-12-20      | 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        |    2151613 | PA      | $1850325.32    | 0.02%             | 2047-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3246                      | CUSIP: 36179RTB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53702 | PA      | $52365.22      | 0.00%             | 2045-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626871                      | CUSIP: 36291FMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44981 | PA      | $45168.35      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499379                      | CUSIP: 36210QXG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3233 | PA      | $3318.52       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0223                      | CUSIP: 36179MG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72925 | PA      | $73396.04      | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433994                      | CUSIP: 36207KC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2494 | PA      | $2529.09       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502974                      | CUSIP: 36210UXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7826 | PA      | $7936.31       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4813                      | CUSIP: 3617BLK24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24886 | PA      | $22554.95      | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625644                      | CUSIP: 36291EBM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39003 | PA      | $39619.96      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741579                      | CUSIP: 3620AV2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55266 | PA      | $54327.92      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572470                      | CUSIP: 36200T6F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10642 | PA      | $10792.44      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726439                      | CUSIP: 3620ADBG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103146 | PA      | $103590.59     | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781660                      | CUSIP: 36225BZZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23011 | PA      | $23619.56      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6412                      | CUSIP: 36179VDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41263 | PA      | $39849.70      | 0.00%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463313                      | CUSIP: 36208WVE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9783 | PA      | $9930.99       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573430                      | CUSIP: 36200VA78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3939 | PA      | $4014.39       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617026                      | CUSIP: 36290TPK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1679 | PA      | $1707.35       | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645813                      | CUSIP: 36292DN65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8593 | PA      | $8739.22       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760345                      | CUSIP: 36176AP60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     577546 | PA      | $536294.76     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749207                      | CUSIP: 3620C5KU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     599012 | PA      | $573496.62     | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619518                      | CUSIP: 36290WG30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5621 | PA      | $5703.12       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743012                      | CUSIP: 3620AXN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     475044 | PA      | $454808.80     | 0.00%             | 2041-02-15      | 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        |      92312 | PA      | $88462.75      | 0.00%             | 2041-08-15      | 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        |      64918 | PA      | $63623.11      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757570                      | CUSIP: 36230SMT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11445 | PA      | $10636.81      | 0.00%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711043                      | CUSIP: 36297F5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38700 | PA      | $38029.08      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464127                      | CUSIP: 36208XSQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        809 | PA      | $830.57        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q55617                      | CUSIP: 3132XYG35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58687 | PA      | $53394.85      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537464                      | CUSIP: 36212MB99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        304 | PA      | $311.97        | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5181                        | CUSIP: 36202FXJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     502461 | PA      | $466562.02     | 0.00%             | 2041-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603497                      | CUSIP: 36200KNN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16642 | PA      | $17053.55      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722035                      | CUSIP: 3620A8EG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     677141 | PA      | $606167.66     | 0.01%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434228                      | CUSIP: 36207KLH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        931 | PA      | $955.74        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737454                      | CUSIP: 3620ARH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9108 | PA      | $9147.18       | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612961                      | CUSIP: 36202X5W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28686 | PA      | $29087.28      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636826                      | CUSIP: 36291SPK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29790 | PA      | $30271.98      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628120                      | CUSIP: 36291GYR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15914 | PA      | $15978.53      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60321                      | CUSIP: 31335ALA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1238505 | PA      | $1217490.39    | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615607                      | CUSIP: 36290R3Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60987 | PA      | $61173.84      | 0.00%             | 2033-09-15      | 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        |        333 | PA      | $334.30        | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL3635                      | CUSIP: 3140HVBD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1634875 | PA      | $1436118.67    | 0.01%             | 2034-08-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631612                      | CUSIP: 36291LVD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36114 | PA      | $37157.73      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606846                      | CUSIP: 36201YET9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14121 | PA      | $14316.37      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554815                      | CUSIP: 36213HK40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4552 | PA      | $4647.03       | 0.00%             | 2031-05-15      | 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        |       2147 | PA      | $2203.63       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462362                      | CUSIP: 36208VTT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4083 | PA      | $4191.22       | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497310                      | CUSIP: 36210NN39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10249 | PA      | $10519.64      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6031                      | CUSIP: 36178DVY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20918 | PA      | $19584.47      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737837                      | CUSIP: 3620ARV65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22237 | PA      | $21305.43      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704260                      | CUSIP: 36296XMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     434851 | PA      | $427984.34     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512235                      | CUSIP: 36211GBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        227 | PA      | $233.15        | 0.00%             | 2029-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752093                      | CUSIP: 36230LKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26345 | PA      | $23709.30      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496251                      | CUSIP: 36210MH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1569 | PA      | $1610.65       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2753                      | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4012157 | PA      | $3594745.65    | 0.03%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732893                      | CUSIP: 3620ALGA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16699 | PA      | $16762.26      | 0.00%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580662                      | CUSIP: 36201EB74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17650 | PA      | $18062.42      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Natixis SA                                                    | NATIXIS TRIPARTY TR            | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Long             | RA               | CORP              | US        |   35600000 | PA      | $35600000.00   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474160                      | CUSIP: 36209KWV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7256 | PA      | $7447.55       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728958                      | CUSIP: 3620AFZX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     301540 | PA      | $296121.68     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649524                      | CUSIP: 36292HSM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45562 | PA      | $45755.87      | 0.00%             | 2035-11-15      | 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        |      10142 | PA      | $10203.54      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592169                      | CUSIP: 36201S2A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20209 | PA      | $20518.90      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4881                        | CUSIP: 36202FM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9964 | PA      | $9275.55       | 0.00%             | 2040-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486876                      | CUSIP: 36210A2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        852 | PA      | $864.00        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6688                      | CUSIP: 36178END7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62235 | PA      | $56054.84      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633182                      | CUSIP: 36291NM73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125274 | PA      | $127131.19     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624235                      | CUSIP: 36291CPU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3220 | PA      | $3254.01       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613822                      | CUSIP: 36290N4F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7244 | PA      | $7342.90       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620179                      | CUSIP: 36290W6Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6018 | PA      | $6109.27       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721249                      | CUSIP: 3620A7H24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255766 | PA      | $251136.66     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676542                      | CUSIP: 36295PS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6677 | PA      | $6731.19       | 0.00%             | 2037-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723132                      | CUSIP: 3620A9LM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24055 | PA      | $23021.60      | 0.00%             | 2042-06-15      | 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        |     140945 | PA      | $138365.42     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0155                      | CUSIP: 36179ME48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63381 | PA      | $60573.97      | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642437                      | CUSIP: 36291YV61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18256 | PA      | $18333.31      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638162                      | CUSIP: 36291T5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67207 | PA      | $68146.75      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493532                      | CUSIP: 36210JHH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8964 | PA      | $9090.18       | 0.00%             | 2029-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698340                      | CUSIP: 36296QZD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3748 | PA      | $3764.06       | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452792                      | CUSIP: 36208J7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4515 | PA      | $4634.82       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648269                      | CUSIP: 36292GFJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18826 | PA      | $18907.53      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3690                        | CUSIP: 36202EC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49297 | PA      | $49576.27      | 0.00%             | 2035-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445915                      | CUSIP: 36207YK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19135 | PA      | $19405.05      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0784                      | CUSIP: 36179M2R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1562970 | PA      | $1492815.51    | 0.01%             | 2043-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449548                      | CUSIP: 36208FL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3610 | PA      | $3661.36       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783281                      | CUSIP: 36241LUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69811 | PA      | $68600.45      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610609                      | CUSIP: 36202VKW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16024 | PA      | $16280.23      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449556                      | CUSIP: 36208FMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        159 | PA      | $162.78        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97666                      | CUSIP: 312946QT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10301 | PA      | $10151.06      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567307                      | CUSIP: 36213XGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7784 | PA      | $7998.79       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618883                      | CUSIP: 36290VRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11587 | PA      | $11633.67      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777607                      | CUSIP: 36176VU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     237031 | PA      | $230688.43     | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548265                      | CUSIP: 36213ACA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3931 | PA      | $4023.48       | 0.00%             | 2032-01-15      | 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        |        222 | PA      | $228.10        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604712                      | CUSIP: 36200MYH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16992 | PA      | $17050.32      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638133                      | CUSIP: 36291T4S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26780 | PA      | $27131.15      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4771                        | CUSIP: 36202FJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3364 | PA      | $3308.50       | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783268                      | CUSIP: 36241LTZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34625 | PA      | $35244.88      | 0.00%             | 2040-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520163                      | CUSIP: 36211QZ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11437 | PA      | $11625.33      | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646713                      | CUSIP: 36292EN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21482 | PA      | $21575.29      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625095                      | CUSIP: 36291DNL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21894 | PA      | $22215.19      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603397                      | CUSIP: 36200KKJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23900 | PA      | $24444.97      | 0.00%             | 2033-01-15      | 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        |      16395 | PA      | $16828.35      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9109                      | CUSIP: 36180NDN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4591310 | PA      | $4128511.88    | 0.04%             | 2043-05-15      | 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        |     163916 | PA      | $147332.33     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449546                      | CUSIP: 36208FL32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        386 | PA      | $396.65        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631174                      | CUSIP: 36291LFP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86266 | PA      | $86623.25      | 0.00%             | 2035-01-15      | 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        |       7213 | PA      | $7257.30       | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580790                      | CUSIP: 36201EF70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39702 | PA      | $40249.76      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591885                      | CUSIP: 36201SRE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51406 | PA      | $52115.66      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749269                      | CUSIP: 3620C5MS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     650862 | PA      | $622450.66     | 0.01%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783016                      | CUSIP: 36241LK54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3071432 | PA      | $2948242.46    | 0.03%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595292                      | CUSIP: 36200AKD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4846 | PA      | $4913.99       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593944                      | CUSIP: 36201UZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        922 | PA      | $935.32        | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723344                      | CUSIP: 3620A9S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17530 | PA      | $16861.00      | 0.00%             | 2039-09-15      | 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        |     117658 | PA      | $112209.53     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464519                      | CUSIP: 36208YAU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4364 | PA      | $4425.94       | 0.00%             | 2029-01-15      | 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        |       5098 | PA      | $5213.95       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756321                      | CUSIP: 36230RAW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1524616 | PA      | $1496613.40    | 0.01%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711064                      | CUSIP: 36297F5Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84934 | PA      | $83497.32      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793119                      | CUSIP: 36177MPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101453 | PA      | $94099.54      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598149                      | CUSIP: 36200DQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11266 | PA      | $11434.42      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764905                      | CUSIP: 36176FR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19971 | PA      | $18565.86      | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434205                      | CUSIP: 36207KKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        735 | PA      | $754.36        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644998                      | CUSIP: 36292CRT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23348 | PA      | $23736.58      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724702                      | CUSIP: 3620ABDF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201243 | PA      | $197202.79     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621646                      | CUSIP: 36290YTB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1411 | PA      | $1413.99       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96312                      | CUSIP: 312945AM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3186 | PA      | $3059.23       | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588323                      | CUSIP: 36201NSL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23185 | PA      | $23278.39      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732873                      | CUSIP: 3620ALFN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133048 | PA      | $127475.62     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651777                      | CUSIP: 36292LCN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14118 | PA      | $14178.67      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433705                      | CUSIP: 36207JYA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5142 | PA      | $5278.09       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4746                      | CUSIP: 36179EHX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     496037 | PA      | $458808.74     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458383                      | CUSIP: 36208RFY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4281 | PA      | $4393.89       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4029                        | CUSIP: 36202EPN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2732 | PA      | $2858.80       | 0.00%             | 2037-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605098                      | CUSIP: 36200NGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     321717 | PA      | $322998.33     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2498                      | CUSIP: 36180DX36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     413535 | PA      | $382395.05     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574672                      | CUSIP: 36200WMV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5240 | PA      | $5255.02       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744018                      | CUSIP: 3620AYSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3968 | PA      | $3984.71       | 0.00%             | 2041-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0257                      | CUSIP: 3617A0JA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2222035 | PA      | $1969381.99    | 0.02%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510333                      | CUSIP: 36211D4S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96006 | PA      | $96399.97      | 0.00%             | 2035-01-15      | 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        |      24597 | PA      | $25245.31      | 0.00%             | 2032-10-15      | 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        |      40617 | PA      | $41450.13      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465525                      | CUSIP: 36209AD64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        677 | PA      | $686.09        | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629962                      | CUSIP: 36291JZ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44564 | PA      | $45288.24      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5707                      | CUSIP: 36179FKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     371518 | PA      | $333520.86     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493670                      | CUSIP: 36210JMT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12666 | PA      | $12844.12      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613030                      | CUSIP: 36290NA77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94801 | PA      | $95139.16      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464633                      | CUSIP: 36208YEE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        442 | PA      | $453.95        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641475                      | CUSIP: 36291XT82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1318 | PA      | $1323.73       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612011                      | CUSIP: 36202W3U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11258 | PA      | $11430.63      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2007-6 FB                  | CUSIP: 38375JHW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     937582 | PA      | $924671.77     | 0.01%             | 2037-02-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487130                      | CUSIP: 36210BEB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12703 | PA      | $12881.99      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595800                      | CUSIP: 36200A3H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57800 | PA      | $57053.05      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478693                      | CUSIP: 36209QXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34494 | PA      | $33055.48      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758919                      | CUSIP: 36230T4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61124 | PA      | $60065.31      | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782367                      | CUSIP: 36241KTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        312 | PA      | $317.54        | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA9554                      | CUSIP: 36178HTK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164773 | PA      | $152490.02     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477496                      | CUSIP: 36209PNM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11348 | PA      | $11507.75      | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486858                      | CUSIP: 36210AZX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27679 | PA      | $28140.30      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613052                      | CUSIP: 36290NBV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180660 | PA      | $183246.88     | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457076                      | CUSIP: 36208PXD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6740 | PA      | $6917.85       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457957                      | CUSIP: 36208QWS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3654 | PA      | $3705.82       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555690                      | CUSIP: 36213JKB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        188 | PA      | $191.88        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 775135                      | CUSIP: 36176S4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10653 | PA      | $9877.70       | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736082                      | CUSIP: 3620APXK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105312 | PA      | $103434.37     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4266                        | CUSIP: 36202EW39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        660 | PA      | $676.37        | 0.00%             | 2038-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555414                      | CUSIP: 36213JAP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8799 | PA      | $9031.77       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720054                      | CUSIP: 3620A55P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135703 | PA      | $130657.45     | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93459                      | CUSIP: 312941ZY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31688 | PA      | $31254.51      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594692                      | CUSIP: 36201VUR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12161 | PA      | $12301.00      | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573673                      | CUSIP: 36200VJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13883 | PA      | $14112.35      | 0.00%             | 2032-11-15      | 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        |        383 | PA      | $388.80        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780860                      | CUSIP: 36225A5V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        898 | PA      | $910.64        | 0.00%             | 2028-09-15      | 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        |      19856 | PA      | $20380.65      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741337                      | CUSIP: 3620AVS29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20269 | PA      | $19910.62      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638134                      | CUSIP: 36291T4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7408 | PA      | $7438.06       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605119                      | CUSIP: 36200NG47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1037 | PA      | $1053.62       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552851                      | CUSIP: 36213FEY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75672 | PA      | $77440.88      | 0.00%             | 2032-10-15      | 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        |        550 | PA      | $564.60        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB7246                      | CUSIP: 31417EBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12057 | PA      | $11807.36      | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624165                      | CUSIP: 36291CMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81381 | PA      | $81714.48      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-25

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

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer