# EDGAR Filing Document

**Accession Number:** 0000106444
**File Stem:** 0001752724-23-075082
**Filing Date:** 2023-3
**Character Count:** 5030659
**Document Hash:** 5b131ba97bc396a8dc10175feb56314d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075082.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075082

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD FIXED INCOME SECURITIES FUNDS
- **CENTRAL INDEX KEY:** 0000106444
- **IRS NUMBER:** 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:** 23784187

**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:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $18333378305.34

**Total Liabilities:** $1404922823.26

**Net Assets:** $16928455482.08

**Delayed Delivery Securities:** $1359013300.58

**Cash Not Reported:** $591007801.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1052.41377025 | **1-Year:** -20322.47127844 | **5-Year:** -71473.08583185 | **10-Year:** -177814.75127107 | **30-Year:** -51327.73662050

**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 | 3.85%                | -0.70%               | 2.99%                |
| Class ID C000007087 | 3.84%                | -0.71%               | 2.98%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $289373.53               | $585072385.78                              |
| Month 2  | $-15397474.88            | $-151524150.38                             |
| Month 3  | $-3952809.97             | $466290920.61                              |

**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        |       3571 | PA      | $3565.94       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 666149                      | CUSIP: 36295CBS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22039 | PA      | $22045.32      | 0.00%             | 2037-04-15      | 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        |      81565 | PA      | $85082.34      | 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        |       2162 | PA      | $2120.93       | 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        |       5402 | PA      | $5682.18       | 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        |      23326 | PA      | $23460.57      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 367333                      | CUSIP: 36204EBA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        233 | PA      | $232.48        | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615958                      | CUSIP: 36290SJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1234 | PA      | $1303.71       | 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        |      27816 | PA      | $27812.24      | 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        |         76 | PA      | $75.95         | 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        |      42110 | PA      | $43560.24      | 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        |     142687 | PA      | $146656.02     | 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        |       5003 | PA      | $4956.60       | 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        |       2204 | PA      | $2186.76       | 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        |        717 | PA      | $720.54        | 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        |      55925 | PA      | $56097.45      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 555375                      | CUSIP: 36213H6L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        315 | PA      | $321.41        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610864                      | CUSIP: 36202VTV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122639 | PA      | $126843.81     | 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        |      14887 | PA      | $15054.24      | 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        |      24225 | PA      | $24523.53      | 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        |     407293 | PA      | $430614.66     | 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        |       1620 | PA      | $1633.67       | 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        |     127232 | PA      | $131048.42     | 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        |     332451 | PA      | $336596.95     | 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        |     162678 | PA      | $169602.25     | 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        |       7853 | PA      | $7770.78       | 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        |      64807 | PA      | $69343.83      | 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        |        454 | PA      | $448.63        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 533721                      | CUSIP: 36212G4E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7536 | PA      | $7673.72       | 0.00%             | 2031-04-15      | 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        |      70094 | PA      | $69456.46      | 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        |      57706 | PA      | $57608.03      | 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        |      12813 | PA      | $12587.27      | 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        |      20540 | PA      | $20533.85      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 660060                      | CUSIP: 36294UJD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74897 | PA      | $78127.87      | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 619033                      | CUSIP: 36290VV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3051 | PA      | $3145.16       | 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        |     429855 | PA      | $414717.03     | 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        |      47268 | PA      | $45571.45      | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 485086                      | CUSIP: 36209X2T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17334 | PA      | $18204.08      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0932                      | CUSIP: 36179NA99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7845940 | PA      | $7001182.33    | 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        |       4292 | PA      | $4492.72       | 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        |   26646741 | PA      | $25401685.01   | 0.15%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 352018                      | CUSIP: 36203LAT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        139 | PA      | $140.45        | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 492736                      | CUSIP: 36210HLR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3054 | PA      | $3107.15       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 407968                      | CUSIP: 36206DFH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1092 | PA      | $1081.53       | 0.00%             | 2028-03-15      | 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        |      17499 | PA      | $17679.88      | 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        |      14238 | PA      | $14072.48      | 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        |       3655 | PA      | $3806.62       | 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        |      19631 | PA      | $20811.80      | 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        |      19178 | PA      | $19686.03      | 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        |       8148 | PA      | $8023.69       | 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        |     143929 | PA      | $145966.89     | 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        |     720619 | PA      | $662032.38     | 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        |       4002 | PA      | $4048.61       | 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        |      15033 | PA      | $15377.63      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 385435                      | CUSIP: 36205BEG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        133 | PA      | $132.35        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 3513                        | CUSIP: 36202D3W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3256 | PA      | $3347.44       | 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        |      29519 | PA      | $30853.97      | 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        |      37960 | PA      | $38937.28      | 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        |      69657 | PA      | $67496.75      | 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        |     545615 | PA      | $501312.63     | 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        |     174796 | PA      | $183226.32     | 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        |       9369 | PA      | $10056.88      | 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        |      31132 | PA      | $30831.01      | 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        |      87678 | PA      | $91280.10      | 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        |      72921 | PA      | $72440.62      | 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        |      46068 | PA      | $47299.68      | 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        |      44662 | PA      | $45943.70      | 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        |      37520 | PA      | $39731.30      | 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        |     109678 | PA      | $103589.69     | 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        |     585365 | PA      | $610939.17     | 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        |       4536 | PA      | $4614.58       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 533183                      | CUSIP: 36212GJ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3946 | PA      | $4007.52       | 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        |      10665 | PA      | $11056.95      | 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        |     155219 | PA      | $166045.30     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 640143                      | CUSIP: 36291WEQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23112 | PA      | $23410.21      | 0.00%             | 2035-02-15      | 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        |      65708 | PA      | $69769.32      | 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        |       3626 | PA      | $3584.80       | 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        |      53785 | PA      | $50507.56      | 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        |     145323 | PA      | $133493.42     | 0.00%             | 2043-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 353627                      | CUSIP: 36203MYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        823 | PA      | $821.25        | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 429399                      | CUSIP: 36207D7L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        735 | PA      | $707.52        | 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        |     141743 | PA      | $151045.13     | 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        |       2295 | PA      | $2417.23       | 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        |      58175 | PA      | $59259.08      | 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        |      12499 | PA      | $13368.60      | 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        |      31054 | PA      | $29383.72      | 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        |      66261 | PA      | $66566.60      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 794923                      | CUSIP: 36177PPH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37137 | PA      | $35882.87      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 631559                      | CUSIP: 36291LTQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29425 | PA      | $30236.61      | 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        |       3332 | PA      | $3373.43       | 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        |    2101855 | PA      | $2020380.27    | 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        |       7333 | PA      | $7371.97       | 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        |      54608 | PA      | $53863.03      | 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        |     238293 | PA      | $229335.38     | 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        |       1889 | PA      | $1953.47       | 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        |      63337 | PA      | $64389.74      | 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        |    1002059 | PA      | $1032092.66    | 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        |      18954 | PA      | $18936.46      | 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        |      68305 | PA      | $58345.17      | 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        |       4464 | PA      | $4459.08       | 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        |      14732 | PA      | $14903.33      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782373                      | CUSIP: 36241KT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61315 | PA      | $59470.85      | 0.00%             | 2038-07-15      | 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        |       7046 | PA      | $7045.61       | 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        |      62662 | PA      | $66532.92      | 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        |      15923 | PA      | $16008.12      | 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        |      13872 | PA      | $14156.88      | 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        |      29296 | PA      | $29878.44      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AL2588                      | CUSIP: 36183X2V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2282967 | PA      | $2115353.38    | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4746                        | CUSIP: 36202FHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7219273 | PA      | $7369752.42    | 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        |     138420 | PA      | $127163.93     | 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        |      71289 | PA      | $72792.09      | 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        |       6067 | PA      | $6121.15       | 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        |       5398 | PA      | $5661.56       | 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        |     302122 | PA      | $309124.25     | 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        |       4784 | PA      | $5034.32       | 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        |      78605 | PA      | $78481.55      | 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        |    2644702 | PA      | $2613511.46    | 0.02%             | 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        |      89232 | PA      | $89985.52      | 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        |       9018 | PA      | $9029.87       | 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        |       2032 | PA      | $1997.89       | 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        |      37122 | PA      | $36583.19      | 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        |     187119 | PA      | $176412.89     | 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        |     370983 | PA      | $367125.53     | 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        |      12573 | PA      | $12446.76      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 463972                      | CUSIP: 36208XMV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1567 | PA      | $1583.22       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474654                      | CUSIP: 36209LH74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3735 | PA      | $3753.19       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 566480                      | CUSIP: 36213WJZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75838 | PA      | $75576.43      | 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        |      53235 | PA      | $54532.96      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 510947                      | CUSIP: 36211ETC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2566 | PA      | $2578.86       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610195                      | CUSIP: 36202U3C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11859 | PA      | $11953.47      | 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        |      12517 | PA      | $13063.20      | 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        |       4248 | PA      | $4372.82       | 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        |      98550 | PA      | $106143.69     | 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        |     186417 | PA      | $180441.60     | 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        |      28697 | PA      | $28886.09      | 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        |      14243 | PA      | $14139.94      | 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        |       9832 | PA      | $10230.27      | 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        |      57078 | PA      | $52768.23      | 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        |     329858 | PA      | $341281.83     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670179                      | CUSIP: 36295GQ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69507 | PA      | $71351.29      | 0.00%             | 2039-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 580308                      | CUSIP: 36201DU91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        928 | PA      | $926.26        | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 367088                      | CUSIP: 36204DXR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     847489 | PA      | $843927.28     | 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        |       6446 | PA      | $6482.84       | 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        |       6626 | PA      | $6843.88       | 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        |       2549 | PA      | $2646.61       | 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        |       4584 | PA      | $4741.62       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 614594                      | CUSIP: 36290QXX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1177 | PA      | $1226.81       | 0.00%             | 2033-05-15      | 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        |   15196975 | PA      | $13204280.94   | 0.08%             | 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        |     211092 | PA      | $190737.98     | 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        |       6641 | PA      | $6938.12       | 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        |      18365 | PA      | $18555.27      | 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        |       4139 | PA      | $4338.07       | 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        |     187399 | PA      | $182833.41     | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 666426                      | CUSIP: 36295CLF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6268 | PA      | $5837.34       | 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        |      11034 | PA      | $11169.37      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 484421                      | CUSIP: 36209XD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3752 | PA      | $3708.78       | 0.00%             | 2028-09-15      | 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        |    2316428 | PA      | $2188296.59    | 0.01%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 493350                      | CUSIP: 36210JBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6675 | PA      | $6677.90       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 639117                      | CUSIP: 36291VAS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116732 | PA      | $120701.64     | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 484051                      | CUSIP: 36209WWL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        477 | PA      | $476.67        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 496221                      | CUSIP: 36210MG62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10493 | PA      | $10562.10      | 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        |      37675 | PA      | $37365.31      | 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        |     143093 | PA      | $143423.12     | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 583666                      | CUSIP: 36201HMP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23446 | PA      | $24247.63      | 0.00%             | 2033-04-15      | 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        |      11609 | PA      | $11652.22      | 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        |       3747 | PA      | $3849.07       | 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        |      22479 | PA      | $22817.71      | 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        |     129001 | PA      | $135890.91     | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 436258                      | CUSIP: 36207MTP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1902 | PA      | $1900.58       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 613815                      | CUSIP: 36290N3Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6887 | PA      | $7088.90       | 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        |     152864 | PA      | $147835.82     | 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        |     552963 | PA      | $552447.35     | 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        |      83795 | PA      | $83449.73      | 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        |    1391370 | PA      | $1346476.93    | 0.01%             | 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        |     605219 | PA      | $579268.87     | 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        |      21033 | PA      | $22452.46      | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 193708                      | CUSIP: 36217HDM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         84 | PA      | $84.78         | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 552967                      | CUSIP: 36213FJL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1694 | PA      | $1710.27       | 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        |       5651 | PA      | $6008.61       | 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        |       3180 | PA      | $3319.21       | 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        |     482036 | PA      | $503009.67     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 594764                      | CUSIP: 36201VWZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25924 | PA      | $26727.41      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 539286                      | CUSIP: 36212PCX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     296295 | PA      | $286380.74     | 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        |      22837 | PA      | $24183.68      | 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        |      26733 | PA      | $27265.99      | 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        |      18083 | PA      | $17254.54      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783024                      | CUSIP: 36241LLD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10869 | PA      | $11336.12      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 631765                      | CUSIP: 36291LZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72308 | PA      | $77037.09      | 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        |       4575 | PA      | $4895.05       | 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        |      11825 | PA      | $12280.67      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BU7349                      | CUSIP: 3140M9EX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3343420 | PA      | $3170900.24    | 0.02%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 685831                      | CUSIP: 36296A4Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37968 | PA      | $38027.95      | 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        |   18204650 | PA      | $14691584.35   | 0.09%             | 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        |       1480 | PA      | $1463.07       | 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        |         73 | PA      | $71.04         | 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        |     336324 | PA      | $307851.72     | 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        |       1949 | PA      | $1984.89       | 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        |     276807 | PA      | $259599.80     | 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        |     101189 | PA      | $107148.85     | 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        |      38668 | PA      | $37385.63      | 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        |      53159 | PA      | $54026.22      | 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        |      12386 | PA      | $12424.42      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 780354                      | CUSIP: 36225AMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        115 | PA      | $114.79        | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN BC3808                      | CUSIP: 3617B7GR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     614190 | PA      | $587984.90     | 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        |      27800 | PA      | $28752.10      | 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        |      19719 | PA      | $19503.58      | 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        |      45866 | PA      | $48722.91      | 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        |     517886 | PA      | $531838.10     | 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        |      13201 | PA      | $12967.89      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 383694                      | CUSIP: 36204YGB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4990 | PA      | $4972.40       | 0.00%             | 2024-04-15      | 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        |      63098 | PA      | $66054.54      | 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        |      59801 | PA      | $61872.24      | 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        |      64191 | PA      | $66182.41      | 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        |       9910 | PA      | $10123.45      | 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        |       6889 | PA      | $6844.97       | 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        |       7248 | PA      | $7404.29       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 368969                      | CUSIP: 36204F2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        593 | PA      | $578.44        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 709549                      | CUSIP: 36297EH24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     266847 | PA      | $265725.46     | 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        |     280927 | PA      | $280281.33     | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 352961                      | CUSIP: 36203MB66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        542 | PA      | $539.87        | 0.00%             | 2024-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615519                      | CUSIP: 36290RYQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8627 | PA      | $8858.85       | 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        |      25609 | PA      | $25331.91      | 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        |       4860 | PA      | $4742.49       | 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        |      88793 | PA      | $88778.32      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5305                        | CUSIP: 36202F3N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44239 | PA      | $44084.58      | 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        |       5357 | PA      | $5215.73       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AL2583                      | CUSIP: 36183X2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110083 | PA      | $102023.04     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 424988                      | CUSIP: 36206YCZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24022 | PA      | $24425.68      | 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        |      32031 | PA      | $33129.51      | 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        |     170695 | PA      | $175580.46     | 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        |     153628 | PA      | $148800.91     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 593980                      | CUSIP: 36201U2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2438 | PA      | $2438.55       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 560146                      | CUSIP: 36213PHX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13506 | PA      | $13798.67      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 607156                      | CUSIP: 36201YQH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1191 | PA      | $1188.10       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 602389                      | CUSIP: 36200JF62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52667 | PA      | $55772.41      | 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        |     139403 | PA      | $142345.90     | 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        |  209732112 | PA      | $193498259.36  | 1.14%             | 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        |      12405 | PA      | $12940.93      | 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        |      13865 | PA      | $13903.19      | 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        |      11093 | PA      | $11091.68      | 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        |      15481 | PA      | $15598.96      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470113                      | CUSIP: 36209FGW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6317 | PA      | $6408.12       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783247                      | CUSIP: 36241LTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     726770 | PA      | $723715.93     | 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        |     235795 | PA      | $242127.16     | 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        |     123007 | PA      | $132906.96     | 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        |      19207 | PA      | $18571.10      | 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        |     120160 | PA      | $113754.25     | 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        |      82701 | PA      | $75511.81      | 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        |      49578 | PA      | $50656.98      | 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        |      12765 | PA      | $12762.74      | 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        |     219880 | PA      | $223629.77     | 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        |      34553 | PA      | $35489.52      | 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        |      55457 | PA      | $57531.13      | 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        |     362033 | PA      | $332524.69     | 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        |      16768 | PA      | $16961.88      | 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        |      66428 | PA      | $68198.81      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 620570                      | CUSIP: 36290XMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10722 | PA      | $11376.67      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AF1071                      | CUSIP: 36181GFL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2826412 | PA      | $2563322.36    | 0.02%             | 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        |      82971 | PA      | $82917.44      | 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        |      31609 | PA      | $32844.42      | 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        |       2427 | PA      | $2453.57       | 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        |      40757 | PA      | $42443.15      | 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        |      10412 | PA      | $10859.93      | 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        |     125603 | PA      | $125031.49     | 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        |       4875 | PA      | $4900.51       | 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        |       5184 | PA      | $5196.63       | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 694186                      | CUSIP: 36296LF39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20609 | PA      | $21259.72      | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 613875                      | CUSIP: 36290N6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117619 | PA      | $121648.96     | 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        |      32923 | PA      | $33343.78      | 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        |       1128 | PA      | $1175.79       | 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        |       9208 | PA      | $9520.34       | 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        |      19251 | PA      | $19067.02      | 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        |       2500 | PA      | $2489.59       | 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        |      51530 | PA      | $51721.63      | 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        |     142279 | PA      | $144305.56     | 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        |       6713 | PA      | $6772.17       | 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        |      88888 | PA      | $88960.02      | 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        |      12335 | PA      | $12126.09      | 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        |        166 | PA      | $172.84        | 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        |   28309704 | PA      | $25435530.01   | 0.15%             | 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        |       8875 | PA      | $9104.01       | 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        |      86370 | PA      | $80469.11      | 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        |       6169 | PA      | $6275.22       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476602                      | CUSIP: 36209NNT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        822 | PA      | $827.90        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 595876                      | CUSIP: 36200A6M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7735 | PA      | $7980.80       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 650358                      | CUSIP: 36292JQK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128218 | PA      | $132578.50     | 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        |       2066 | PA      | $2087.29       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB2174                      | CUSIP: 36178MMX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98352 | PA      | $95144.87      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 627109                      | CUSIP: 36291FVA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24455 | PA      | $25212.94      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 458842                      | CUSIP: 36208RWB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2223 | PA      | $2237.91       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q25069                      | CUSIP: 3132M5JN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     129430 | PA      | $129927.85     | 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        |      11203 | PA      | $11211.21      | 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        |     382088 | PA      | $340946.18     | 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        |     237771 | PA      | $236938.38     | 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        |       8000 | PA      | $8248.17       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 372071                      | CUSIP: 36204KJQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        989 | PA      | $985.44        | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 480219                      | CUSIP: 36209SPC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58725 | PA      | $58979.47      | 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        |      38869 | PA      | $40266.73      | 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        |      12450 | PA      | $12200.35      | 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        |       6275 | PA      | $6368.32       | 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        |       9614 | PA      | $9642.48       | 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        |     239313 | PA      | $237097.83     | 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        |      57551 | PA      | $60016.22      | 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        |       5547 | PA      | $5567.07       | 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        |      20886 | PA      | $21389.22      | 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        |     550503 | PA      | $533730.65     | 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        |      77261 | PA      | $76207.19      | 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        |      50221 | PA      | $50682.12      | 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        |      22850 | PA      | $24406.79      | 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        |        344 | PA      | $339.06        | 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        |       2308 | PA      | $2386.76       | 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        |       6183 | PA      | $6511.51       | 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        |     282158 | PA      | $283238.03     | 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        |      24532 | PA      | $25772.02      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 674497                      | CUSIP: 36295MKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174122 | PA      | $172642.19     | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 2056                        | CUSIP: 36202CH97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20288 | PA      | $20535.48      | 0.00%             | 2025-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD0996                      | CUSIP: 36180CC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2847188 | PA      | $2543439.49    | 0.02%             | 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        |      44427 | PA      | $45293.99      | 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        |     502015 | PA      | $434490.07     | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605629                      | CUSIP: 36200NY21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4253 | PA      | $4499.14       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 602246                      | CUSIP: 36200JBP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7013 | PA      | $7013.70       | 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        |       1564 | PA      | $1639.85       | 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        |     908761 | PA      | $844037.69     | 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        |      14276 | PA      | $13771.63      | 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        |      59275 | PA      | $63946.04      | 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        |       2455 | PA      | $2483.11       | 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        |      72342 | PA      | $74571.98      | 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        |        552 | PA      | $558.53        | 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        |     117811 | PA      | $112883.01     | 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        |      15607 | PA      | $14406.22      | 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        |       7846 | PA      | $8013.35       | 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        |       3792 | PA      | $3831.26       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 390522                      | CUSIP: 36205GYT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         90 | PA      | $89.93         | 0.00%             | 2024-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 566496                      | CUSIP: 36213WKH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10461 | PA      | $11065.78      | 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        |      67945 | PA      | $72775.10      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 386028                      | CUSIP: 36205BYZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          9 | PA      | $8.79          | 0.00%             | 2024-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL4911                      | CUSIP: 3138EMN56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43547 | PA      | $42261.86      | 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        |     288662 | PA      | $302144.40     | 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        |      44750 | PA      | $47303.31      | 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        |       1624 | PA      | $1580.01       | 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        |      16658 | PA      | $16644.99      | 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        |      16486 | PA      | $16373.67      | 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        |     259055 | PA      | $270594.61     | 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        |    5027351 | PA      | $4959500.49    | 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        |      27901 | PA      | $28036.09      | 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        |      14166 | PA      | $13640.08      | 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        |       4163 | PA      | $4143.92       | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 691588                      | CUSIP: 36296HJ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91356 | PA      | $94997.45      | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 644749                      | CUSIP: 36292CH23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15447 | PA      | $15769.34      | 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        |    7848640 | PA      | $7014715.54    | 0.04%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 469178                      | CUSIP: 36209EFT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1498 | PA      | $1496.67       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 720097                      | CUSIP: 3620A57J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1793704 | PA      | $1809785.41    | 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        |      41951 | PA      | $42902.80      | 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        |     529838 | PA      | $534989.39     | 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        |    1207392 | PA      | $1164979.06    | 0.01%             | 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        |       2433 | PA      | $2434.33       | 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        |      18592 | PA      | $19807.93      | 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        |       4009 | PA      | $4159.13       | 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        |        690 | PA      | $692.25        | 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        |      97485 | PA      | $96679.61      | 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        |      15308 | PA      | $15432.14      | 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        |       6721 | PA      | $6887.73       | 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        |      41198 | PA      | $41768.97      | 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        |       3186 | PA      | $3203.84       | 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        |      17226 | PA      | $17662.30      | 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        |     155361 | PA      | $160139.64     | 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        |     321374 | PA      | $308131.29     | 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        |     280877 | PA      | $292742.96     | 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        |      15039 | PA      | $14615.45      | 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        |       9128 | PA      | $9338.12       | 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        |     244075 | PA      | $254458.80     | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 475979                      | CUSIP: 36209MXG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26920 | PA      | $27665.97      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 644587                      | CUSIP: 36292CCY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53078 | PA      | $54242.74      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464541                      | CUSIP: 36208YBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21059 | PA      | $21316.98      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 553918                      | CUSIP: 36213GK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27918 | PA      | $29926.46      | 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        |      13051 | PA      | $13044.26      | 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        |      33576 | PA      | $34347.19      | 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        |       1485 | PA      | $1477.65       | 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        |      49683 | PA      | $49695.52      | 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        |     295030 | PA      | $297533.47     | 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        |      35408 | PA      | $36639.26      | 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        |      80549 | PA      | $81275.99      | 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        |     142291 | PA      | $144333.91     | 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        |     298179 | PA      | $293647.74     | 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        |      13392 | PA      | $13547.14      | 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        |      39030 | PA      | $40272.37      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376368                      | CUSIP: 36204QCD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        349 | PA      | $334.16        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781046                      | CUSIP: 36225BET1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     397949 | PA      | $409390.63     | 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        |      29095 | PA      | $30012.15      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 494270                      | CUSIP: 36210KCF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        970 | PA      | $979.98        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737904                      | CUSIP: 3620ARX97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     350898 | PA      | $339389.99     | 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        |      13698 | PA      | $13541.81      | 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        |       4702 | PA      | $4656.71       | 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        |      41264 | PA      | $41972.69      | 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        |     283774 | PA      | $297647.39     | 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        |     448129 | PA      | $479481.65     | 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        |     203585 | PA      | $208087.45     | 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        |    1031500 | PA      | $1027342.91    | 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        |       5810 | PA      | $5838.39       | 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        |       6784 | PA      | $6913.44       | 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        |     133116 | PA      | $137681.39     | 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        |     286559 | PA      | $294248.57     | 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        |     117824 | PA      | $122663.37     | 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        |       2103 | PA      | $2124.59       | 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        |      59830 | PA      | $60644.84      | 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        |      12813 | PA      | $13180.84      | 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        |       4086 | PA      | $3914.45       | 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        |      49692 | PA      | $52663.07      | 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        |       7082 | PA      | $7055.21       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 625550                      | CUSIP: 36291D5K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5758 | PA      | $6203.98       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 584199                      | CUSIP: 36201H7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51797 | PA      | $55423.53      | 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        |     134075 | PA      | $138653.13     | 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        |     103902 | PA      | $104418.85     | 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        |      29068 | PA      | $29712.67      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 455367                      | CUSIP: 36208MZ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28076 | PA      | $27909.35      | 0.00%             | 2027-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 461398                      | CUSIP: 36208URT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8100 | PA      | $8161.81       | 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        |      11932 | PA      | $11882.16      | 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        |      15972 | PA      | $16118.14      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 568365                      | CUSIP: 36213YMN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1152 | PA      | $1146.42       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 706806                      | CUSIP: 36297BGP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146831 | PA      | $147927.91     | 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        |       4196 | PA      | $4401.48       | 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        |       8462 | PA      | $8512.53       | 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        |     176395 | PA      | $178335.36     | 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        |      41174 | PA      | $41133.88      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 363774                      | CUSIP: 36204ACK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3293 | PA      | $3285.63       | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 564661                      | CUSIP: 36213UJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3004 | PA      | $3059.94       | 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        |      46020 | PA      | $45809.93      | 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        |     112240 | PA      | $112999.20     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676517                      | CUSIP: 36295PSE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     225383 | PA      | $228931.54     | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AC5854                      | CUSIP: 36179FQF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4434 | PA      | $4091.22       | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 475539                      | CUSIP: 36209MHQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8365 | PA      | $8447.01       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 484165                      | CUSIP: 36209WZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3070 | PA      | $3064.58       | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781702                      | CUSIP: 36225B3K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        318 | PA      | $340.18        | 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        |     251630 | PA      | $244864.72     | 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        |       1202 | PA      | $1239.71       | 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        |     286186 | PA      | $265745.02     | 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        |       3503 | PA      | $3603.87       | 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        |      20361 | PA      | $20306.40      | 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        |      66192 | PA      | $65723.31      | 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        |      46956 | PA      | $45470.14      | 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        |     122239 | PA      | $108666.02     | 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        |      10894 | PA      | $11683.73      | 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        |     607819 | PA      | $606191.42     | 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        |      17349 | PA      | $18022.38      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 570569                      | CUSIP: 36200R2A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17027 | PA      | $17297.26      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 753313                      | CUSIP: 36230MVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     491597 | PA      | $479772.84     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8568                      | CUSIP: 36179XQV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   50827284 | PA      | $50467050.71   | 0.30%             | 2053-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 498470                      | CUSIP: 36210PW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22825 | PA      | $22882.08      | 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        |     144092 | PA      | $153545.93     | 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        |     613977 | PA      | $588628.34     | 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        |      57447 | PA      | $61002.75      | 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        |      14994 | PA      | $15108.96      | 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        |       7143 | PA      | $7172.99       | 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        |       2069 | PA      | $2126.25       | 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        |       1993 | PA      | $2006.59       | 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        |      32143 | PA      | $32781.80      | 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        |     185180 | PA      | $192827.40     | 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        |     712761 | PA      | $654783.36     | 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        |      90886 | PA      | $93967.43      | 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        |       1631 | PA      | $1707.57       | 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        |       3404 | PA      | $3334.69       | 0.00%             | 2035-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 745054                      | CUSIP: 3620C0WP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66415 | PA      | $68767.11      | 0.00%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 711579                      | CUSIP: 36297GQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     426187 | PA      | $437313.85     | 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        |       1188 | PA      | $1172.60       | 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        |      20715 | PA      | $21279.93      | 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        |     144094 | PA      | $130693.12     | 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        |      12048 | PA      | $11962.79      | 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        |  183839893 | PA      | $176713302.56  | 1.04%             | 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        |      16239 | PA      | $16574.38      | 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        |      39613 | PA      | $40332.74      | 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        |      97563 | PA      | $102890.18     | 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        |     568397 | PA      | $571020.83     | 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        |      20689 | PA      | $22164.07      | 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        |     108044 | PA      | $116711.57     | 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        |      12719 | PA      | $13113.27      | 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        |       2642 | PA      | $2665.84       | 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        |      15061 | PA      | $14928.24      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738792                      | CUSIP: 3620ASXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     245197 | PA      | $252972.03     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 541497                      | CUSIP: 36212RRS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24160 | PA      | $24332.29      | 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        |       4839 | PA      | $4891.35       | 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        |     308389 | PA      | $314816.53     | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 671030                      | CUSIP: 36295HPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70417 | PA      | $72099.61      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 607631                      | CUSIP: 36202SA81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87283 | PA      | $89960.00      | 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        |    1229301 | PA      | $1224137.33    | 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        |     204291 | PA      | $193001.17     | 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        |       3640 | PA      | $3670.61       | 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        |      31937 | PA      | $32220.40      | 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        |     709121 | PA      | $686294.72     | 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        |        969 | PA      | $978.92        | 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        |      86997 | PA      | $92130.18      | 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        |     121981 | PA      | $124403.64     | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 466110                      | CUSIP: 36209AYF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20928 | PA      | $20818.29      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 471630                      | CUSIP: 36209G4P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31474 | PA      | $31641.98      | 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        |   15330997 | PA      | $14054994.72   | 0.08%             | 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        |      32227 | PA      | $32526.72      | 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        |     491370 | PA      | $510755.63     | 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        |     420060 | PA      | $418171.56     | 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        |      14775 | PA      | $14926.29      | 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        |      27674 | PA      | $26843.34      | 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        |      69463 | PA      | $69488.52      | 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        |      30948 | PA      | $31754.82      | 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        |       2717 | PA      | $2788.95       | 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        |      22003 | PA      | $22258.12      | 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        |       1611 | PA      | $1621.06       | 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        |     143183 | PA      | $146818.22     | 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        |       2373 | PA      | $2342.40       | 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        |     117171 | PA      | $121171.91     | 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        |      41415 | PA      | $41038.63      | 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        |      35106 | PA      | $36278.37      | 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        |    3417889 | PA      | $3532209.50    | 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        |        200 | PA      | $200.10        | 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        |    2411428 | PA      | $2215449.20    | 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        |      58948 | PA      | $61428.58      | 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        |       5901 | PA      | $5905.12       | 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        |     473102 | PA      | $457657.44     | 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        |       5924 | PA      | $5590.49       | 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        |     216692 | PA      | $226273.36     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 462266                      | CUSIP: 36208VQT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11719 | PA      | $11597.41      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376085                      | CUSIP: 36204PXN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3347 | PA      | $3335.05       | 0.00%             | 2024-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470462                      | CUSIP: 36209FTT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2422 | PA      | $2436.48       | 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        |        444 | PA      | $446.77        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476879                      | CUSIP: 36209NXG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        385 | PA      | $372.04        | 0.00%             | 2028-09-15      | 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        |       5780 | PA      | $5824.66       | 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        |      42305 | PA      | $42530.67      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670994                      | CUSIP: 36295HNK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15544 | PA      | $15548.03      | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 416479                      | CUSIP: 36206NUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4561 | PA      | $4580.39       | 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        |     183332 | PA      | $182561.88     | 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        |     344526 | PA      | $336247.86     | 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        |      62305 | PA      | $62934.92      | 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        |      19439 | PA      | $20415.88      | 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        |        420 | PA      | $429.96        | 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        |     268289 | PA      | $264474.00     | 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        |      31382 | PA      | $31518.08      | 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        |       3310 | PA      | $3322.68       | 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        |      17414 | PA      | $18011.10      | 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        |      72830 | PA      | $70457.44      | 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        |        765 | PA      | $765.60        | 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        |      55356 | PA      | $56522.95      | 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        |       7232 | PA      | $7475.21       | 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        |     610735 | PA      | $561082.62     | 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        |        752 | PA      | $742.74        | 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        |       9266 | PA      | $9373.73       | 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        |      17680 | PA      | $15812.34      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 498462                      | CUSIP: 36210PWX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18687 | PA      | $19625.03      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 620525                      | CUSIP: 36290XLE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2991 | PA      | $3055.74       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6570                      | CUSIP: 3138WGJQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.04          | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615892                      | CUSIP: 36290SF97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     402605 | PA      | $419516.24     | 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        |      15040 | PA      | $15367.52      | 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        |      61814 | PA      | $59665.34      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 594023                      | CUSIP: 36201U4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10430 | PA      | $10760.40      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 742217                      | CUSIP: 3620AWSE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44403 | PA      | $45435.75      | 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        |       9933 | PA      | $9984.14       | 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        |      26743 | PA      | $27123.12      | 0.00%             | 2035-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 371738                      | CUSIP: 36204J4X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        255 | PA      | $254.80        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 599801                      | CUSIP: 36200FKN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25885 | PA      | $25753.38      | 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        |       3026 | PA      | $3120.06       | 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        |     199283 | PA      | $199643.66     | 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        |      91863 | PA      | $98253.44      | 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        |     240816 | PA      | $240024.14     | 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        |       1120 | PA      | $1152.11       | 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        |       2271 | PA      | $2258.17       | 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        |      30416 | PA      | $30621.19      | 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        |      60989 | PA      | $62300.18      | 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        |       4215 | PA      | $4312.20       | 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        |      75114 | PA      | $75479.72      | 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        |      19877 | PA      | $20356.31      | 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        |        174 | PA      | $175.41        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 498383                      | CUSIP: 36210PUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2064 | PA      | $2039.55       | 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        |     116821 | PA      | $119484.45     | 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        |      14727 | PA      | $14711.15      | 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        |      51392 | PA      | $54339.17      | 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        |        409 | PA      | $411.44        | 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        |      26768 | PA      | $27093.20      | 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        |       4061 | PA      | $4057.56       | 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        |       1063 | PA      | $1071.26       | 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        |      30407 | PA      | $30865.12      | 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        |      12011 | PA      | $12186.90      | 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        |     136597 | PA      | $139409.67     | 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        |      92568 | PA      | $94192.50      | 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        |     747494 | PA      | $689736.61     | 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        |      45266 | PA      | $43810.56      | 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        |     169543 | PA      | $175252.87     | 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        |        127 | PA      | $128.60        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 379194                      | CUSIP: 36204TGB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        256 | PA      | $255.02        | 0.00%             | 2024-01-15      | 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        |      11846 | PA      | $11821.25      | 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        |      47169 | PA      | $48222.63      | 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        |      52542 | PA      | $53804.14      | 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        |      43333 | PA      | $42908.95      | 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        |      61702 | PA      | $64654.32      | 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        |      29626 | PA      | $30412.69      | 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        |       2046 | PA      | $2055.67       | 0.00%             | 2039-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 467579                      | CUSIP: 36209CM45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          5 | PA      | $5.03          | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 599610                      | CUSIP: 36200FDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20688 | PA      | $21774.15      | 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        |      54984 | PA      | $57254.91      | 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        |      48641 | PA      | $50035.53      | 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        |       1502 | PA      | $1537.36       | 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        |     624969 | PA      | $603832.76     | 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        |     265431 | PA      | $256658.65     | 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        |       3520 | PA      | $3726.77       | 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        |       2505 | PA      | $2531.30       | 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        |      50754 | PA      | $50757.13      | 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        |     285756 | PA      | $270492.56     | 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        |     100111 | PA      | $103237.41     | 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        |     245330 | PA      | $260503.65     | 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        |        160 | PA      | $165.25        | 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        |       8344 | PA      | $8436.55       | 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        |      33750 | PA      | $34904.20      | 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        |      15418 | PA      | $15496.81      | 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        |      59940 | PA      | $59513.32      | 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        |      33491 | PA      | $35863.19      | 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        |       1301 | PA      | $1322.47       | 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        |       7786 | PA      | $8118.72       | 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        |        571 | PA      | $581.80        | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 661923                      | CUSIP: 36294WLC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159887 | PA      | $158504.44     | 0.00%             | 2037-05-15      | 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        |     138213 | PA      | $141716.85     | 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        |     414336 | PA      | $455965.28     | 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        |      20601 | PA      | $20212.30      | 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        |    4741489 | PA      | $4256483.40    | 0.03%             | 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        |      28157 | PA      | $28641.18      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 459014                      | CUSIP: 36208R3X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34637 | PA      | $34779.99      | 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        |     264646 | PA      | $272834.96     | 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        |       2207 | PA      | $2178.13       | 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        |       7065 | PA      | $7093.67       | 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        |       9896 | PA      | $9821.36       | 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        |       4882 | PA      | $4993.67       | 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        |       3992 | PA      | $3992.30       | 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        |     244786 | PA      | $256965.53     | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670940                      | CUSIP: 36295HLV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61031 | PA      | $61974.67      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 739386                      | CUSIP: 3620ATNB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45473 | PA      | $45914.90      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 481402                      | CUSIP: 36209TX79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21971 | PA      | $23071.50      | 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        |       1034 | PA      | $1043.15       | 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        |     445539 | PA      | $430644.17     | 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        |       1368 | PA      | $1378.11       | 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        |       1838 | PA      | $1813.73       | 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        |      46156 | PA      | $50438.97      | 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        |     675049 | PA      | $652688.35     | 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        |      17343 | PA      | $17483.49      | 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        |     204415 | PA      | $211405.22     | 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        |       8203 | PA      | $8363.30       | 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        |     323735 | PA      | $313359.96     | 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        |       4044 | PA      | $4326.92       | 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        |     371393 | PA      | $351296.10     | 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        |      46310 | PA      | $47899.26      | 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        |      41404 | PA      | $42563.89      | 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        |      34349 | PA      | $35021.79      | 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        |      20191 | PA      | $20882.61      | 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        |      33381 | PA      | $35800.01      | 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        |     554865 | PA      | $553379.08     | 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        |     136616 | PA      | $135832.68     | 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        |     273096 | PA      | $269369.44     | 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        |       1152 | PA      | $1162.15       | 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        |      48873 | PA      | $52039.39      | 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        |     125550 | PA      | $129890.04     | 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        |     106588 | PA      | $108708.73     | 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        |       8878 | PA      | $8990.06       | 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        |      25898 | PA      | $26904.61      | 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        |      35570 | PA      | $34424.99      | 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        |    1935541 | PA      | $1944486.92    | 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        |      17124 | PA      | $17228.82      | 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        |      21282 | PA      | $21074.39      | 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        |       4732 | PA      | $4781.37       | 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        |       2709 | PA      | $2838.13       | 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        |      39452 | PA      | $40804.44      | 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        |        582 | PA      | $624.63        | 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        |       1222 | PA      | $1253.78       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782494                      | CUSIP: 36241KXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     287835 | PA      | $279187.32     | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA4453                      | CUSIP: 36178B5N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137443 | PA      | $136865.23     | 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        |       8876 | PA      | $8853.15       | 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        |       1348 | PA      | $1300.63       | 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        |      26473 | PA      | $28099.76      | 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        |      14811 | PA      | $14742.99      | 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        |      14087 | PA      | $13522.38      | 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        |      12337 | PA      | $12758.33      | 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        |    2043313 | PA      | $2009074.25    | 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        |      17842 | PA      | $17936.67      | 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        |    1096931 | PA      | $1007580.63    | 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        |       2451 | PA      | $2475.66       | 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        |   22917204 | PA      | $22836948.43   | 0.13%             | 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        |      63245 | PA      | $62589.67      | 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        |       6761 | PA      | $7011.22       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 256793                      | CUSIP: 36219RGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        212 | PA      | $213.01        | 0.00%             | 2029-04-15      | 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        |       5774 | PA      | $5952.81       | 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        |     121131 | PA      | $114402.13     | 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        |      83763 | PA      | $86634.91      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 628067                      | CUSIP: 36291GW44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17491 | PA      | $17512.60      | 0.00%             | 2034-04-15      | 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        |      82360 | PA      | $86083.39      | 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        |     118848 | PA      | $120663.72     | 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        |       4195 | PA      | $4359.99       | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 350920                      | CUSIP: 36203JYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         19 | PA      | $19.13         | 0.00%             | 2023-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 371713                      | CUSIP: 36204J3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        855 | PA      | $851.93        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 722112                      | CUSIP: 3620A8GV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38962 | PA      | $39104.16      | 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        |       3858 | PA      | $3831.21       | 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        |        235 | PA      | $236.93        | 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        |      22707 | PA      | $23077.02      | 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        |     328424 | PA      | $317538.13     | 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        |      12752 | PA      | $12611.95      | 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        |       8254 | PA      | $8303.50       | 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        |      22617 | PA      | $22761.18      | 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        |      35422 | PA      | $35716.94      | 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        |     133731 | PA      | $133437.06     | 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        |      44764 | PA      | $45606.42      | 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        |      62653 | PA      | $60920.82      | 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        |      14954 | PA      | $13268.13      | 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        |     209978 | PA      | $200313.56     | 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        |     109763 | PA      | $113279.97     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473005                      | CUSIP: 36209JNW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10725 | PA      | $10856.89      | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 583174                      | CUSIP: 36201G2F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31456 | PA      | $33135.34      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                               | US 2YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       5022 | NC      | $1151706.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 652549                      | CUSIP: 36292L5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11771 | PA      | $12347.00      | 0.00%             | 2036-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 503461                      | CUSIP: 36210VJE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16545 | PA      | $16735.46      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 700064                      | CUSIP: 36296SWZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17558 | PA      | $18431.07      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676681                      | CUSIP: 36295PXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1005 | PA      | $1030.85       | 0.00%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 484292                      | CUSIP: 36209W7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3998 | PA      | $4043.25       | 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        |      62858 | PA      | $67254.52      | 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        |      94792 | PA      | $89537.75      | 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        |      91940 | PA      | $95092.02      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 662509                      | CUSIP: 36294XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19490 | PA      | $19937.48      | 0.00%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05262                      | CUSIP: 3128M7FB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22021 | PA      | $22436.88      | 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        |      71540 | PA      | $76040.25      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 661854                      | CUSIP: 36294WH76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25143 | PA      | $24536.94      | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 501007                      | CUSIP: 36210SR42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1725 | PA      | $1744.56       | 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        |       7177 | PA      | $7533.44       | 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        |      24601 | PA      | $25442.81      | 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        |      10993 | PA      | $11051.75      | 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        |       2246 | PA      | $2224.16       | 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        |       6768 | PA      | $7074.75       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782466                      | CUSIP: 36241KW38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     254146 | PA      | $246505.69     | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781538                      | CUSIP: 36225BV70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22070 | PA      | $23167.92      | 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        |     114202 | PA      | $121999.90     | 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        |       7454 | PA      | $7623.24       | 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        |      18399 | PA      | $18493.46      | 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        |     402683 | PA      | $389612.38     | 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        |      46625 | PA      | $48222.17      | 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        |      17169 | PA      | $17214.43      | 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        |      30814 | PA      | $32335.10      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 426410                      | CUSIP: 36207AVB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2606 | PA      | $2605.09       | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474047                      | CUSIP: 36209KTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17367 | PA      | $17524.66      | 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        |       5177 | PA      | $5583.77       | 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        |     175942 | PA      | $183650.56     | 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        |      15502 | PA      | $15642.37      | 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        |    1301320 | PA      | $1256135.81    | 0.01%             | 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        |     323549 | PA      | $333573.79     | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 582190                      | CUSIP: 36201FXT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        918 | PA      | $917.77        | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 345952                      | CUSIP: 36203DH52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        291 | PA      | $289.64        | 0.00%             | 2023-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781265                      | CUSIP: 36225BMN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        748 | PA      | $779.30        | 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        |       9327 | PA      | $9684.84       | 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        |       3106 | PA      | $3044.93       | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 666679                      | CUSIP: 36295CUC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51468 | PA      | $52495.47      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 614524                      | CUSIP: 36290QVR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     305003 | PA      | $301349.24     | 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        |        452 | PA      | $455.67        | 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        |     117371 | PA      | $121107.46     | 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        |       8460 | PA      | $9012.70       | 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        |      87243 | PA      | $90558.15      | 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        |        297 | PA      | $300.44        | 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        |        854 | PA      | $860.49        | 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        |      40234 | PA      | $42851.46      | 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        |      21458 | PA      | $22192.80      | 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        |     145560 | PA      | $152339.30     | 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        |      36398 | PA      | $33637.97      | 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        |     151582 | PA      | $156270.74     | 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        |      93269 | PA      | $92927.03      | 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        |     215486 | PA      | $217093.64     | 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        |      15608 | PA      | $15332.99      | 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        |      18486 | PA      | $17459.13      | 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        |    2610067 | PA      | $2603079.18    | 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        |     444769 | PA      | $429714.28     | 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        |       8149 | PA      | $8908.03       | 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        |      10578 | PA      | $10391.26      | 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        |      17540 | PA      | $18379.07      | 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        |      42081 | PA      | $42157.74      | 0.00%             | 2032-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2014-119 ZK                | CUSIP: 38379EFP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5580644 | PA      | $5312524.67    | 0.03%             | 2044-08-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 486850                      | CUSIP: 36210AZP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23605 | PA      | $23188.17      | 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        |     118903 | PA      | $123195.51     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 451360                      | CUSIP: 36208HMH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        994 | PA      | $990.12        | 0.00%             | 2027-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490264                      | CUSIP: 36210ETV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24846 | PA      | $24973.34      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 577487                      | CUSIP: 36201ARG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81410 | PA      | $82410.47      | 0.00%             | 2031-12-15      | 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        |    2619223 | PA      | $2595486.66    | 0.02%             | 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        |     613987 | PA      | $594176.26     | 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        |      13743 | PA      | $14223.49      | 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        |      15280 | PA      | $15346.40      | 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        |      42233 | PA      | $42449.68      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 388317                      | CUSIP: 36205EK62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        689 | PA      | $698.85        | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 546094                      | CUSIP: 36212WUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29247 | PA      | $30101.94      | 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        |    2901064 | PA      | $2740321.49    | 0.02%             | 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        |      16018 | PA      | $16356.33      | 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        |      10940 | PA      | $11567.23      | 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        |       1796 | PA      | $1834.01       | 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        |    1702139 | PA      | $1520065.59    | 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        |       5651 | PA      | $5830.31       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 501313                      | CUSIP: 36210S3W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13630 | PA      | $13740.46      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 627288                      | CUSIP: 36291F2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133345 | PA      | $136082.60     | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 380161                      | CUSIP: 36204UJE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        982 | PA      | $978.21        | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AV7449                      | CUSIP: 36195JH26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1114362 | PA      | $1072453.73    | 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        |      49545 | PA      | $51227.59      | 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        |      24771 | PA      | $25788.54      | 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        |     139116 | PA      | $147318.44     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491204                      | CUSIP: 36210FU53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        280 | PA      | $279.53        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 619603                      | CUSIP: 36290WKQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7866 | PA      | $8416.00       | 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        |       8089 | PA      | $8178.31       | 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        |      49167 | PA      | $49811.44      | 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        |     452307 | PA      | $470692.78     | 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        |      11677 | PA      | $11269.47      | 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        |     247445 | PA      | $240751.62     | 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        |        605 | PA      | $606.62        | 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        |        375 | PA      | $400.71        | 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        |     121910 | PA      | $126021.69     | 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        |      54241 | PA      | $57425.09      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 489713                      | CUSIP: 36210EAN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1581 | PA      | $1579.41       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 646281                      | CUSIP: 36292D6S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38948 | PA      | $39055.69      | 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        |     255699 | PA      | $270771.95     | 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        |     401996 | PA      | $405536.68     | 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        |     107860 | PA      | $114883.50     | 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        |      86860 | PA      | $87601.25      | 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        |      22586 | PA      | $23621.40      | 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        |     203397 | PA      | $213572.51     | 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        |      17065 | PA      | $18072.17      | 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        |      16375 | PA      | $15797.00      | 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        |       2297 | PA      | $2372.56       | 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        |       1931 | PA      | $1938.22       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 383701                      | CUSIP: 36204YGJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        572 | PA      | $570.42        | 0.00%             | 2024-05-15      | 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        |     230367 | PA      | $236555.70     | 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        |      66271 | PA      | $68540.91      | 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        |       2609 | PA      | $2639.09       | 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        |        251 | PA      | $243.18        | 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        |      61549 | PA      | $63417.98      | 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        |      59159 | PA      | $60853.76      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 696619                      | CUSIP: 36296N4C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158510 | PA      | $162549.72     | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 480069                      | CUSIP: 36209SJN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8620 | PA      | $8334.19       | 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        |       2980 | PA      | $3155.59       | 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        |     115697 | PA      | $118798.32     | 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        |      10024 | PA      | $10480.55      | 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        |     873653 | PA      | $896334.49     | 0.01%             | 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        |     264995 | PA      | $273740.76     | 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        |      25929 | PA      | $26807.24      | 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        |      16871 | PA      | $16709.75      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 601292                      | CUSIP: 36200G7D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5973 | PA      | $6027.45       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605799                      | CUSIP: 36200N7L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37400 | PA      | $38750.38      | 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        |     301853 | PA      | $291245.95     | 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        |     102312 | PA      | $105817.51     | 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        |     259903 | PA      | $278778.69     | 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        |      39191 | PA      | $40535.02      | 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        |       2363 | PA      | $2410.88       | 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        |      51223 | PA      | $49123.84      | 0.00%             | 2028-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 368996                      | CUSIP: 36204F3D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        606 | PA      | $605.15        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 445882                      | CUSIP: 36207YJ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6979 | PA      | $6840.69       | 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        |      49332 | PA      | $49625.17      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 645401                      | CUSIP: 36292DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78697 | PA      | $81392.33      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464432                      | CUSIP: 36208X4R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27547 | PA      | $27817.15      | 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        |      14331 | PA      | $14627.74      | 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        |      10451 | PA      | $10267.63      | 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        |      13784 | PA      | $14366.31      | 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        |       2063 | PA      | $2085.53       | 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        |      87143 | PA      | $91349.51      | 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        |       1698 | PA      | $1715.36       | 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        |      52195 | PA      | $53213.62      | 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        |      12745 | PA      | $13153.42      | 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        |    2576000 | PA      | $2340979.67    | 0.01%             | 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        |      14331 | PA      | $14822.30      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 343628                      | CUSIP: 36203AVV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          5 | PA      | $5.27          | 0.00%             | 2023-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 696488                      | CUSIP: 36296NXR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88912 | PA      | $91532.73      | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 647306                      | CUSIP: 36292FDK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24123 | PA      | $24995.94      | 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        |       3451 | PA      | $3491.79       | 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        |      41417 | PA      | $41789.36      | 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        |       4776 | PA      | $4805.76       | 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        |      13509 | PA      | $13503.95      | 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        |      23850 | PA      | $24492.06      | 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        |     639926 | PA      | $655611.93     | 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        |     199830 | PA      | $193543.40     | 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        |    8269119 | PA      | $7988776.42    | 0.05%             | 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        |      41242 | PA      | $41095.34      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670978                      | CUSIP: 36295HM31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73361 | PA      | $69389.25      | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2013-169 ZK                | CUSIP: 38378YJZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15689034 | PA      | $13415126.29   | 0.08%             | 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        |      46094 | PA      | $46505.04      | 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        |      12683 | PA      | $13301.65      | 0.00%             | 2043-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 709094                      | CUSIP: 36297DXX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101276 | PA      | $100558.51     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 602904                      | CUSIP: 36200JX96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6881 | PA      | $6922.01       | 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        |       2812 | PA      | $2844.27       | 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        |     121876 | PA      | $126626.76     | 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        |   16204086 | PA      | $16312367.94   | 0.10%             | 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        |      14840 | PA      | $15831.03      | 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        |     541197 | PA      | $522848.39     | 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        |     102066 | PA      | $101758.61     | 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        |       5006 | PA      | $5365.00       | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605243                      | CUSIP: 36200NLY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10413 | PA      | $10591.79      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 734670                      | CUSIP: 3620ANFK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19924 | PA      | $20457.93      | 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        |     432270 | PA      | $455557.95     | 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        |       1573 | PA      | $1666.02       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 589468                      | CUSIP: 36201PZ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        357 | PA      | $354.52        | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 641581                      | CUSIP: 36291XXJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1747 | PA      | $1854.98       | 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        |     189517 | PA      | $194546.48     | 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        |     805716 | PA      | $804332.92     | 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        |      22573 | PA      | $23531.75      | 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        |      75594 | PA      | $80535.91      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 576074                      | CUSIP: 36200X6K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23946 | PA      | $24292.30      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 606244                      | CUSIP: 36201XP51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18433 | PA      | $18815.52      | 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        |      29951 | PA      | $30834.12      | 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        |     201415 | PA      | $206844.19     | 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        |       3202 | PA      | $3311.21       | 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        |      28787 | PA      | $29185.94      | 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        |      17191 | PA      | $17863.57      | 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        |        733 | PA      | $732.50        | 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        |     327913 | PA      | $353037.37     | 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        |       9101 | PA      | $9517.83       | 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        |       2327 | PA      | $2407.43       | 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        |    2326128 | PA      | $2154181.07    | 0.01%             | 2031-06-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 608509                      | CUSIP: 36202TAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130865 | PA      | $134121.10     | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473647                      | CUSIP: 36209KEU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52238 | PA      | $52381.83      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 586283                      | CUSIP: 36201LJ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1417 | PA      | $1465.61       | 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        |       2361 | PA      | $2448.86       | 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        |     669038 | PA      | $683286.69     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8266                      | CUSIP: 36179XFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     246152 | PA      | $232763.22     | 0.00%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603571                      | CUSIP: 36200KQY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21782 | PA      | $22526.29      | 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        |      15366 | PA      | $16081.68      | 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        |      43110 | PA      | $41967.69      | 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        |     291048 | PA      | $281511.87     | 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        |       1116 | PA      | $1128.29       | 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        |    1521144 | PA      | $1406512.93    | 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        |      11599 | PA      | $11682.56      | 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        |      24640 | PA      | $24407.87      | 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        |       2885 | PA      | $2893.25       | 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        |     645438 | PA      | $649765.53     | 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        |       4656 | PA      | $4700.48       | 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        |       1817 | PA      | $1839.46       | 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        |     179086 | PA      | $179058.66     | 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        |      33621 | PA      | $34060.81      | 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        |    1213774 | PA      | $1259209.71    | 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        |       1246 | PA      | $1272.77       | 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        |       4932 | PA      | $5091.20       | 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        |       5575 | PA      | $5629.78       | 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        |      21146 | PA      | $21442.28      | 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        |      15207 | PA      | $16284.83      | 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        |      31340 | PA      | $32333.48      | 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        |        714 | PA      | $690.58        | 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        |      13808 | PA      | $14012.85      | 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        |       2059 | PA      | $1987.80       | 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        |      19961 | PA      | $20085.02      | 0.00%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 345127                      | CUSIP: 36203CLG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        228 | PA      | $227.92        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 518987                      | CUSIP: 36211PRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9250 | PA      | $9567.38       | 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        |        448 | PA      | $451.21        | 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        |      10691 | PA      | $11186.49      | 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        |     190487 | PA      | $198311.90     | 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        |       9545 | PA      | $9746.44       | 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        |      56987 | PA      | $56978.45      | 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        |       1264 | PA      | $1222.54       | 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        |     620901 | PA      | $618726.39     | 0.00%             | 2041-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603224                      | CUSIP: 36200KD53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65269 | PA      | $67038.42      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 507927                      | CUSIP: 36211BHC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10294 | PA      | $10312.10      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 619281                      | CUSIP: 36290V6S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41534 | PA      | $41993.70      | 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        |      15132 | PA      | $15764.86      | 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        |     145348 | PA      | $142811.83     | 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        |     114237 | PA      | $121707.10     | 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        |     279060 | PA      | $269071.21     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 382966                      | CUSIP: 36204XMP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1773 | PA      | $1768.94       | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A97040                      | CUSIP: 312945ZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19008 | PA      | $18922.15      | 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        |     199953 | PA      | $206808.43     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 413875                      | CUSIP: 36206KXC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        524 | PA      | $522.33        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781963                      | CUSIP: 36241KFC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6890 | PA      | $7000.29       | 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        |     135387 | PA      | $139635.04     | 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        |     151897 | PA      | $152921.21     | 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        |      72958 | PA      | $77251.40      | 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        |       1974 | PA      | $1945.57       | 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        |     243772 | PA      | $254405.29     | 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        |     575517 | PA      | $588039.11     | 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        |     126294 | PA      | $128960.38     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 501405                      | CUSIP: 36210TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4046 | PA      | $4095.32       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 659282                      | CUSIP: 36294TM77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4883 | PA      | $4993.82       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB1354                      | CUSIP: 36178LQF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     350252 | PA      | $338395.23     | 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        |       9713 | PA      | $9549.79       | 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        |       8134 | PA      | $8173.42       | 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        |       5126 | PA      | $5164.47       | 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        |      21866 | PA      | $22965.69      | 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        |      17006 | PA      | $18173.24      | 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        |      35941 | PA      | $36656.27      | 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        |      22933 | PA      | $24594.89      | 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        |      16209 | PA      | $16225.69      | 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        |     161752 | PA      | $172362.55     | 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        |      10277 | PA      | $10356.72      | 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        |      80987 | PA      | $85762.60      | 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        |       5642 | PA      | $5577.05       | 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        |      43628 | PA      | $44147.42      | 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        |      31175 | PA      | $32005.98      | 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        |      33872 | PA      | $32952.65      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 467367                      | CUSIP: 36209CFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18126 | PA      | $18231.70      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 590097                      | CUSIP: 36201QRS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18003 | PA      | $18512.23      | 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        |     312674 | PA      | $291341.39     | 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        |      19760 | PA      | $20408.43      | 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        |      25395 | PA      | $26235.57      | 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        |     149951 | PA      | $153995.38     | 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        |      58017 | PA      | $60270.74      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 408247                      | CUSIP: 36206DP84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        432 | PA      | $432.08        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615895                      | CUSIP: 36290SGC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10002 | PA      | $10590.67      | 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        |      68155 | PA      | $68661.66      | 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        |     484174 | PA      | $504612.49     | 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        |      12298 | PA      | $12277.11      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 548700                      | CUSIP: 36213ARV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16484 | PA      | $16621.11      | 0.00%             | 2032-10-15      | 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        |       9078 | PA      | $9273.89       | 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        |      33829 | PA      | $34254.06      | 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        |        119 | PA      | $119.36        | 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        |       4577 | PA      | $4770.31       | 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        |      47361 | PA      | $47407.14      | 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        |      57877 | PA      | $59515.98      | 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        |      60696 | PA      | $58742.22      | 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        |     114132 | PA      | $122079.67     | 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        |       7437 | PA      | $7894.36       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 612934                      | CUSIP: 36202X4T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73730 | PA      | $76257.77      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5233                        | CUSIP: 36202FY67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1104134 | PA      | $1100267.46    | 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        |     201844 | PA      | $195254.35     | 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        |      11457 | PA      | $11477.66      | 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        |     125507 | PA      | $123593.00     | 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        |      25942 | PA      | $26029.64      | 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        |      75985 | PA      | $77865.48      | 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        |    2698349 | PA      | $2757085.40    | 0.02%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670262                      | CUSIP: 36295GTT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     365450 | PA      | $352906.18     | 0.00%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 487044                      | CUSIP: 36210BBM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72083 | PA      | $74554.77      | 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        |   68180819 | PA      | $67669422.35   | 0.40%             | 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        |     232216 | PA      | $216993.26     | 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        |     216588 | PA      | $216707.28     | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 683566                      | CUSIP: 36295XMP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26211 | PA      | $27030.46      | 0.00%             | 2038-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6092                      | CUSIP: 36179UXV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19388720 | PA      | $19564837.03   | 0.12%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 561653                      | CUSIP: 36213Q5N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13175 | PA      | $13194.35      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 520786                      | CUSIP: 36211RRF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5899 | PA      | $6313.36       | 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        |      16583 | PA      | $16380.20      | 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        |      18396 | PA      | $18481.04      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 347041                      | CUSIP: 36203EP28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        311 | PA      | $309.48        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 487492                      | CUSIP: 36210BRM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24295 | PA      | $24439.50      | 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        |      17575 | PA      | $18606.29      | 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        |      34478 | PA      | $35307.32      | 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        |      11103 | PA      | $11322.77      | 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        |     275485 | PA      | $283293.60     | 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        |       4206 | PA      | $4387.16       | 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        |       6624 | PA      | $6850.75       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 668680                      | CUSIP: 36295E2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126364 | PA      | $130388.73     | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 601417                      | CUSIP: 36200HDW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55322 | PA      | $58055.78      | 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        |       7409 | PA      | $7413.03       | 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        |      10328 | PA      | $10685.48      | 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        |      13696 | PA      | $13809.91      | 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        |      54839 | PA      | $58875.68      | 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        |       3379 | PA      | $3457.37       | 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        |      61159 | PA      | $64284.60      | 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        |      26180 | PA      | $25951.66      | 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        |       4435 | PA      | $4661.38       | 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        |     210657 | PA      | $194852.60     | 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        |     424122 | PA      | $410367.19     | 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        |     569421 | PA      | $523083.64     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737551                      | CUSIP: 3620ARL82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60220 | PA      | $59044.73      | 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        |       6210 | PA      | $6006.89       | 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        |       2475 | PA      | $2525.79       | 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        |     138614 | PA      | $143361.52     | 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        |      33069 | PA      | $33452.49      | 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        |      37994 | PA      | $39342.36      | 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        |       7247 | PA      | $7828.13       | 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        |      68727 | PA      | $68687.22      | 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        |      12176 | PA      | $11342.25      | 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        |    5880823 | PA      | $3465881.05    | 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        |     130639 | PA      | $130074.98     | 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        |      11647 | PA      | $11688.87      | 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        |       2495 | PA      | $2522.69       | 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        |      23098 | PA      | $23988.17      | 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        |       2125 | PA      | $2100.97       | 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        |        840 | PA      | $844.17        | 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        |      12122 | PA      | $12327.54      | 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        |      37457 | PA      | $38669.70      | 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        |       2913 | PA      | $2815.71       | 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        |      18610 | PA      | $18659.04      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 501471                      | CUSIP: 36210TCG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        159 | PA      | $157.49        | 0.00%             | 2029-03-15      | 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        |     143225 | PA      | $147825.78     | 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        |      91128 | PA      | $91541.59      | 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        |     709349 | PA      | $732351.68     | 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        |       4299 | PA      | $4139.91       | 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        |      46831 | PA      | $46780.03      | 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        |      94631 | PA      | $95149.20      | 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        |     212562 | PA      | $222175.20     | 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        |      14269 | PA      | $14344.51      | 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        |       3541 | PA      | $3613.69       | 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        |       7776 | PA      | $7390.82       | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473809                      | CUSIP: 36209KKW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         67 | PA      | $66.61         | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 471242                      | CUSIP: 36209GP35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7336 | PA      | $7403.23       | 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        |      41228 | PA      | $41769.46      | 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        |       5565 | PA      | $5755.29       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737930                      | CUSIP: 3620ARY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96398 | PA      | $94612.20      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 687378                      | CUSIP: 36296CUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16195 | PA      | $16586.85      | 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        |      75118 | PA      | $72437.75      | 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        |       3968 | PA      | $4015.79       | 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        |     218289 | PA      | $224006.82     | 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        |     156283 | PA      | $159422.16     | 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        |      43915 | PA      | $45812.07      | 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        |       4637 | PA      | $4572.31       | 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        |      98365 | PA      | $99084.44      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783390                      | CUSIP: 36241LXT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     366444 | PA      | $365130.19     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA0027                      | CUSIP: 36177WA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84720 | PA      | $82026.23      | 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        |        711 | PA      | $735.61        | 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        |      34391 | PA      | $35457.64      | 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        |       1540 | PA      | $1544.62       | 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        |       4144 | PA      | $4179.85       | 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        |       5260 | PA      | $5489.47       | 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        |       9299 | PA      | $8991.59       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 671071                      | CUSIP: 36295HQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146794 | PA      | $151153.93     | 0.00%             | 2037-10-15      | 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        |       5825 | PA      | $5979.01       | 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        |      17694 | PA      | $17675.07      | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 433863                      | CUSIP: 36207J5Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9333 | PA      | $9381.24       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 727815                      | CUSIP: 3620AESC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57004 | PA      | $57389.55      | 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        |     146398 | PA      | $138473.57     | 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        |      56659 | PA      | $55534.07      | 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        |      16555 | PA      | $16358.25      | 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        |     124353 | PA      | $124358.87     | 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        |       5162 | PA      | $5346.81       | 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        |      25037 | PA      | $26111.19      | 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        |       2430 | PA      | $2443.38       | 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        |      36730 | PA      | $37583.87      | 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        |     223546 | PA      | $231208.25     | 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        |     155910 | PA      | $155364.35     | 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        |     120544 | PA      | $128682.54     | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737258                      | CUSIP: 3620ARB34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     278276 | PA      | $285445.74     | 0.00%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 193706                      | CUSIP: 36217HDK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2629 | PA      | $2651.95       | 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        |      43233 | PA      | $44093.58      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 619380                      | CUSIP: 36290WCR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        970 | PA      | $989.48        | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670883                      | CUSIP: 36295HJ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96107 | PA      | $99103.54      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 591919                      | CUSIP: 36201SSG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10224 | PA      | $10939.71      | 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        |       3640 | PA      | $3874.88       | 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        |      10706 | PA      | $10820.15      | 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        |        658 | PA      | $660.11        | 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        |    1964717 | PA      | $1805090.66    | 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        |      38673 | PA      | $41302.74      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 352020                      | CUSIP: 36203LAV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         75 | PA      | $71.71         | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610295                      | CUSIP: 36202U7G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     679306 | PA      | $708836.49     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 592647                      | CUSIP: 36201TL47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4790 | PA      | $4782.63       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 489825                      | CUSIP: 36210ED63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9623 | PA      | $9745.60       | 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        |      53112 | PA      | $56373.82      | 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        |      89252 | PA      | $92339.14      | 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        |       3100 | PA      | $3324.26       | 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        |      21312 | PA      | $22383.44      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 469990                      | CUSIP: 36209FC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9010 | PA      | $9034.65       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AL0786                      | CUSIP: 36183V2T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     795799 | PA      | $737642.77     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 602758                      | CUSIP: 36200JTP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        865 | PA      | $861.11        | 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        |     241822 | PA      | $250105.29     | 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        |      21673 | PA      | $21629.90      | 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        |       2672 | PA      | $2726.85       | 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        |       6054 | PA      | $6291.78       | 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        |    1211606 | PA      | $1169169.99    | 0.01%             | 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        |     780976 | PA      | $783297.39     | 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        |       1111 | PA      | $1167.30       | 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        |      93703 | PA      | $94771.02      | 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        |     121727 | PA      | $125389.29     | 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        |    1313719 | PA      | $1318609.72    | 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        |      72549 | PA      | $75017.08      | 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        |      61011 | PA      | $62197.10      | 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        |     506339 | PA      | $527510.66     | 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        |      43796 | PA      | $45139.84      | 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        |   40433269 | PA      | $36137998.24   | 0.21%             | 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        |      11097 | PA      | $10943.93      | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 472467                      | CUSIP: 36209HZ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1254 | PA      | $1251.60       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 354854                      | CUSIP: 36203PE33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        405 | PA      | $404.10        | 0.00%             | 2024-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 502730                      | CUSIP: 36210UPP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3853 | PA      | $3910.27       | 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        |     339751 | PA      | $340505.59     | 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        |     389596 | PA      | $402909.39     | 0.00%             | 2033-02-15      | 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        |      10363 | PA      | $10476.75      | 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        |      23400 | PA      | $24216.35      | 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        |       7800 | PA      | $7904.93       | 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        |      21508 | PA      | $22546.68      | 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        |      13774 | PA      | $14021.24      | 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        |     448882 | PA      | $432401.63     | 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        |       4088 | PA      | $4106.47       | 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        |      16773 | PA      | $17509.17      | 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        |      16321 | PA      | $16386.15      | 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        |       6353 | PA      | $6392.95       | 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        |       8898 | PA      | $8944.94       | 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        |      12611 | PA      | $12186.43      | 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        |       2843 | PA      | $2815.48       | 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        |       5420 | PA      | $5419.89       | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 480533                      | CUSIP: 36209SY62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        355 | PA      | $340.97        | 0.00%             | 2029-06-15      | 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        |       3826 | PA      | $4122.41       | 0.00%             | 2036-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 378478                      | CUSIP: 36204SM37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        766 | PA      | $763.84        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 546524                      | CUSIP: 36212XD51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45858 | PA      | $45956.17      | 0.00%             | 2033-01-15      | 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        |      10157 | PA      | $10590.35      | 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        |        140 | PA      | $142.00        | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 503872                      | CUSIP: 36210VW98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8372 | PA      | $8284.63       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 687189                      | CUSIP: 36296CNE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109814 | PA      | $109553.33     | 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        |       9217 | PA      | $9508.02       | 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        |      93604 | PA      | $91014.97      | 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        |      34627 | PA      | $35559.93      | 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        |     261088 | PA      | $246586.99     | 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        |      37431 | PA      | $39242.74      | 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        |      10933 | PA      | $11059.78      | 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        |    1494270 | PA      | $1489036.69    | 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        |     529674 | PA      | $544637.21     | 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        |     230784 | PA      | $233097.30     | 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        |   13543936 | PA      | $12151551.75   | 0.07%             | 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        |    1556797 | PA      | $1498261.10    | 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        |       1532 | PA      | $1539.08       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 463997                      | CUSIP: 36208XNN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3705 | PA      | $3740.87       | 0.00%             | 2028-07-15      | 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        |      10135 | PA      | $10122.93      | 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        |      25745 | PA      | $26629.03      | 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        |      11779 | PA      | $11890.78      | 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        |     157487 | PA      | $158384.44     | 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        |      15843 | PA      | $15564.39      | 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        |       7525 | PA      | $7716.93       | 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        |   50876548 | PA      | $51984725.29   | 0.31%             | 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        |     477515 | PA      | $487901.48     | 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        |      94333 | PA      | $93891.76      | 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        |     607224 | PA      | $631050.31     | 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        |     476010 | PA      | $459523.36     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 357261                      | CUSIP: 36203RZ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         84 | PA      | $84.55         | 0.00%             | 2023-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 712974                      | CUSIP: 36297JCK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66809 | PA      | $70200.73      | 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        |      76016 | PA      | $75527.64      | 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        |     112841 | PA      | $120245.16     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 780561                      | CUSIP: 36225ATS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        127 | PA      | $127.16        | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 485597                      | CUSIP: 36209YNN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        775 | PA      | $775.41        | 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        |     990610 | PA      | $987958.25     | 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        |      36074 | PA      | $37417.07      | 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        |        138 | PA      | $134.83        | 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        |      23913 | PA      | $23989.13      | 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        |       3777 | PA      | $3765.93       | 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        |     192189 | PA      | $182073.94     | 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        |      64360 | PA      | $65158.70      | 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        |      53435 | PA      | $53441.40      | 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        |     107726 | PA      | $113485.50     | 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        |      16906 | PA      | $16928.95      | 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        |      80080 | PA      | $79937.36      | 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        |    1200117 | PA      | $1149070.71    | 0.01%             | 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        |     289247 | PA      | $299683.79     | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476350                      | CUSIP: 36209NEX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12387 | PA      | $12448.15      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482802                      | CUSIP: 36209VKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15694 | PA      | $15176.08      | 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        |     243250 | PA      | $250353.73     | 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        |     109165 | PA      | $108838.16     | 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        |      28345 | PA      | $30351.45      | 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        |       1954 | PA      | $2052.14       | 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        |     237398 | PA      | $250996.52     | 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        |     884659 | PA      | $856237.17     | 0.01%             | 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        |      42129 | PA      | $38698.60      | 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        |     275442 | PA      | $295550.02     | 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        |      87922 | PA      | $89671.25      | 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        |     232457 | PA      | $230347.68     | 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        |      15594 | PA      | $15761.22      | 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        |        787 | PA      | $817.72        | 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        |       8178 | PA      | $8594.21       | 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        |     243900 | PA      | $243169.93     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 646386                      | CUSIP: 36292ECX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18313 | PA      | $19731.69      | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 498701                      | CUSIP: 36210QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1727 | PA      | $1722.65       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 599632                      | CUSIP: 36200FED6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4646 | PA      | $4714.86       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506521                      | CUSIP: 36210YVN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1377 | PA      | $1446.28       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3172                      | CUSIP: 36179RQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   34475466 | PA      | $32203625.98   | 0.19%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 555386                      | CUSIP: 36213H6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5623 | PA      | $5662.61       | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 767263                      | CUSIP: 36176JFC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102220 | PA      | $101913.71     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476324                      | CUSIP: 36209ND58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        170 | PA      | $170.13        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA0690                      | CUSIP: 36177WXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113438 | PA      | $109677.19     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482017                      | CUSIP: 36209UPA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2074 | PA      | $2054.65       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617299                      | CUSIP: 36290TX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49993 | PA      | $52296.06      | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AI2465                      | CUSIP: 36198NW27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159174 | PA      | $152589.39     | 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        |      30078 | PA      | $29973.24      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 662557                      | CUSIP: 36294XB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     404637 | PA      | $404756.17     | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 531079                      | CUSIP: 36212D6Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9181 | PA      | $9605.06       | 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        |      93498 | PA      | $98444.42      | 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        |       2011 | PA      | $2002.90       | 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        |       2578 | PA      | $2686.58       | 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        |     681506 | PA      | $697358.27     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 392035                      | CUSIP: 36205JPU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2673 | PA      | $2665.38       | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 711067                      | CUSIP: 36297F6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11810 | PA      | $12432.50      | 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        |     111595 | PA      | $117692.84     | 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        |       7956 | PA      | $8043.46       | 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        |       6743 | PA      | $7236.67       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 494764                      | CUSIP: 36210KTV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1400 | PA      | $1401.24       | 0.00%             | 2029-05-15      | 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        |      33322 | PA      | $34372.89      | 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        |     292028 | PA      | $281703.33     | 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        |       2920 | PA      | $2806.89       | 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        |     881004 | PA      | $832060.23     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476165                      | CUSIP: 36209M6A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1762 | PA      | $1759.88       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6658                      | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   81072534 | PA      | $79978711.85   | 0.47%             | 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        |      17761 | PA      | $18320.33      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 662008                      | CUSIP: 36294WNZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7729 | PA      | $7881.06       | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 766875                      | CUSIP: 36176HXC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56149 | PA      | $57328.17      | 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        |     273681 | PA      | $282169.14     | 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        |    1773402 | PA      | $1699533.83    | 0.01%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 478378                      | CUSIP: 36209QM36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        972 | PA      | $932.68        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 606094                      | CUSIP: 36201XKF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112139 | PA      | $118840.51     | 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        |     345634 | PA      | $367788.80     | 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        |       3971 | PA      | $4021.45       | 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        |      14031 | PA      | $13408.44      | 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        |       3943 | PA      | $4258.69       | 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        |      82408 | PA      | $84183.30      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470237                      | CUSIP: 36209FLS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1663 | PA      | $1681.32       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 720208                      | CUSIP: 3620A6DM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39524 | PA      | $40652.43      | 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        |      39071 | PA      | $39524.46      | 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        |     145296 | PA      | $145160.56     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 371929                      | CUSIP: 36204KEA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1836 | PA      | $1829.06       | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473817                      | CUSIP: 36209KK64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51012 | PA      | $53577.51      | 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        |     301323 | PA      | $290732.29     | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 644809                      | CUSIP: 36292CKW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16216 | PA      | $16140.88      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 480565                      | CUSIP: 36209SZ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4812 | PA      | $4760.51       | 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        |       4428 | PA      | $4375.36       | 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        |       1654 | PA      | $1595.10       | 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        |      45902 | PA      | $46372.09      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482834                      | CUSIP: 36209VLP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        475 | PA      | $473.77        | 0.00%             | 2028-11-15      | 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        |      10741 | PA      | $11279.96      | 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        |      45771 | PA      | $47000.96      | 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        |       8253 | PA      | $8165.39       | 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        |     179112 | PA      | $179476.72     | 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        |     230422 | PA      | $217618.45     | 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        |       4642 | PA      | $4965.10       | 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        |    1993833 | PA      | $1870978.48    | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 568033                      | CUSIP: 36213YBA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         86 | PA      | $85.26         | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782813                      | CUSIP: 36241LDS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17475 | PA      | $18237.67      | 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        |     114423 | PA      | $119419.18     | 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        |       2390 | PA      | $2414.34       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 359958                      | CUSIP: 36203UZX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        322 | PA      | $320.75        | 0.00%             | 2023-12-15      | 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        |    1547444 | PA      | $1345671.76    | 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        |      36015 | PA      | $37249.48      | 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        |     530465 | PA      | $524409.09     | 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        |     190982 | PA      | $197513.74     | 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        |      22758 | PA      | $23902.30      | 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        |      61224 | PA      | $61392.69      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 323396                      | CUSIP: 36224BGD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        852 | PA      | $849.24        | 0.00%             | 2024-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482903                      | CUSIP: 36209VNU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19584 | PA      | $20429.81      | 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        |     348626 | PA      | $359582.49     | 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        |       1831 | PA      | $1957.76       | 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        |    2706592 | PA      | $2766456.54    | 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        |        414 | PA      | $409.61        | 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        |       5264 | PA      | $5090.85       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 633565                      | CUSIP: 36291NZ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38005 | PA      | $39303.41      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AH7372                      | CUSIP: 36182QFM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3594595 | PA      | $3456936.93    | 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        |      13684 | PA      | $13801.27      | 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        |       8328 | PA      | $8466.32       | 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        |       3867 | PA      | $4197.11       | 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        |       5411 | PA      | $5011.84       | 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        |      11614 | PA      | $11749.03      | 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        |       2827 | PA      | $2850.19       | 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        |      78604 | PA      | $81376.60      | 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        |      14423 | PA      | $14922.66      | 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        |       4683 | PA      | $4475.34       | 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        |      36736 | PA      | $36813.30      | 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        |      31111 | PA      | $31015.88      | 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        |    1129753 | PA      | $1119171.00    | 0.01%             | 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        |        301 | PA      | $315.73        | 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        |     311068 | PA      | $318172.38     | 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        |     124499 | PA      | $117546.36     | 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        |      30969 | PA      | $30640.62      | 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        |       9647 | PA      | $9646.63       | 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        |     295288 | PA      | $303121.47     | 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        |     241192 | PA      | $251136.56     | 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        |      24691 | PA      | $24701.44      | 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        |     388365 | PA      | $376260.54     | 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        |      13721 | PA      | $14192.03      | 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        |       9535 | PA      | $9862.26       | 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        |      31845 | PA      | $32141.28      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491489                      | CUSIP: 36210F7A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16225 | PA      | $16716.85      | 0.00%             | 2029-06-15      | 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        |       7667 | PA      | $7923.38       | 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        |       4483 | PA      | $4778.98       | 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        |      21371 | PA      | $21328.57      | 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        |      15424 | PA      | $15276.35      | 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        |      36530 | PA      | $35192.14      | 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        |       9468 | PA      | $9712.00       | 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        |        853 | PA      | $862.57        | 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        |      33829 | PA      | $34877.85      | 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        |   24592585 | PA      | $23758881.31   | 0.14%             | 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        |      36419 | PA      | $36738.63      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 672683                      | CUSIP: 36295KJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28217 | PA      | $29618.48      | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 566519                      | CUSIP: 36213WK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74566 | PA      | $79440.77      | 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        |     244627 | PA      | $250251.13     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474260                      | CUSIP: 36209KZZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2057 | PA      | $2050.07       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A76485                      | CUSIP: 3128LAF21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1026 | PA      | $1064.53       | 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        |      95724 | PA      | $102422.77     | 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        |      91563 | PA      | $86614.96      | 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        |       3753 | PA      | $3737.01       | 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        |       7842 | PA      | $7763.23       | 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        |      18536 | PA      | $19736.12      | 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        |      43534 | PA      | $45424.47      | 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        |      21745 | PA      | $23064.57      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2006-41 PC                 | CUSIP: 38374NMS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4903768 | PA      | $5047521.84    | 0.03%             | 2036-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 575918                      | CUSIP: 36200XYP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12518 | PA      | $12384.22      | 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        |      21888 | PA      | $23188.56      | 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        |     486115 | PA      | $470605.19     | 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        |       4074 | PA      | $4249.67       | 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        |      23840 | PA      | $24301.49      | 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        |       5842 | PA      | $5778.14       | 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        |       1122 | PA      | $1128.46       | 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        |        572 | PA      | $607.82        | 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        |     147154 | PA      | $154275.01     | 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        |      67276 | PA      | $71872.36      | 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        |     160390 | PA      | $165230.36     | 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        |      53650 | PA      | $55487.17      | 0.00%             | 2033-12-15      | 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        |        208 | PA      | $209.11        | 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        |      24378 | PA      | $25647.91      | 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        |      42620 | PA      | $42579.93      | 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        |     341890 | PA      | $327893.79     | 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        |       3159 | PA      | $3201.52       | 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        |      70931 | PA      | $69008.96      | 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        |     136623 | PA      | $122316.50     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA5285                      | CUSIP: 3133KL2S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   94931336 | PA      | $83723590.70   | 0.49%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 650148                      | CUSIP: 36292JHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16074 | PA      | $16501.84      | 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        |    8437408 | PA      | $8620891.85    | 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        |       8374 | PA      | $8616.51       | 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        |     490013 | PA      | $543186.61     | 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        |        412 | PA      | $416.91        | 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        |      28403 | PA      | $28545.02      | 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        |       1379 | PA      | $1386.96       | 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        |     404270 | PA      | $373165.41     | 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        |       1990 | PA      | $2002.85       | 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        |      35989 | PA      | $34741.36      | 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        |      13671 | PA      | $13982.96      | 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        |     132167 | PA      | $139237.60     | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                     | CITI TREAS TRI-PARTY           | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Long             | RA               | CORP              | US        |   30300000 | PA      | $30300000.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 721136                      | CUSIP: 3620A7EH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     290302 | PA      | $292244.75     | 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        |     102991 | PA      | $105777.98     | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 457792                      | CUSIP: 36208QRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        917 | PA      | $886.52        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 571246                      | CUSIP: 36200STB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20429 | PA      | $20280.76      | 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        |      11098 | PA      | $11911.79      | 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        |      22379 | PA      | $22462.57      | 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        |       5583 | PA      | $5626.09       | 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        |      33803 | PA      | $35174.55      | 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        |      17602 | PA      | $17748.62      | 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        |   62080603 | PA      | $57267872.70   | 0.34%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 184091                      | CUSIP: 362165NG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        370 | PA      | $369.48        | 0.00%             | 2023-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 422270                      | CUSIP: 36206VCF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15604 | PA      | $16138.91      | 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        |      23704 | PA      | $24832.65      | 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        |      71046 | PA      | $76023.02      | 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        |      41420 | PA      | $43308.97      | 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        |     106855 | PA      | $114158.84     | 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        |     149397 | PA      | $157833.32     | 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        |     204336 | PA      | $190303.77     | 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        |      15448 | PA      | $15774.48      | 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        |       7118 | PA      | $6883.34       | 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        |      25211 | PA      | $26299.85      | 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        |     294282 | PA      | $293777.52     | 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        |     454831 | PA      | $451624.97     | 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        |     201978 | PA      | $210795.43     | 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        |   50513847 | PA      | $50329057.70   | 0.30%             | 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        |       1672 | PA      | $1690.90       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 690649                      | CUSIP: 36296GH20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137120 | PA      | $141151.00     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AC6295                      | CUSIP: 36179F7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     218886 | PA      | $212124.66     | 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        |    6260668 | PA      | $6049745.77    | 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        |      22796 | PA      | $23528.25      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 465256                      | CUSIP: 36208YZV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        656 | PA      | $663.85        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 584056                      | CUSIP: 36201HZV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10988 | PA      | $10936.78      | 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        |      21768 | PA      | $22459.70      | 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        |       8647 | PA      | $8055.31       | 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        |       3484 | PA      | $3479.93       | 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        |       4008 | PA      | $3876.38       | 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        |       6858 | PA      | $7306.94       | 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        |      22665 | PA      | $22924.25      | 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        |      13379 | PA      | $13469.33      | 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        |      16375 | PA      | $16835.68      | 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        |      10630 | PA      | $10598.57      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 607544                      | CUSIP: 36201Y5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85803 | PA      | $87585.97      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 593460                      | CUSIP: 36201UJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48130 | PA      | $50967.92      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 433692                      | CUSIP: 36207JXV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        962 | PA      | $964.03        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 678582                      | CUSIP: 36295R2P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5362 | PA      | $5581.55       | 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        |     249438 | PA      | $250147.38     | 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        |      12202 | PA      | $11783.79      | 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        |      80679 | PA      | $83558.11      | 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        |   15367413 | PA      | $13539445.39   | 0.08%             | 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        |      20955 | PA      | $22251.80      | 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        |       6237 | PA      | $6288.82       | 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        |     116661 | PA      | $122968.08     | 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        |       6559 | PA      | $6879.35       | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 385611                      | CUSIP: 36205BKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        876 | PA      | $872.73        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 410582                      | CUSIP: 36206GCT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        508 | PA      | $506.67        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 743708                      | CUSIP: 3620AYGR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120186 | PA      | $123663.48     | 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        |       7109 | PA      | $7171.05       | 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        |       1053 | PA      | $1103.20       | 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        |      65874 | PA      | $67779.97      | 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        |      57490 | PA      | $61050.80      | 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        |    1543367 | PA      | $1538668.82    | 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        |       1229 | PA      | $1247.31       | 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        |      63559 | PA      | $63794.59      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2022-50 CA                 | CUSIP: 38383PLD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   66953337 | PA      | $60769419.91   | 0.36%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 650698                      | CUSIP: 36292J3F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9868 | PA      | $10045.83      | 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        |     120707 | PA      | $124887.45     | 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        |      54800 | PA      | $55956.32      | 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        |       9839 | PA      | $10034.62      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 712341                      | CUSIP: 36297HLW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     517074 | PA      | $501533.95     | 0.00%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 480084                      | CUSIP: 36209SJ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11628 | PA      | $12243.75      | 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        |     195356 | PA      | $180022.02     | 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        |      53792 | PA      | $53653.21      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 575901                      | CUSIP: 36200XX61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        765 | PA      | $818.78        | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781336                      | CUSIP: 36225BPV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        270 | PA      | $284.43        | 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        |     365522 | PA      | $352857.78     | 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        |     140953 | PA      | $141191.87     | 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        |       2094 | PA      | $2092.48       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AF8335                      | CUSIP: 36181QHL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1117 | PA      | $1050.59       | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 764597                      | CUSIP: 36176FGE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37295 | PA      | $37198.61      | 0.00%             | 2041-09-15      | 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        |       6666 | PA      | $7001.44       | 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        |      67350 | PA      | $70611.30      | 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        |   20825000 | PA      | $17941570.50   | 0.11%             | 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        |       9714 | PA      | $9767.58       | 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        |       3685 | PA      | $3747.98       | 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        |       8882 | PA      | $8873.88       | 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        |     224689 | PA      | $221257.56     | 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        |      17381 | PA      | $17937.79      | 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        |       3831 | PA      | $3840.52       | 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        |     950137 | PA      | $935669.02     | 0.01%             | 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        |     238951 | PA      | $237946.61     | 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        |     299941 | PA      | $277289.90     | 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        |      61630 | PA      | $65279.40      | 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        |      23779 | PA      | $25362.37      | 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        |       2083 | PA      | $2149.90       | 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        |     115449 | PA      | $126128.27     | 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        |       2938 | PA      | $2962.74       | 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        |     743645 | PA      | $741654.12     | 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        |      22619 | PA      | $23394.15      | 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        |       1726 | PA      | $1799.69       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BV2977                      | CUSIP: 3140MGJX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     997282 | PA      | $935514.19     | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 735224                      | CUSIP: 3620ANYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71260 | PA      | $71069.17      | 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        |    5019243 | PA      | $4390835.78    | 0.03%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 666825                      | CUSIP: 36295CYW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62317 | PA      | $64377.10      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 709457                      | CUSIP: 36297EE68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1608 | PA      | $1641.09       | 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        |      73505 | PA      | $78326.89      | 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        |     102098 | PA      | $105433.17     | 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        |       2008 | PA      | $2148.74       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610355                      | CUSIP: 36202VBY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60711 | PA      | $63021.02      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 626497                      | CUSIP: 36291E7J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32543 | PA      | $33659.47      | 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        |      14265 | PA      | $14335.86      | 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        |      92155 | PA      | $93734.76      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 661931                      | CUSIP: 36294WLL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35176 | PA      | $36096.38      | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 465580                      | CUSIP: 36209AFV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1653 | PA      | $1658.87       | 0.00%             | 2028-12-15      | 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        |      15295 | PA      | $14902.97      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670957                      | CUSIP: 36295HME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     264291 | PA      | $270468.80     | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 384067                      | CUSIP: 36204YTY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2193 | PA      | $2188.89       | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 501887                      | CUSIP: 36210TRG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        111 | PA      | $111.48        | 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        |     528483 | PA      | $518134.27     | 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        |     832822 | PA      | $770558.48     | 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        |      13374 | PA      | $13484.12      | 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        |        726 | PA      | $738.79        | 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        |       2365 | PA      | $2379.73       | 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        |       7686 | PA      | $7783.44       | 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        |      28289 | PA      | $28959.99      | 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        |     466367 | PA      | $447428.91     | 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        |        710 | PA      | $700.87        | 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        |    5362211 | PA      | $5040718.22    | 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        |       7474 | PA      | $8098.52       | 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        |     134365 | PA      | $126917.22     | 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        |       6908 | PA      | $7366.25       | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 434117                      | CUSIP: 36207KG20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6342 | PA      | $6359.76       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BS6519                      | CUSIP: 3140LHG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21125000 | PA      | $20094945.00   | 0.12%             | 2032-11-01      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 637076                      | CUSIP: 36291SXD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95283 | PA      | $98548.47      | 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        |       9563 | PA      | $9638.04       | 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        |      53586 | PA      | $54112.48      | 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        |    8502850 | PA      | $8181759.98    | 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        |      44850 | PA      | $46311.79      | 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        |     189253 | PA      | $202480.74     | 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        |      77552 | PA      | $82848.79      | 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        |     394397 | PA      | $411577.44     | 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        |       2500 | PA      | $2607.20       | 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        |      53185 | PA      | $55272.74      | 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        |     121994 | PA      | $112310.43     | 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        |      75423 | PA      | $75466.35      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 599377                      | CUSIP: 36200E2J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10822 | PA      | $11579.23      | 0.00%             | 2033-03-15      | 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        |      80197 | PA      | $80790.79      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 458802                      | CUSIP: 36208RU36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        687 | PA      | $692.31        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 663159                      | CUSIP: 36294XWU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59234 | PA      | $60201.08      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 574546                      | CUSIP: 36200WHX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102633 | PA      | $110018.70     | 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        |      42084 | PA      | $43305.30      | 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        |    1172365 | PA      | $1134841.57    | 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        |      97112 | PA      | $104368.51     | 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        |   38217787 | PA      | $36478782.11   | 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        |       4122 | PA      | $4146.78       | 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        |        984 | PA      | $1006.75       | 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        |       1675 | PA      | $1689.12       | 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        |     258955 | PA      | $260888.80     | 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        |     227929 | PA      | $236132.25     | 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        |     149172 | PA      | $163019.79     | 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        |      34997 | PA      | $35256.09      | 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        |      77168 | PA      | $81791.36      | 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        |     431442 | PA      | $403089.04     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 503012                      | CUSIP: 36210UYH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6809 | PA      | $6793.02       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 641334                      | CUSIP: 36291XPT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31409 | PA      | $32021.25      | 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        |      75237 | PA      | $78418.16      | 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        |      31307 | PA      | $28623.53      | 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        |      36436 | PA      | $37230.71      | 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        |      66673 | PA      | $68958.32      | 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        |      12976 | PA      | $13084.21      | 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        |      17814 | PA      | $17999.14      | 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        |        151 | PA      | $151.24        | 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        |     472478 | PA      | $442298.66     | 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        |      22410 | PA      | $22356.75      | 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        |       9197 | PA      | $9155.13       | 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        |    1048115 | PA      | $990181.14     | 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        |      57045 | PA      | $58999.67      | 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        |       6311 | PA      | $6493.72       | 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        |     221610 | PA      | $229716.88     | 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        |      35913 | PA      | $37004.39      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 347018                      | CUSIP: 36203EPB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         85 | PA      | $85.21         | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676945                      | CUSIP: 36295QBN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84733 | PA      | $83961.06      | 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        |     110960 | PA      | $114735.30     | 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        |      31716 | PA      | $32247.89      | 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        |       5165 | PA      | $4994.77       | 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        |      65562 | PA      | $65461.25      | 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        |     518873 | PA      | $501450.20     | 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        |     390590 | PA      | $402701.66     | 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        |     139169 | PA      | $127070.75     | 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        |      13224 | PA      | $13105.74      | 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        |       4057 | PA      | $4113.71       | 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        |       1137 | PA      | $1116.26       | 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        |      91460 | PA      | $91650.58      | 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        |     236283 | PA      | $239306.26     | 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        |     132472 | PA      | $142527.60     | 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        |       7179 | PA      | $7212.78       | 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        |      92501 | PA      | $92196.73      | 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        |    2003993 | PA      | $1995360.88    | 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        |     150485 | PA      | $150757.25     | 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        |       5821 | PA      | $6020.47       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 483008                      | CUSIP: 36209VR55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2577 | PA      | $2491.86       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 609454                      | CUSIP: 36202UBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25766 | PA      | $26767.47      | 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        |      67079 | PA      | $69364.64      | 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        |       7289 | PA      | $7423.50       | 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        |       2508 | PA      | $2526.91       | 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        |      61645 | PA      | $61587.64      | 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        |      43308 | PA      | $46345.68      | 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        |     122935 | PA      | $131520.57     | 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        |      14357 | PA      | $14725.48      | 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        |      41706 | PA      | $41763.20      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482856                      | CUSIP: 36209VMD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        665 | PA      | $669.61        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 594140                      | CUSIP: 36201VBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6593 | PA      | $6880.44       | 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        |      60502 | PA      | $56389.31      | 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        |      51509 | PA      | $51508.90      | 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        |       2683 | PA      | $2710.10       | 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        |     270562 | PA      | $295671.72     | 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        |     157733 | PA      | $144537.31     | 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        |      73485 | PA      | $76823.73      | 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        |      98287 | PA      | $100928.03     | 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        |       2086 | PA      | $2015.50       | 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        |       6302 | PA      | $6241.98       | 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        |      13437 | PA      | $13811.80      | 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        |    2888841 | PA      | $2797386.53    | 0.02%             | 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        |      14415 | PA      | $14896.23      | 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        |    2928856 | PA      | $3126302.42    | 0.02%             | 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        |    1006960 | PA      | $997823.26     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 577297                      | CUSIP: 36201AKJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        237 | PA      | $239.16        | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3661                      | CUSIP: 36179SB63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182591 | PA      | $162673.26     | 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        |      33927 | PA      | $34552.02      | 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        |       4726 | PA      | $4846.85       | 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        |       7878 | PA      | $7953.49       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610942                      | CUSIP: 36202VWB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5529 | PA      | $5648.54       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782569                      | CUSIP: 36241K2A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6414 | PA      | $6913.14       | 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        |      67658 | PA      | $62355.43      | 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        |      27517 | PA      | $27957.48      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 740625                      | CUSIP: 3620AUYW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43038 | PA      | $43882.93      | 0.00%             | 2041-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 484568                      | CUSIP: 36209XJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23281 | PA      | $22513.51      | 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        |       5371 | PA      | $5442.91       | 0.00%             | 2030-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 400600                      | CUSIP: 36205T7M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1204 | PA      | $1238.77       | 0.00%             | 2038-04-15      | 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        |      11021 | PA      | $11111.99      | 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        |     195571 | PA      | $199762.81     | 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        |       6194 | PA      | $6245.04       | 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        |       1964 | PA      | $1990.47       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 582824                      | CUSIP: 36201GPH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9564 | PA      | $9763.98       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 609413                      | CUSIP: 36202UAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62161 | PA      | $62111.04      | 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        |        645 | PA      | $650.53        | 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        |      71565 | PA      | $72987.03      | 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        |     256908 | PA      | $264332.56     | 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        |       2310 | PA      | $2390.22       | 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        |     179365 | PA      | $184936.80     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 467477                      | CUSIP: 36209CJW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3998 | PA      | $4015.55       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 776587                      | CUSIP: 36176URG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     646615 | PA      | $652455.99     | 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        |       2662 | PA      | $2667.90       | 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        |       5911 | PA      | $5953.35       | 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        |    1061395 | PA      | $1027362.53    | 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        |      10674 | PA      | $10769.26      | 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        |      16579 | PA      | $16574.36      | 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        |     120568 | PA      | $126030.49     | 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        |      64433 | PA      | $67175.91      | 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        |      44070 | PA      | $47153.13      | 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        |      19636 | PA      | $19802.50      | 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        |     288078 | PA      | $300273.10     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 674450                      | CUSIP: 36295MH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201490 | PA      | $207243.32     | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 450623                      | CUSIP: 36208GSL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9884 | PA      | $9924.13       | 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        |       1418 | PA      | $1517.52       | 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        |       4903 | PA      | $4730.95       | 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        |        353 | PA      | $353.41        | 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        |    1474746 | PA      | $1469584.38    | 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        |     259431 | PA      | $266428.59     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 577983                      | CUSIP: 36201BCU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4598 | PA      | $4792.56       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 690408                      | CUSIP: 36296GAH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21779 | PA      | $22861.71      | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 636081                      | CUSIP: 36291RUE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19768 | PA      | $19571.00      | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q33059                      | CUSIP: 3132QPMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     245929 | PA      | $250314.02     | 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        |      17116 | PA      | $17685.83      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376082                      | CUSIP: 36204PXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1107 | PA      | $1104.36       | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 483866                      | CUSIP: 36209WQT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1344 | PA      | $1347.88       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 597486                      | CUSIP: 36200CXP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33514 | PA      | $34815.68      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 584137                      | CUSIP: 36201H4W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115894 | PA      | $118683.62     | 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        |      34942 | PA      | $36142.11      | 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        |     269848 | PA      | $260364.50     | 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        |      76294 | PA      | $78712.95      | 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        |     148393 | PA      | $145669.91     | 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        |     372614 | PA      | $342327.96     | 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        |       7963 | PA      | $8238.30       | 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        |       6359 | PA      | $6414.74       | 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        |       3663 | PA      | $3687.58       | 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        |     113571 | PA      | $117820.95     | 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        |       8176 | PA      | $8456.86       | 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        |        786 | PA      | $785.31        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 468754                      | CUSIP: 36209DWP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2060 | PA      | $2066.83       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 493005                      | CUSIP: 36210HU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        221 | PA      | $220.81        | 0.00%             | 2028-11-15      | 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        |     149939 | PA      | $153671.67     | 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        |        904 | PA      | $926.93        | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 371751                      | CUSIP: 36204J5L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        432 | PA      | $430.13        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603482                      | CUSIP: 36200KM79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     299765 | PA      | $310032.10     | 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        |       8706 | PA      | $8636.82       | 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        |      27724 | PA      | $28584.02      | 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        |       2104 | PA      | $2153.78       | 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        |       2165 | PA      | $2187.70       | 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        |      17345 | PA      | $17938.30      | 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        |      72143 | PA      | $74640.60      | 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        |      21398 | PA      | $22067.16      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 588258                      | CUSIP: 36201NQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15120 | PA      | $15588.93      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 488957                      | CUSIP: 36210DE64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        690 | PA      | $694.76        | 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        |      43576 | PA      | $43684.23      | 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        |       2714 | PA      | $2624.06       | 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        |     113518 | PA      | $117408.26     | 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        |     394506 | PA      | $405959.22     | 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        |      18274 | PA      | $19454.43      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 627465                      | CUSIP: 36291GCA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16107 | PA      | $16383.54      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615201                      | CUSIP: 36290RNS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24565 | PA      | $25094.10      | 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        |    2707791 | PA      | $2740649.03    | 0.02%             | 2043-08-01      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AO4548                      | CUSIP: 3617A5BR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91121 | PA      | $83712.57      | 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        |       7301 | PA      | $7788.72       | 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        |      55499 | PA      | $52417.27      | 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        |      11328 | PA      | $11560.07      | 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        |      11205 | PA      | $11147.15      | 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        |     141846 | PA      | $146709.24     | 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        |       1905 | PA      | $1941.57       | 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        |       9129 | PA      | $9215.07       | 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        |      27612 | PA      | $28597.50      | 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        |      11928 | PA      | $12066.80      | 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        |      68348 | PA      | $70037.56      | 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        |       5853 | PA      | $5857.81       | 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        |        403 | PA      | $407.68        | 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        |     266047 | PA      | $251676.23     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 669069                      | CUSIP: 36295FJN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46602 | PA      | $46615.53      | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 629894                      | CUSIP: 36291JXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33145 | PA      | $33094.77      | 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        |      37837 | PA      | $38651.42      | 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        |     884477 | PA      | $925696.99     | 0.01%             | 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        |      13931 | PA      | $14750.97      | 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        |      70678 | PA      | $75400.40      | 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        |     586433 | PA      | $597956.10     | 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        |    4330572 | PA      | $4179115.14    | 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        |      36855 | PA      | $38117.53      | 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        |       6802 | PA      | $6814.97       | 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        |     735852 | PA      | $710012.29     | 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        |     280720 | PA      | $286875.71     | 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        |      89592 | PA      | $89181.82      | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676006                      | CUSIP: 36295PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16374 | PA      | $16714.30      | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB5667                      | CUSIP: 36178SJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     637626 | PA      | $588211.59     | 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        |     186795 | PA      | $189159.63     | 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        |      62273 | PA      | $64974.86      | 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        |       4546 | PA      | $4438.20       | 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        |      42144 | PA      | $43875.14      | 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        |     721738 | PA      | $687995.26     | 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        |      19012 | PA      | $18977.70      | 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        |     149256 | PA      | $143335.46     | 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        |      17688 | PA      | $18206.99      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 421389                      | CUSIP: 36206UC23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1411 | PA      | $1331.96       | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 480501                      | CUSIP: 36209SX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24546 | PA      | $24652.01      | 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        |      17185 | PA      | $17244.11      | 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        |      95215 | PA      | $103086.94     | 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        |       2238 | PA      | $2327.66       | 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        |   26724351 | PA      | $24956495.41   | 0.15%             | 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        |      31099 | PA      | $31748.10      | 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        |     184071 | PA      | $177562.53     | 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        |       8554 | PA      | $8555.44       | 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        |      20502 | PA      | $21387.64      | 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        |      37624 | PA      | $39634.37      | 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        |    4694975 | PA      | $4407277.23    | 0.03%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 699656                      | CUSIP: 36296SH99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56641 | PA      | $57947.77      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 586756                      | CUSIP: 36201LZV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65013 | PA      | $65025.61      | 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        |      46559 | PA      | $48553.65      | 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        |     413528 | PA      | $431601.02     | 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        |      97112 | PA      | $100231.65     | 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        |      12109 | PA      | $12814.23      | 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        |       3569 | PA      | $3613.68       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 467343                      | CUSIP: 36209CEQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        845 | PA      | $808.10        | 0.00%             | 2028-11-15      | 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        |     187073 | PA      | $172963.02     | 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        |      40457 | PA      | $41322.85      | 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        |     431061 | PA      | $417306.33     | 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        |      10370 | PA      | $10322.75      | 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        |      15411 | PA      | $15442.24      | 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        |     146568 | PA      | $141415.00     | 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        |         92 | PA      | $92.37         | 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        |      56220 | PA      | $54882.34      | 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        |      70166 | PA      | $72571.12      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 436196                      | CUSIP: 36207MRR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2841 | PA      | $2864.19       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 550690                      | CUSIP: 36213CXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93445 | PA      | $95303.27      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 368354                      | CUSIP: 36204FE34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1442 | PA      | $1415.24       | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782619                      | CUSIP: 36241K4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     251543 | PA      | $262503.54     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 566640                      | CUSIP: 36213WPZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        318 | PA      | $315.54        | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA6087                      | CUSIP: 36178DXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     400401 | PA      | $386005.93     | 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        |      52519 | PA      | $53245.39      | 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        |      51738 | PA      | $48871.22      | 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        |      16399 | PA      | $17126.64      | 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        |       2498 | PA      | $2474.37       | 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        |      49416 | PA      | $50971.91      | 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        |       1285 | PA      | $1372.47       | 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        |      39864 | PA      | $42653.79      | 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        |      39757 | PA      | $39424.86      | 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        |      87094 | PA      | $87266.80      | 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        |      53783 | PA      | $53834.77      | 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        |      10864 | PA      | $10951.85      | 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        |      91398 | PA      | $93329.15      | 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        |       3536 | PA      | $3671.58       | 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        |       2057 | PA      | $1987.78       | 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        |     509195 | PA      | $491957.48     | 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        |     232111 | PA      | $231684.03     | 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        |     465644 | PA      | $443825.40     | 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        |       1013 | PA      | $1085.70       | 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        |      12466 | PA      | $12433.78      | 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        |      87311 | PA      | $88112.40      | 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        |       2178 | PA      | $2204.30       | 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        |       1923 | PA      | $1942.77       | 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        |      48399 | PA      | $48476.44      | 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        |      32462 | PA      | $31340.46      | 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        |      11794 | PA      | $11372.07      | 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        |  120663079 | PA      | $111835380.54  | 0.66%             | 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        |       2809 | PA      | $2945.15       | 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        |      46990 | PA      | $47208.00      | 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        |     243925 | PA      | $252238.80     | 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        |     128163 | PA      | $126957.72     | 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        |       4310 | PA      | $4313.29       | 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        |        323 | PA      | $329.44        | 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        |      90421 | PA      | $85413.33      | 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        |       5850 | PA      | $5920.35       | 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        |       1060 | PA      | $1070.45       | 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        |     143325 | PA      | $147088.24     | 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        |       2438 | PA      | $2352.29       | 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        |      64808 | PA      | $65292.70      | 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        |      18582 | PA      | $18409.37      | 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        |      16657 | PA      | $16402.44      | 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        |       1517 | PA      | $1517.70       | 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        |      23232 | PA      | $23206.47      | 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        |       8847 | PA      | $8873.83       | 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        |      33057 | PA      | $33743.49      | 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        |    1355227 | PA      | $1365329.10    | 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        |      21612 | PA      | $21816.92      | 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        |     332346 | PA      | $331845.06     | 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        |      17300 | PA      | $17794.76      | 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        |     120109 | PA      | $123843.41     | 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        |      12359 | PA      | $12838.94      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 717942                      | CUSIP: 3620A3S70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     293608 | PA      | $306998.90     | 0.00%             | 2039-09-15      | 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        |       9884 | PA      | $10182.14      | 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        |      42427 | PA      | $43881.94      | 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        |     177449 | PA      | $171699.66     | 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        |      29387 | PA      | $30280.51      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 695846                      | CUSIP: 36296NBP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28845 | PA      | $29270.20      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA8336                      | CUSIP: 36178GHM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1594954 | PA      | $1464736.13    | 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        |      27691 | PA      | $27153.91      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 658814                      | CUSIP: 36294S3X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46384 | PA      | $47271.66      | 0.00%             | 2037-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 457100                      | CUSIP: 36208PX52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9999 | PA      | $9646.18       | 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        |      24355 | PA      | $26412.06      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 661048                      | CUSIP: 36294VL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     292166 | PA      | $305174.47     | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605423                      | CUSIP: 36200NSL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38771 | PA      | $40439.47      | 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        |     212902 | PA      | $205114.06     | 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        |      15647 | PA      | $15497.88      | 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        |       8521 | PA      | $8692.75       | 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        |       1947 | PA      | $2040.47       | 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        |      28582 | PA      | $30677.74      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 668642                      | CUSIP: 36295EZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     197987 | PA      | $205512.30     | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 430355                      | CUSIP: 36207FBY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67919 | PA      | $67449.77      | 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        |      32040 | PA      | $32900.56      | 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        |       1174 | PA      | $1193.71       | 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        |      16531 | PA      | $17411.74      | 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        |     114079 | PA      | $117984.04     | 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        |      41011 | PA      | $41316.07      | 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        |       9674 | PA      | $9788.17       | 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        |    2426781 | PA      | $2100493.97    | 0.01%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 374519                      | CUSIP: 36204NAU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        916 | PA      | $913.28        | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 600707                      | CUSIP: 36200GKU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116701 | PA      | $119165.35     | 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        |     194124 | PA      | $187475.77     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 660042                      | CUSIP: 36294UHT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33404 | PA      | $32885.71      | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 481400                      | CUSIP: 36209TX53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1866 | PA      | $1875.78       | 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        |     126490 | PA      | $133963.10     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 598208                      | CUSIP: 36200DR54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        539 | PA      | $531.83        | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474179                      | CUSIP: 36209KXG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9273 | PA      | $9353.73       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 459168                      | CUSIP: 36208SCD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        420 | PA      | $418.60        | 0.00%             | 2028-02-15      | 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        |      45793 | PA      | $46445.02      | 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        |     839581 | PA      | $809983.13     | 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        |      23993 | PA      | $25594.79      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 480580                      | CUSIP: 36209S2M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7817 | PA      | $7822.92       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 494573                      | CUSIP: 36210KMW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7565 | PA      | $7660.13       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 345674                      | CUSIP: 36203C6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3053 | PA      | $3051.99       | 0.00%             | 2024-04-15      | 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        |     105795 | PA      | $108073.85     | 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        |   16607140 | PA      | $15540723.98   | 0.09%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 493879                      | CUSIP: 36210JUC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3435 | PA      | $3305.73       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 587874                      | CUSIP: 36201NCK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        579 | PA      | $603.78        | 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        |       8943 | PA      | $9380.82       | 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        |      28426 | PA      | $29263.23      | 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        |      37092 | PA      | $38154.98      | 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        |     234109 | PA      | $221103.67     | 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        |      35483 | PA      | $37783.90      | 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        |      13317 | PA      | $13698.49      | 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        |     736349 | PA      | $735606.50     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 658940                      | CUSIP: 36294TBH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15976 | PA      | $16702.71      | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 604476                      | CUSIP: 36200MQ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84905 | PA      | $87531.84      | 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        |       6352 | PA      | $6393.68       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474689                      | CUSIP: 36209LKA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        321 | PA      | $317.56        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 609406                      | CUSIP: 36202UAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53379 | PA      | $55159.52      | 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        |      40687 | PA      | $41564.87      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 593336                      | CUSIP: 36201UEH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8161 | PA      | $8612.42       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 589467                      | CUSIP: 36201PZ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1879 | PA      | $1919.90       | 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        |      35818 | PA      | $37731.61      | 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        |        528 | PA      | $544.99        | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 352870                      | CUSIP: 36203L6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2497 | PA      | $2452.89       | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08347                      | CUSIP: 3128MJL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     204642 | PA      | $208514.64     | 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        |     177338 | PA      | $185027.71     | 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        |    1302398 | PA      | $1368248.16    | 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        |      80295 | PA      | $83184.24      | 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        |       1361 | PA      | $1440.38       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 377121                      | CUSIP: 36204Q4E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        517 | PA      | $514.91        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AE2175                      | CUSIP: 36180UMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152953 | PA      | $141767.05     | 0.00%             | 2043-06-15      | 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        |      48354 | PA      | $47264.51      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 469611                      | CUSIP: 36209EVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4483 | PA      | $4466.36       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 495729                      | CUSIP: 36210LVW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42082 | PA      | $41341.06      | 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        |     263257 | PA      | $271710.83     | 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        |      13346 | PA      | $13694.19      | 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        |      94206 | PA      | $94162.85      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 565264                      | CUSIP: 36213U5Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50533 | PA      | $50548.17      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 701354                      | CUSIP: 36296UE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7937 | PA      | $8400.25       | 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        |      17171 | PA      | $16626.75      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 459196                      | CUSIP: 36208SC91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15078 | PA      | $15128.95      | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617645                      | CUSIP: 36290UES1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     256565 | PA      | $258775.72     | 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        |      34331 | PA      | $34774.34      | 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        |       4093 | PA      | $4082.86       | 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        |     125668 | PA      | $133877.35     | 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        |    3532065 | PA      | $3777698.78    | 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        |      30609 | PA      | $28723.21      | 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        |      52905 | PA      | $52530.60      | 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        |     260506 | PA      | $254213.26     | 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        |      65025 | PA      | $66038.63      | 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        |      28324 | PA      | $28934.46      | 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        |     107607 | PA      | $108181.71     | 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        |     636734 | PA      | $615692.80     | 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        |      22411 | PA      | $23013.42      | 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        |     164592 | PA      | $167337.68     | 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        |      59531 | PA      | $59322.85      | 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        |      19608 | PA      | $19469.48      | 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        |      13901 | PA      | $13961.24      | 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        |     265226 | PA      | $258219.38     | 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        |        754 | PA      | $777.11        | 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        |     859883 | PA      | $790679.60     | 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        |       3754 | PA      | $3593.04       | 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        |     559891 | PA      | $541681.18     | 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        |     211839 | PA      | $210339.21     | 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        |      21954 | PA      | $22652.95      | 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        |     475917 | PA      | $486769.66     | 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        |      72678 | PA      | $70883.14      | 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        |      94501 | PA      | $94931.86      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QD8873                      | CUSIP: 3133B62E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     493665 | PA      | $463688.57     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 750298                      | CUSIP: 3620C6RT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     365801 | PA      | $377387.58     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 638492                      | CUSIP: 36291UKD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2377 | PA      | $2378.38       | 0.00%             | 2037-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 618835                      | CUSIP: 36290VPU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79781 | PA      | $79754.26      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 389464                      | CUSIP: 36205FTV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1715 | PA      | $1708.59       | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 493898                      | CUSIP: 36210JUX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22840 | PA      | $22521.12      | 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        |      18751 | PA      | $18881.36      | 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        |      14152 | PA      | $14432.59      | 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        |     134398 | PA      | $134593.82     | 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        |       8183 | PA      | $8278.32       | 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        |      14355 | PA      | $14150.33      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 483847                      | CUSIP: 36209WP89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2916 | PA      | $2930.46       | 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        |       8498 | PA      | $8559.16       | 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        |  215017463 | PA      | $206681493.87  | 1.22%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 627712                      | CUSIP: 36291GKZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     205688 | PA      | $214815.22     | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                         | FH 849418                      | CUSIP: 31300MPB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2466275 | PA      | $2523994.70    | 0.01%             | 2044-04-01      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 507437                      | CUSIP: 36211AV60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7856 | PA      | $7905.94       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 367103                      | CUSIP: 36204DX87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41551 | PA      | $41069.37      | 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        |     331459 | PA      | $328445.15     | 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        |        828 | PA      | $800.30        | 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        |      48811 | PA      | $50318.43      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 375210                      | CUSIP: 36204NYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        332 | PA      | $332.13        | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 612732                      | CUSIP: 36202XVZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71306 | PA      | $73746.73      | 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        |     222408 | PA      | $228404.48     | 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        |      59019 | PA      | $60737.73      | 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        |      86117 | PA      | $86553.41      | 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        |      47722 | PA      | $48376.46      | 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        |      48048 | PA      | $49949.99      | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AI2470                      | CUSIP: 36198NW76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111736 | PA      | $107114.40     | 0.00%             | 2029-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 497573                      | CUSIP: 36210NXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23031 | PA      | $23148.60      | 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        |      15503 | PA      | $16032.96      | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506709                      | CUSIP: 36210Y3S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16209 | PA      | $16343.98      | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476975                      | CUSIP: 36209N2G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1126 | PA      | $1126.64       | 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        |       1097 | PA      | $1143.75       | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 360882                      | CUSIP: 36203V2P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        421 | PA      | $419.73        | 0.00%             | 2023-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474664                      | CUSIP: 36209LJH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1140 | PA      | $1102.45       | 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        |       2958 | PA      | $2984.59       | 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        |      18503 | PA      | $20062.83      | 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        |      85759 | PA      | $88335.25      | 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        |        159 | PA      | $154.22        | 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        |      39633 | PA      | $42221.87      | 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        |      15108 | PA      | $15326.07      | 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        |      11930 | PA      | $11815.99      | 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        |       3651 | PA      | $3682.61       | 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        |      13796 | PA      | $14273.70      | 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        |      42684 | PA      | $44435.96      | 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        |     219552 | PA      | $213726.20     | 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        |      83307 | PA      | $83148.61      | 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        |       6046 | PA      | $6219.80       | 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        |      27094 | PA      | $26700.76      | 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        |    1239731 | PA      | $1150038.71    | 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        |       2160 | PA      | $2233.56       | 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        |       6132 | PA      | $6384.29       | 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        |      24134 | PA      | $24961.61      | 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        |       1564 | PA      | $1575.70       | 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        |     128977 | PA      | $129847.66     | 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        |       1571 | PA      | $1681.81       | 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        |      18001 | PA      | $18574.42      | 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        |      69937 | PA      | $72332.26      | 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        |      16699 | PA      | $17683.88      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AN1600                      | CUSIP: 36185GX59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160209 | PA      | $148042.81     | 0.00%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 494907                      | CUSIP: 36210KYC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64798 | PA      | $66084.62      | 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        |      29220 | PA      | $29371.16      | 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        |      51656 | PA      | $51517.52      | 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        |      41081 | PA      | $41437.84      | 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        |      25090 | PA      | $25589.46      | 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        |      28448 | PA      | $26869.90      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 368910                      | CUSIP: 36204FYF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        267 | PA      | $270.58        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 567886                      | CUSIP: 36213X2T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        789 | PA      | $830.40        | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 472476                      | CUSIP: 36209H2H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27629 | PA      | $27721.84      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 509237                      | CUSIP: 36211CV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13825 | PA      | $14053.88      | 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        |     315855 | PA      | $324360.84     | 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        |      40247 | PA      | $40305.24      | 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        |     925609 | PA      | $893160.47     | 0.01%             | 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        |     449791 | PA      | $474176.51     | 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        |      18262 | PA      | $18473.67      | 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        |      30918 | PA      | $32763.83      | 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        |      23170 | PA      | $23107.80      | 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        |     238842 | PA      | $246236.83     | 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        |       9102 | PA      | $9738.03       | 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        |      51649 | PA      | $56445.82      | 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        |      10818 | PA      | $10871.66      | 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        |      15706 | PA      | $15329.03      | 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        |      71130 | PA      | $70393.76      | 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        |     351101 | PA      | $325895.93     | 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        |       3562 | PA      | $3586.24       | 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        |     117673 | PA      | $112753.14     | 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        |    1804775 | PA      | $1788379.14    | 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        |     502451 | PA      | $501105.68     | 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        |      19887 | PA      | $19803.90      | 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        |      89080 | PA      | $86938.59      | 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        |      23040 | PA      | $22250.92      | 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        |      21541 | PA      | $21730.20      | 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        |     261662 | PA      | $247197.21     | 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        |   36754949 | PA      | $32913990.66   | 0.19%             | 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        |      22084 | PA      | $22397.07      | 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        |      57265 | PA      | $57929.27      | 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        |       1590 | PA      | $1595.77       | 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        |      64050 | PA      | $66878.79      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 561509                      | CUSIP: 36213QYE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2401 | PA      | $2369.02       | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 773458                      | CUSIP: 36176RB35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     250707 | PA      | $258178.35     | 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        |      10182 | PA      | $10283.53      | 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        |       1877 | PA      | $1849.83       | 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        |      16766 | PA      | $17654.71      | 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        |      27341 | PA      | $27919.13      | 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        |      15156 | PA      | $15123.19      | 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        |      32938 | PA      | $32988.02      | 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        |       3747 | PA      | $3818.06       | 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        |     115834 | PA      | $111270.80     | 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        |        738 | PA      | $752.14        | 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        |     125184 | PA      | $129463.71     | 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        |      11141 | PA      | $10917.20      | 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        |      23872 | PA      | $23785.24      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 367393                      | CUSIP: 36204EC62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        309 | PA      | $308.36        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376074                      | CUSIP: 36204PXB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        160 | PA      | $159.29        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 631203                      | CUSIP: 36291LGL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35922 | PA      | $36385.69      | 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        |        242 | PA      | $244.61        | 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        |       7981 | PA      | $8034.50       | 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        |      10029 | PA      | $10767.44      | 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        |     298026 | PA      | $308153.41     | 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        |      31409 | PA      | $32866.52      | 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        |      26324 | PA      | $27324.47      | 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        |      96856 | PA      | $98778.97      | 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        |      85783 | PA      | $87731.68      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 667581                      | CUSIP: 36295DUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41787 | PA      | $41799.86      | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 528149                      | CUSIP: 36212AWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6067 | PA      | $6254.93       | 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        |      61892 | PA      | $62676.87      | 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        |      41818 | PA      | $42071.21      | 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        |       1088 | PA      | $1128.47       | 0.00%             | 2026-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 708302                      | CUSIP: 36297C3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13329 | PA      | $13602.34      | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 754193                      | CUSIP: 36230NUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35005 | PA      | $36236.80      | 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        |      22628 | PA      | $23403.94      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 388733                      | CUSIP: 36205EY67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        921 | PA      | $934.28        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07970                      | CUSIP: 3128MAFK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48891 | PA      | $50388.38      | 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        |      82387 | PA      | $83171.41      | 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        |     401279 | PA      | $387758.41     | 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        |      38430 | PA      | $38635.88      | 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        |      28616 | PA      | $28723.17      | 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        |       3377 | PA      | $3345.08       | 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        |    1639543 | PA      | $1635154.15    | 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        |        345 | PA      | $351.92        | 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        |      22265 | PA      | $22480.47      | 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        |      26608 | PA      | $27414.12      | 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        |      88401 | PA      | $90451.54      | 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        |     366400 | PA      | $378950.60     | 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        |     301279 | PA      | $311449.26     | 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        |     172058 | PA      | $177585.30     | 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        |     134289 | PA      | $124746.17     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 671541                      | CUSIP: 36295JBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96906 | PA      | $98828.35      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605231                      | CUSIP: 36200NLL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     360567 | PA      | $367978.88     | 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        |      28577 | PA      | $29807.43      | 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        |     720951 | PA      | $697493.47     | 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        |      34488 | PA      | $35978.43      | 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        |       4955 | PA      | $4935.49       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 667667                      | CUSIP: 36295DW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22284 | PA      | $22991.44      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 438104                      | CUSIP: 36207PU56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19365 | PA      | $19538.33      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 673636                      | CUSIP: 36295LLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100324 | PA      | $103310.01     | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 625110                      | CUSIP: 36291DN33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70187 | PA      | $71613.77      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 496117                      | CUSIP: 36210MDW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11311 | PA      | $11184.99      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD1716                      | CUSIP: 36180C3Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     817221 | PA      | $755232.62     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 696374                      | CUSIP: 36296NT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1933 | PA      | $1980.74       | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 634239                      | CUSIP: 36291PS49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4832 | PA      | $4833.03       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 498396                      | CUSIP: 36210PUV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        662 | PA      | $654.35        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 592084                      | CUSIP: 36201SXM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     620201 | PA      | $658479.11     | 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        |       3709 | PA      | $3709.56       | 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        |       4461 | PA      | $4656.71       | 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        |      50159 | PA      | $53638.22      | 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        |      56294 | PA      | $58275.18      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 377898                      | CUSIP: 36204RX37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         34 | PA      | $33.67         | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 580432                      | CUSIP: 36201DY55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7693 | PA      | $7845.76       | 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        |     165936 | PA      | $173503.37     | 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        |       1520 | PA      | $1512.92       | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 468864                      | CUSIP: 36209DZ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2276 | PA      | $2254.58       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB2827                      | CUSIP: 36178ND89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37661 | PA      | $35840.06      | 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        |    6494599 | PA      | $6153677.60    | 0.04%             | 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        |      85210 | PA      | $86999.42      | 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        |  222338946 | PA      | $199114598.47  | 1.18%             | 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        |      39185 | PA      | $40428.19      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 596706                      | CUSIP: 36200B3P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29078 | PA      | $29928.19      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 750262                      | CUSIP: 3620C6QP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9392 | PA      | $9374.43       | 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        |      12865 | PA      | $13854.53      | 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        |       3857 | PA      | $3815.70       | 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        |       9485 | PA      | $9561.35       | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 507155                      | CUSIP: 36211AMC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        478 | PA      | $476.22        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 574560                      | CUSIP: 36200WJD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141515 | PA      | $147615.08     | 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        |     829164 | PA      | $774346.38     | 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        |        521 | PA      | $491.26        | 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        |      36158 | PA      | $37025.99      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676015                      | CUSIP: 36295PAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29771 | PA      | $30862.59      | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 623761                      | CUSIP: 36291B5W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4200 | PA      | $4330.68       | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 499346                      | CUSIP: 36210QWF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1547 | PA      | $1541.12       | 0.00%             | 2029-01-15      | 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        |    2733217 | PA      | $2720903.79    | 0.02%             | 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        |     186921 | PA      | $199121.33     | 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        |      54214 | PA      | $53065.02      | 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        |      51442 | PA      | $53199.78      | 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        |      44921 | PA      | $46468.34      | 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        |      75948 | PA      | $79004.11      | 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        |      62994 | PA      | $63463.40      | 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        |      11433 | PA      | $11406.48      | 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        |       1370 | PA      | $1350.15       | 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        |      26513 | PA      | $26800.52      | 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        |     142506 | PA      | $137399.78     | 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        |       1291 | PA      | $1247.96       | 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        |      23077 | PA      | $23420.07      | 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        |      21888 | PA      | $22726.99      | 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        |      17805 | PA      | $18200.55      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 741261                      | CUSIP: 3620AVQN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4144 | PA      | $4226.68       | 0.00%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AO9616                      | CUSIP: 3617AAVH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2512890 | PA      | $2347715.03    | 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        |     127546 | PA      | $130390.48     | 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        |      44027 | PA      | $43525.60      | 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        |      35226 | PA      | $34903.26      | 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        |      12813 | PA      | $12881.61      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 417193                      | CUSIP: 36206PNJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2958 | PA      | $2954.30       | 0.00%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 604417                      | CUSIP: 36200MPA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7585 | PA      | $7980.60       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 609506                      | CUSIP: 36202UDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17927 | PA      | $18304.48      | 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        |      13025 | PA      | $13417.66      | 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        |       6002 | PA      | $6044.37       | 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        |      10894 | PA      | $11050.31      | 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        |      42908 | PA      | $43287.10      | 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        |     241035 | PA      | $233376.46     | 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        |      15315 | PA      | $15323.73      | 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        |     209865 | PA      | $206664.16     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 757308                      | CUSIP: 36230SDM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1912 | PA      | $1908.08       | 0.00%             | 2041-05-15      | 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        |    1087559 | PA      | $1109902.44    | 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        |     248296 | PA      | $256163.23     | 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        |      89711 | PA      | $92588.24      | 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        |     397183 | PA      | $368187.30     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 380345                      | CUSIP: 36204UP62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         52 | PA      | $51.97         | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 704750                      | CUSIP: 36296X5K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     237662 | PA      | $239787.27     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 486704                      | CUSIP: 36210AU54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3573 | PA      | $3538.89       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 467139                      | CUSIP: 36209B4Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9523 | PA      | $9615.73       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 657612                      | CUSIP: 36294RR92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33374 | PA      | $32569.38      | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2603                      | CUSIP: 36179Q3L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     195643 | PA      | $199900.87     | 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        |       1918 | PA      | $1884.54       | 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        |      11146 | PA      | $11507.07      | 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        |     642902 | PA      | $641720.15     | 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        |       5763 | PA      | $5910.68       | 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        |      15353 | PA      | $15271.43      | 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        |      15801 | PA      | $15874.85      | 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        |        872 | PA      | $933.31        | 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        |      19897 | PA      | $20755.97      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610577                      | CUSIP: 36202VJW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24806 | PA      | $25022.36      | 0.00%             | 2033-12-15      | 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        |      12198 | PA      | $12182.51      | 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        |        879 | PA      | $889.93        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 346055                      | CUSIP: 36203DMC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         49 | PA      | $49.99         | 0.00%             | 2024-01-15      | 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        |       2513 | PA      | $2430.39       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 458573                      | CUSIP: 36208RMW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        610 | PA      | $612.76        | 0.00%             | 2028-02-15      | 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        |       3404 | PA      | $3470.67       | 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        |       8869 | PA      | $8740.48       | 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        |      25551 | PA      | $26057.69      | 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        |       3022 | PA      | $3018.65       | 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        |    1400614 | PA      | $1434895.68    | 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        |       4034 | PA      | $3884.40       | 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        |     121344 | PA      | $125900.48     | 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        |      96925 | PA      | $100245.74     | 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        |     717732 | PA      | $677999.45     | 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        |       1703 | PA      | $1777.41       | 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        |      73811 | PA      | $75425.27      | 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        |     280352 | PA      | $289342.21     | 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        |      77491 | PA      | $83061.03      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 554680                      | CUSIP: 36213HFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1641 | PA      | $1659.91       | 0.00%             | 2031-03-15      | 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        |       1536 | PA      | $1483.52       | 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        |       6682 | PA      | $6611.08       | 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        |   12039258 | PA      | $11148427.63   | 0.07%             | 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        |     358178 | PA      | $360357.14     | 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        |     222700 | PA      | $227453.51     | 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        |   45889395 | PA      | $46888769.42   | 0.28%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 458331                      | CUSIP: 36208REC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         64 | PA      | $61.63         | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8262                      | CUSIP: 36179XFB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5878 | PA      | $4720.15       | 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        |     146560 | PA      | $148419.63     | 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        |      14872 | PA      | $15374.82      | 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        |       2690 | PA      | $2703.30       | 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        |     195593 | PA      | $197344.40     | 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        |     383821 | PA      | $352624.96     | 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        |       7221 | PA      | $7528.02       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 695742                      | CUSIP: 36296M5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72735 | PA      | $74594.81      | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 460809                      | CUSIP: 36208T3S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1192 | PA      | $1188.69       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD1613                      | CUSIP: 36180CYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52636 | PA      | $45554.32      | 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        |     636217 | PA      | $645791.73     | 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        |      79467 | PA      | $79827.23      | 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        |     189131 | PA      | $203472.63     | 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        |      16511 | PA      | $16662.31      | 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        |       3906 | PA      | $4056.89       | 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        |     192429 | PA      | $191853.07     | 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        |      25807 | PA      | $26927.24      | 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        |      92864 | PA      | $94707.48      | 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        |      89746 | PA      | $88733.46      | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 677559                      | CUSIP: 36295QWU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10854 | PA      | $10856.84      | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 628020                      | CUSIP: 36291GVM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14941 | PA      | $15521.67      | 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        |     153718 | PA      | $147093.07     | 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        |      37303 | PA      | $38580.50      | 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        |        376 | PA      | $363.08        | 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        |     133539 | PA      | $141400.98     | 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        |      66834 | PA      | $67798.37      | 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        |      37007 | PA      | $38557.77      | 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        |     536986 | PA      | $531935.62     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506696                      | CUSIP: 36210Y3D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        582 | PA      | $580.64        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                 | FNR 2002-57 BP                 | CUSIP: 31392D4U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2904 | PA      | $3019.40       | 0.00%             | 2032-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 446783                      | CUSIP: 36208CJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10846 | PA      | $10486.15      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 710995                      | CUSIP: 36297F3C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45678 | PA      | $48104.32      | 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        |     197734 | PA      | $204000.96     | 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        |     321807 | PA      | $332048.86     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 434003                      | CUSIP: 36207KDG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2187 | PA      | $2211.50       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AM7297                      | CUSIP: 36184YDA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170022 | PA      | $156721.52     | 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        |     108326 | PA      | $112219.31     | 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        |       9035 | PA      | $8948.37       | 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        |      12770 | PA      | $12736.80      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 527576                      | CUSIP: 36212ACM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6661 | PA      | $6705.84       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 608317                      | CUSIP: 36202SYN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5995 | PA      | $6447.50       | 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        |      23763 | PA      | $23590.13      | 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        |     454824 | PA      | $453606.57     | 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        |      16337 | PA      | $16653.80      | 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        |    2567157 | PA      | $2543092.09    | 0.02%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670519                      | CUSIP: 36295G4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91875 | PA      | $91901.92      | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 345689                      | CUSIP: 36203C7A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        321 | PA      | $320.74        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 745645                      | CUSIP: 3620C1L20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     279255 | PA      | $275135.74     | 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        |      38712 | PA      | $38879.79      | 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        |     209149 | PA      | $203738.26     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464686                      | CUSIP: 36208YF38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        580 | PA      | $560.62        | 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        |       6207 | PA      | $6274.08       | 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        |       2576 | PA      | $2591.47       | 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        |      19886 | PA      | $19952.81      | 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        |       8396 | PA      | $8569.07       | 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        |      13741 | PA      | $14326.47      | 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        |    3687543 | PA      | $3125818.85    | 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        |      10571 | PA      | $10612.60      | 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        |      55045 | PA      | $54178.25      | 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        |      23846 | PA      | $23867.35      | 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        |     105681 | PA      | $106249.21     | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 385504                      | CUSIP: 36205BGM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3241 | PA      | $3231.24       | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 498447                      | CUSIP: 36210PWG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3080 | PA      | $3212.62       | 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        |      15240 | PA      | $14436.10      | 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        |     421998 | PA      | $436457.82     | 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        |       5554 | PA      | $5596.42       | 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        |       5858 | PA      | $6196.95       | 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        |      28205 | PA      | $29163.84      | 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        |     184071 | PA      | $183899.87     | 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        |    1014287 | PA      | $1011572.64    | 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        |     210471 | PA      | $215762.21     | 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        |    4758232 | PA      | $4983556.45    | 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        |      74124 | PA      | $76799.55      | 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        |       6782 | PA      | $6845.32       | 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        |      16331 | PA      | $17293.66      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464605                      | CUSIP: 36208YDJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1680 | PA      | $1687.90       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 753219                      | CUSIP: 36230MSG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174306 | PA      | $168039.25     | 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        |      21387 | PA      | $21182.88      | 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        |       5777 | PA      | $5943.65       | 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        |    1819100 | PA      | $1649560.42    | 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        |     538865 | PA      | $537422.53     | 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        |      63823 | PA      | $61801.95      | 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        |       9395 | PA      | $9646.67       | 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        |      16548 | PA      | $16676.80      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 663188                      | CUSIP: 36294XXR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181741 | PA      | $186805.72     | 0.00%             | 2037-04-15      | 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        |      25652 | PA      | $26482.48      | 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        |        553 | PA      | $576.62        | 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        |     183967 | PA      | $194729.55     | 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        |      11168 | PA      | $11117.34      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 686777                      | CUSIP: 36296B6N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4818 | PA      | $4917.18       | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AC6535                      | CUSIP: 36179GHL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48159 | PA      | $48302.63      | 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        |       1623 | PA      | $1623.03       | 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        |     290112 | PA      | $299427.00     | 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        |       2819 | PA      | $2939.34       | 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        |      10774 | PA      | $11307.95      | 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        |      11056 | PA      | $11167.94      | 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        |     528471 | PA      | $485572.25     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AO3585                      | CUSIP: 3617A36W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.02          | 0.00%             | 2045-08-15      | 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        |      23297 | PA      | $24987.12      | 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        |      10403 | PA      | $10832.49      | 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        |     105494 | PA      | $108335.15     | 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        |      16191 | PA      | $15816.11      | 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        |       1831 | PA      | $1862.50       | 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        |      63513 | PA      | $64603.41      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 417155                      | CUSIP: 36206PMC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        341 | PA      | $340.99        | 0.00%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 547888                      | CUSIP: 36212YUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15489 | PA      | $15805.27      | 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        |    1162849 | PA      | $1108715.14    | 0.01%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 497285                      | CUSIP: 36210NNA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1700 | PA      | $1709.99       | 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        |      53145 | PA      | $52386.60      | 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        |        327 | PA      | $323.67        | 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        |     157621 | PA      | $162214.38     | 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        |      56938 | PA      | $58326.12      | 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        |     952030 | PA      | $922448.72     | 0.01%             | 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        |      79579 | PA      | $82306.98      | 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        |      22989 | PA      | $24017.12      | 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        |     113408 | PA      | $109802.06     | 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        |    1036332 | PA      | $1031981.93    | 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        |     125845 | PA      | $126415.69     | 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        |     152021 | PA      | $157548.27     | 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        |      24276 | PA      | $24212.95      | 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        |     391117 | PA      | $389475.26     | 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        |     102088 | PA      | $106409.26     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 359918                      | CUSIP: 36203UYP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1298 | PA      | $1293.37       | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482833                      | CUSIP: 36209VLN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        810 | PA      | $807.89        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 783642                      | CUSIP: 3622A2BK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27773 | PA      | $29224.61      | 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        |      86425 | PA      | $88196.98      | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 607648                      | CUSIP: 36202SBR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        387 | PA      | $395.01        | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AL2581                      | CUSIP: 36183X2N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5701 | PA      | $5468.78       | 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        |        442 | PA      | $467.05        | 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        |      94439 | PA      | $97649.90      | 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        |      67670 | PA      | $65493.65      | 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        |     180240 | PA      | $167027.38     | 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        |     248635 | PA      | $255263.64     | 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        |       5273 | PA      | $5374.92       | 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        |       1938 | PA      | $2093.61       | 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        |     740442 | PA      | $759779.92     | 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        |      18807 | PA      | $18989.83      | 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        |       4998 | PA      | $5198.59       | 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        |      28109 | PA      | $29392.91      | 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        |       4359 | PA      | $4433.51       | 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        |       4698 | PA      | $4743.50       | 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        |    9074978 | PA      | $8229015.23    | 0.05%             | 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        |      48032 | PA      | $46931.87      | 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        |     148319 | PA      | $153681.01     | 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        |       3420 | PA      | $3448.19       | 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        |      70328 | PA      | $72714.95      | 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        |      41372 | PA      | $41388.37      | 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        |     195376 | PA      | $191452.51     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 436257                      | CUSIP: 36207MTN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2001 | PA      | $2021.26       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 751998                      | CUSIP: 36230LGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120429 | PA      | $121256.72     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 368581                      | CUSIP: 36204FM68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        227 | PA      | $226.45        | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 632861                      | CUSIP: 36291NB67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     144565 | PA      | $154006.52     | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 460723                      | CUSIP: 36208TYU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        566 | PA      | $564.80        | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603466                      | CUSIP: 36200KMP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     308502 | PA      | $319058.84     | 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        |      22289 | PA      | $23246.15      | 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        |       5085 | PA      | $5304.93       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470288                      | CUSIP: 36209FND7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12374 | PA      | $12517.33      | 0.00%             | 2029-05-15      | 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        |     113656 | PA      | $118746.44     | 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        |      51244 | PA      | $54829.78      | 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        |      13919 | PA      | $14394.07      | 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        |      33232 | PA      | $33891.98      | 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        |     191019 | PA      | $190839.19     | 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        |      16075 | PA      | $15921.73      | 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        |       4822 | PA      | $4925.35       | 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        |       1453 | PA      | $1512.56       | 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        |       1012 | PA      | $1039.04       | 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        |      10598 | PA      | $10988.10      | 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        |       1695 | PA      | $1707.85       | 0.00%             | 2034-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 669700                      | CUSIP: 36295F7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29270 | PA      | $29905.28      | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 753825                      | CUSIP: 36230NHA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     542034 | PA      | $542087.99     | 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        |      24913 | PA      | $25774.28      | 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        |    1216794 | PA      | $1151101.40    | 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        |   35247323 | PA      | $33880555.07   | 0.20%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 383751                      | CUSIP: 36204YH48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1677 | PA      | $1673.82       | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783880                      | CUSIP: 3622A2JZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16099 | PA      | $15641.90      | 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        |      21638 | PA      | $21580.47      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 365946                      | CUSIP: 36204CP70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        280 | PA      | $279.44        | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 711504                      | CUSIP: 36297GNV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20735 | PA      | $20889.40      | 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        |    4125567 | PA      | $4114521.83    | 0.02%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 705358                      | CUSIP: 36296YTP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1117616 | PA      | $1198696.41    | 0.01%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 589580                      | CUSIP: 36201P6R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40867 | PA      | $43050.18      | 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        |   59536394 | PA      | $58733313.14   | 0.35%             | 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        |       4931 | PA      | $5088.69       | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 671482                      | CUSIP: 36295H6T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194008 | PA      | $197873.76     | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 562594                      | CUSIP: 36213R7F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2585 | PA      | $2674.29       | 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        |      65344 | PA      | $66750.72      | 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        |    1382547 | PA      | $1412654.61    | 0.01%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 611504                      | CUSIP: 36202WKR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1512 | PA      | $1617.95       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 477551                      | CUSIP: 36209PQC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27214 | PA      | $27305.42      | 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        |      18004 | PA      | $18024.03      | 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        |    1050616 | PA      | $965052.93     | 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        |      83787 | PA      | $87526.29      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 667341                      | CUSIP: 36295DLW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20057 | PA      | $20638.07      | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 558243                      | CUSIP: 36213MEQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1231 | PA      | $1269.43       | 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        |       4935 | PA      | $5029.52       | 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        |      19816 | PA      | $20875.85      | 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        |     134735 | PA      | $140300.26     | 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        |       4159 | PA      | $4009.37       | 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        |      51259 | PA      | $51885.51      | 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        |     240100 | PA      | $247561.50     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 360844                      | CUSIP: 36203VZH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        983 | PA      | $981.11        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 749243                      | CUSIP: 3620C5LY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158845 | PA      | $150319.27     | 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        |     301631 | PA      | $277080.26     | 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        |      44385 | PA      | $44778.69      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 361391                      | CUSIP: 36203WNG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        279 | PA      | $282.13        | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 612166                      | CUSIP: 36202XCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72361 | PA      | $73888.32      | 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        |    4590582 | PA      | $4286982.64    | 0.03%             | 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        |    5368728 | PA      | $4031551.80    | 0.02%             | 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        |     737967 | PA      | $727082.67     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 410106                      | CUSIP: 36206FR38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         37 | PA      | $36.80         | 0.00%             | 2025-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 580837                      | CUSIP: 36201EHN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101555 | PA      | $105743.79     | 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        |     277021 | PA      | $273722.59     | 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        |      15054 | PA      | $15439.91      | 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        |      42902 | PA      | $43090.59      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 673760                      | CUSIP: 36295LQM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46604 | PA      | $46617.41      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 460827                      | CUSIP: 36208T4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        981 | PA      | $990.75        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491619                      | CUSIP: 36210GDY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2818 | PA      | $2832.18       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 631270                      | CUSIP: 36291LJP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12718 | PA      | $13248.46      | 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        |     236546 | PA      | $235912.67     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 622513                      | CUSIP: 36291ASA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        675 | PA      | $713.36        | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 779864                      | CUSIP: 36176YFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     744822 | PA      | $742894.84     | 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        |     320204 | PA      | $332337.59     | 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        |     342921 | PA      | $316624.37     | 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        |     918303 | PA      | $918382.78     | 0.01%             | 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        |      38787 | PA      | $39800.88      | 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        |       2619 | PA      | $2614.66       | 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        |      36980 | PA      | $38166.36      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 763425                      | CUSIP: 36176D4J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90438 | PA      | $93339.16      | 0.00%             | 2041-05-15      | 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        |    2113732 | PA      | $1941598.18    | 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        |      11555 | PA      | $11614.68      | 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        |      64594 | PA      | $58584.49      | 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        |     122666 | PA      | $112741.93     | 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        |    3575906 | PA      | $3608347.07    | 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        |       7335 | PA      | $7330.46       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 502673                      | CUSIP: 36210UMW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        144 | PA      | $143.35        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 740081                      | CUSIP: 3620AUFW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64318 | PA      | $64145.17      | 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        |       5211 | PA      | $5238.58       | 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        |      99279 | PA      | $91198.78      | 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        |      49815 | PA      | $49807.54      | 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        |      67926 | PA      | $69149.76      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 555688                      | CUSIP: 36213JJ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        229 | PA      | $236.08        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 572553                      | CUSIP: 36200UBW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15052 | PA      | $15341.28      | 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        |      23013 | PA      | $24367.26      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 477474                      | CUSIP: 36209PMX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2647 | PA      | $2777.77       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476266                      | CUSIP: 36209NCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        702 | PA      | $707.20        | 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        |       8241 | PA      | $8153.83       | 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        |       5208 | PA      | $5209.16       | 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        |    2014196 | PA      | $1980435.27    | 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        |      23698 | PA      | $23897.61      | 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        |      99640 | PA      | $105015.76     | 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        |       8635 | PA      | $8349.17       | 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        |      45085 | PA      | $45763.81      | 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        |     104534 | PA      | $97066.68      | 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        |       1534 | PA      | $1572.64       | 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        |      59882 | PA      | $62463.61      | 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        |      24051 | PA      | $25621.99      | 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        |      19829 | PA      | $19737.90      | 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        |      36410 | PA      | $36321.12      | 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        |      17811 | PA      | $18225.35      | 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        |    1702145 | PA      | $1608150.38    | 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        |      10906 | PA      | $11347.45      | 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        |      79976 | PA      | $76986.38      | 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        |     311701 | PA      | $318638.20     | 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        |      25628 | PA      | $26245.46      | 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        |      29696 | PA      | $30101.11      | 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        |       6422 | PA      | $6732.85       | 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        |       4044 | PA      | $3912.15       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 778792                      | CUSIP: 36176W7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1246346 | PA      | $1185124.12    | 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        |      41830 | PA      | $44761.96      | 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        |     457203 | PA      | $499220.51     | 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        |      23964 | PA      | $23947.37      | 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        |      10536 | PA      | $11041.54      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 566633                      | CUSIP: 36213WPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7511 | PA      | $7597.60       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 763423                      | CUSIP: 36176D4G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6299 | PA      | $6206.30       | 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        |      86568 | PA      | $89527.94      | 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        |     209983 | PA      | $217180.17     | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 667344                      | CUSIP: 36295DLZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73646 | PA      | $75240.83      | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 422294                      | CUSIP: 36206VC70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         69 | PA      | $69.08         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 3918                        | CUSIP: 36202EK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38173 | PA      | $39882.67      | 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        |       1568 | PA      | $1572.17       | 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        |       9142 | PA      | $9349.26       | 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        |       1216 | PA      | $1217.31       | 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        |     336969 | PA      | $350581.11     | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 685727                      | CUSIP: 36296AYY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14305 | PA      | $15016.36      | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 510386                      | CUSIP: 36211D6X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     242388 | PA      | $252676.68     | 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        |        813 | PA      | $804.05        | 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        |      32795 | PA      | $34550.35      | 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        |     258352 | PA      | $247464.41     | 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        |     544112 | PA      | $562704.55     | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 551926                      | CUSIP: 36213ED78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3298 | PA      | $3289.18       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738112                      | CUSIP: 3620ASAM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109896 | PA      | $110467.73     | 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        |      28437 | PA      | $29250.71      | 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        |      96567 | PA      | $99875.26      | 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        |       3381 | PA      | $3398.75       | 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        |      46354 | PA      | $46567.66      | 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        |      98190 | PA      | $101376.39     | 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        |      15749 | PA      | $16263.49      | 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        |     440403 | PA      | $439086.52     | 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        |     636334 | PA      | $634630.62     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 489570                      | CUSIP: 36210D2B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        303 | PA      | $302.09        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782984                      | CUSIP: 36241LJ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64091 | PA      | $66892.79      | 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        |     576923 | PA      | $572843.34     | 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        |     219730 | PA      | $206180.98     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 499610                      | CUSIP: 36210RAK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46729 | PA      | $47007.01      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 586145                      | CUSIP: 36201LES9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59116 | PA      | $59810.76      | 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        |      18389 | PA      | $18339.94      | 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        |       4707 | PA      | $4884.35       | 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        |      50010 | PA      | $51294.03      | 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        |      41220 | PA      | $41672.71      | 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        |      51351 | PA      | $53111.17      | 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        |      91355 | PA      | $93451.33      | 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        |       4870 | PA      | $4916.19       | 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        |    1555258 | PA      | $1517921.87    | 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        |      30758 | PA      | $31630.35      | 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        |      47257 | PA      | $48877.67      | 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        |      10763 | PA      | $10824.50      | 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        |    1026200 | PA      | $955860.87     | 0.01%             | 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        |      37093 | PA      | $37531.60      | 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        |       1354 | PA      | $1371.43       | 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        |      69589 | PA      | $77111.80      | 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        |      21214 | PA      | $21883.47      | 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        |     358928 | PA      | $362447.78     | 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        |     301169 | PA      | $305687.25     | 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        |      22444 | PA      | $22405.47      | 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        |      41560 | PA      | $42382.44      | 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        |     121394 | PA      | $120534.71     | 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        |     182176 | PA      | $186227.05     | 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        |      40387 | PA      | $41626.39      | 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        |    8944636 | PA      | $8829705.68    | 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        |     190669 | PA      | $176255.20     | 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        |       5471 | PA      | $5288.78       | 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        |       2191 | PA      | $2170.58       | 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        |      17468 | PA      | $17788.17      | 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        |      51166 | PA      | $51377.22      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2012-41 PB                 | CUSIP: 38378DQ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7617238 | PA      | $6847169.52    | 0.04%             | 2042-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 493942                      | CUSIP: 36210JWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        635 | PA      | $667.17        | 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        |     374733 | PA      | $372367.37     | 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        |      27189 | PA      | $25096.90      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474655                      | CUSIP: 36209LH82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1806 | PA      | $1744.96       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 749838                      | CUSIP: 3620C6BF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     451898 | PA      | $450687.86     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676539                      | CUSIP: 36295PS45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135432 | PA      | $138959.27     | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 607785                      | CUSIP: 36202SF29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1437 | PA      | $1481.01       | 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        |      10733 | PA      | $10782.05      | 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        |       5776 | PA      | $5797.30       | 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        |       8396 | PA      | $8467.43       | 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        |       7849 | PA      | $8003.04       | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 497558                      | CUSIP: 36210NWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        638 | PA      | $644.52        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476597                      | CUSIP: 36209NNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24574 | PA      | $24246.56      | 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        |       8723 | PA      | $8794.58       | 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        |     123028 | PA      | $121759.31     | 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        |     409639 | PA      | $408408.70     | 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        |      42798 | PA      | $43899.61      | 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        |      81424 | PA      | $84313.28      | 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        |     476207 | PA      | $486412.92     | 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        |      39807 | PA      | $41171.78      | 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        |     123846 | PA      | $127687.66     | 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        |       1031 | PA      | $1063.90       | 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        |       8974 | PA      | $9214.23       | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617656                      | CUSIP: 36290UE51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124635 | PA      | $127681.02     | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 602516                      | CUSIP: 36200JK58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30611 | PA      | $32982.73      | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 647741                      | CUSIP: 36292FS65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     206131 | PA      | $206144.90     | 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        |       5011 | PA      | $5054.80       | 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        |       8559 | PA      | $8582.43       | 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        |    3908764 | PA      | $3895077.77    | 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        |       5648 | PA      | $5587.72       | 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        |      22289 | PA      | $22368.11      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 695261                      | CUSIP: 36296MMJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     340115 | PA      | $368421.01     | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605363                      | CUSIP: 36200NQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     276889 | PA      | $278291.17     | 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        |      16608 | PA      | $16752.92      | 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        |       3464 | PA      | $3587.64       | 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        |     289194 | PA      | $279606.49     | 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        |       1762 | PA      | $1888.91       | 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        |      22805 | PA      | $22945.01      | 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        |        542 | PA      | $548.53        | 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        |     414049 | PA      | $428292.92     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 701192                      | CUSIP: 36296T7D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68694 | PA      | $70181.50      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2018-6 CY                  | CUSIP: 38380U4T7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4008303 | PA      | $3245862.44    | 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        |     312610 | PA      | $331963.91     | 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        |      23527 | PA      | $23405.66      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 487944                      | CUSIP: 36210CBM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18308 | PA      | $18311.76      | 0.00%             | 2028-09-15      | 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        |     305647 | PA      | $304362.22     | 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        |      58325 | PA      | $60719.34      | 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        |      62494 | PA      | $62275.45      | 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        |     138030 | PA      | $137329.20     | 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        |     485806 | PA      | $469947.90     | 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        |      12243 | PA      | $12495.57      | 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        |    1406238 | PA      | $1437158.91    | 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        |      10072 | PA      | $8990.05       | 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        |     536879 | PA      | $519809.72     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 498492                      | CUSIP: 36210PXV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1619 | PA      | $1600.72       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 766989                      | CUSIP: 36176H2W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     348077 | PA      | $322323.10     | 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        |      23048 | PA      | $23716.69      | 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        |      69101 | PA      | $69699.97      | 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        |    8837264 | PA      | $8252558.73    | 0.05%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 692590                      | CUSIP: 36296JNF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37491 | PA      | $38482.32      | 0.00%             | 2039-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 566489                      | CUSIP: 36213WKA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72194 | PA      | $76368.12      | 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        |      17569 | PA      | $17906.09      | 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        |      17652 | PA      | $18068.04      | 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        |        668 | PA      | $680.11        | 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        |       4893 | PA      | $4945.10       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474212                      | CUSIP: 36209KYH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19366 | PA      | $19546.94      | 0.00%             | 2028-04-15      | 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        |      36589 | PA      | $37320.96      | 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        |     269296 | PA      | $278618.82     | 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        |       3636 | PA      | $3657.73       | 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        |     115491 | PA      | $113828.92     | 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        |       3217 | PA      | $3228.06       | 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        |     315452 | PA      | $314607.14     | 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        |     109995 | PA      | $110030.49     | 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        |      21144 | PA      | $21134.53      | 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        |      75190 | PA      | $75798.26      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 454650                      | CUSIP: 36208MBT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23076 | PA      | $22669.76      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 770515                      | CUSIP: 36176MYL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12399 | PA      | $12310.76      | 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        |       4550 | PA      | $4572.54       | 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        |     911146 | PA      | $851402.56     | 0.01%             | 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        |     108815 | PA      | $108409.14     | 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        |     142003 | PA      | $145302.80     | 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        |      77926 | PA      | $79264.48      | 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        |     248147 | PA      | $239422.78     | 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        |      33392 | PA      | $34724.74      | 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        |       2192 | PA      | $2201.74       | 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        |       2186 | PA      | $2108.13       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 700038                      | CUSIP: 36296SV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22405 | PA      | $23519.49      | 0.00%             | 2038-12-15      | 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        |     271799 | PA      | $279582.94     | 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        |      92271 | PA      | $98765.19      | 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        |     420642 | PA      | $419516.25     | 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        |       2042 | PA      | $2071.42       | 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        |   19018000 | PA      | $16318826.61   | 0.10%             | 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        |       1881 | PA      | $1896.98       | 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        |      92573 | PA      | $96737.76      | 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        |      10821 | PA      | $11046.11      | 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        |      95523 | PA      | $93334.23      | 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        |        769 | PA      | $768.10        | 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        |     248474 | PA      | $246714.20     | 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        |    1226068 | PA      | $1220719.75    | 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        |      15037 | PA      | $14951.03      | 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        |      21906 | PA      | $22118.99      | 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        |       1974 | PA      | $2002.70       | 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        |       6033 | PA      | $6116.74       | 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        |      32819 | PA      | $33894.53      | 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        |       1518 | PA      | $1467.78       | 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        |       5438 | PA      | $5487.83       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 551416                      | CUSIP: 36213DSD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3605 | PA      | $3646.69       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 497317                      | CUSIP: 36210NPA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44312 | PA      | $43845.06      | 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        |     123167 | PA      | $127384.93     | 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        |      20257 | PA      | $20492.36      | 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        |     400987 | PA      | $418467.77     | 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        |       1527 | PA      | $1535.08       | 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        |     336423 | PA      | $348563.38     | 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        |      34825 | PA      | $34139.57      | 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        |       8481 | PA      | $8199.37       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AL9296                      | CUSIP: 36184HKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1836463 | PA      | $1701599.87    | 0.01%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 371250                      | CUSIP: 36204JL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         21 | PA      | $20.64         | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AW7395                      | CUSIP: 3138XXGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2686765 | PA      | $2593692.33    | 0.02%             | 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        |     339351 | PA      | $343976.52     | 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        |      18040 | PA      | $18946.70      | 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        |     235670 | PA      | $234642.61     | 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        |     192940 | PA      | $200258.76     | 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        |      91616 | PA      | $98029.87      | 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        |      32746 | PA      | $32271.61      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                 | FNR 2020-75 HZ                 | CUSIP: 3136BCLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21332524 | PA      | $12315613.78   | 0.07%             | 2050-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 456814                      | CUSIP: 36208PN79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9893 | PA      | $9923.60       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 505649                      | CUSIP: 36210XWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3717 | PA      | $3766.43       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AF1079                      | CUSIP: 36181GFU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     217628 | PA      | $197354.79     | 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        |       8422 | PA      | $8325.24       | 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        |      63931 | PA      | $67346.78      | 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        |     171351 | PA      | $171395.41     | 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        |     107294 | PA      | $102375.21     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 591008                      | CUSIP: 36201RR52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8639 | PA      | $8778.87       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605381                      | CUSIP: 36200NRA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7607 | PA      | $7935.53       | 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        |     140808 | PA      | $146901.08     | 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        |     539077 | PA      | $564330.91     | 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        |     109347 | PA      | $111523.02     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605246                      | CUSIP: 36200NL33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11738 | PA      | $11934.41      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 355859                      | CUSIP: 36203QJC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         56 | PA      | $55.63         | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 594021                      | CUSIP: 36201U4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26006 | PA      | $27803.42      | 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        |     369825 | PA      | $356965.84     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 663850                      | CUSIP: 36294YQB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45377 | PA      | $44989.83      | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 747977                      | CUSIP: 3620C36N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     312844 | PA      | $308384.42     | 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        |     323060 | PA      | $322195.20     | 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        |    1344030 | PA      | $1300414.72    | 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        |     363954 | PA      | $362979.40     | 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        |     476570 | PA      | $449630.72     | 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        |     109964 | PA      | $116048.19     | 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        |      99554 | PA      | $102964.64     | 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        |     127876 | PA      | $132256.55     | 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        |      89735 | PA      | $88925.45      | 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        |     155629 | PA      | $155232.29     | 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        |      39159 | PA      | $37052.62      | 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        |        866 | PA      | $888.11        | 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        |      10981 | PA      | $10228.34      | 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        |     126487 | PA      | $130867.91     | 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        |    3563043 | PA      | $3572560.35    | 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        |       4213 | PA      | $4205.91       | 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        |      16683 | PA      | $16758.51      | 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        |      11205 | PA      | $11357.57      | 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        |      14659 | PA      | $14968.25      | 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        |     493908 | PA      | $440174.81     | 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        |       3190 | PA      | $3212.88       | 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        |     421998 | PA      | $408225.41     | 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        |   10072893 | PA      | $8120266.09    | 0.05%             | 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        |       8210 | PA      | $8249.78       | 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        |      49559 | PA      | $52798.33      | 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        |     809655 | PA      | $830871.89     | 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        |       2624 | PA      | $2722.60       | 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        |      14540 | PA      | $15110.86      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 724065                      | CUSIP: 3620AAMN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31717 | PA      | $32935.12      | 0.00%             | 2039-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 633540                      | CUSIP: 36291NZD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1337 | PA      | $1325.63       | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AO5846                      | CUSIP: 3617A6P72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56257 | PA      | $51942.77      | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603116                      | CUSIP: 36200KAR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84540 | PA      | $87436.54      | 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        |       6299 | PA      | $6426.38       | 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        |     118507 | PA      | $119392.22     | 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        |      16650 | PA      | $16960.23      | 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        |       8854 | PA      | $9159.76       | 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        |     102312 | PA      | $104940.42     | 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        |      15235 | PA      | $15015.08      | 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        |        677 | PA      | $700.30        | 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        |      70083 | PA      | $69105.05      | 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        |      23636 | PA      | $23549.90      | 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        |     339923 | PA      | $348097.09     | 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        |        771 | PA      | $801.41        | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 509381                      | CUSIP: 36211C2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        147 | PA      | $144.27        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 457694                      | CUSIP: 36208QNK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        443 | PA      | $439.13        | 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        |       7499 | PA      | $7557.14       | 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        |       7329 | PA      | $7362.54       | 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        |    2789496 | PA      | $2349259.41    | 0.01%             | 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        |     189406 | PA      | $195892.75     | 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        |     125884 | PA      | $130196.84     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 657115                      | CUSIP: 36294RAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     175490 | PA      | $179906.55     | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670288                      | CUSIP: 36295GUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16375 | PA      | $16379.77      | 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        |     245508 | PA      | $252111.94     | 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        |        434 | PA      | $429.12        | 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        |    3449548 | PA      | $3391759.31    | 0.02%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670659                      | CUSIP: 36295HB41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10192 | PA      | $10546.13      | 0.00%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676167                      | CUSIP: 36295PFG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104240 | PA      | $107397.15     | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615304                      | CUSIP: 36290RRZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59195 | PA      | $60464.16      | 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        |       2341 | PA      | $2380.83       | 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        |     189980 | PA      | $196446.32     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 701497                      | CUSIP: 36296UKJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27975 | PA      | $28813.79      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 766658                      | CUSIP: 36176HQK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     371176 | PA      | $366110.74     | 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        |      25625 | PA      | $26503.29      | 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        |     639160 | PA      | $642109.37     | 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        |       2153 | PA      | $2179.98       | 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        |      15421 | PA      | $14079.57      | 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        |        178 | PA      | $179.26        | 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        |      42236 | PA      | $44066.17      | 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        |      72043 | PA      | $76283.18      | 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        |      28955 | PA      | $27924.13      | 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        |      41941 | PA      | $43902.53      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 483473                      | CUSIP: 36209WCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5853 | PA      | $5889.69       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615689                      | CUSIP: 36290R7A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84411 | PA      | $87624.97      | 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        |      49585 | PA      | $49512.65      | 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        |     270697 | PA      | $259083.26     | 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        |       3979 | PA      | $4179.57       | 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        |   60828988 | PA      | $50519873.63   | 0.30%             | 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        |  307045086 | PA      | $283273348.21  | 1.67%             | 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        |     114896 | PA      | $118539.61     | 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        |      44670 | PA      | $45577.03      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 499335                      | CUSIP: 36210QV41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        792 | PA      | $798.45        | 0.00%             | 2029-01-15      | 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        |       5480 | PA      | $5588.94       | 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        |      39109 | PA      | $40170.99      | 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        |      64037 | PA      | $65592.14      | 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        |     326896 | PA      | $335682.71     | 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        |      27442 | PA      | $28640.39      | 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        |    1124494 | PA      | $1145938.53    | 0.01%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                               | SCOTIA TRIPARTY TREASURY       | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | RA               | CORP              | US        |   17800000 | PA      | $17800000.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05188                      | CUSIP: 3128M7CZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     182977 | PA      | $190955.02     | 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        |      71370 | PA      | $74447.63      | 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        |      20068 | PA      | $20753.74      | 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        |  226075167 | PA      | $211261072.05  | 1.25%             | 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        |      20654 | PA      | $21046.07      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 706017                      | CUSIP: 36297AK69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42210 | PA      | $41188.28      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474180                      | CUSIP: 36209KXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10206 | PA      | $10187.58      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 575509                      | CUSIP: 36200XKW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8484 | PA      | $8635.86       | 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        |      41761 | PA      | $42619.04      | 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        |      17830 | PA      | $19079.26      | 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        |      32647 | PA      | $30083.71      | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 379228                      | CUSIP: 36204THD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        325 | PA      | $324.37        | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3179                      | CUSIP: 3140QNQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     891333 | PA      | $836157.06     | 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        |      74552 | PA      | $77411.14      | 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        |       1945 | PA      | $1989.67       | 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        |      35753 | PA      | $38262.12      | 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        |      34278 | PA      | $34725.21      | 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        |      39779 | PA      | $39672.33      | 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        |       9436 | PA      | $9323.97       | 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        |     103890 | PA      | $101481.27     | 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        |      36376 | PA      | $35821.15      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 701363                      | CUSIP: 36296UFC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156269 | PA      | $160311.37     | 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        |       3535 | PA      | $3628.83       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 462208                      | CUSIP: 36208VNZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2107 | PA      | $2036.88       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 640878                      | CUSIP: 36291W6P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41241 | PA      | $42661.61      | 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        |       2005 | PA      | $2031.04       | 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        |        930 | PA      | $920.88        | 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        |       8785 | PA      | $8796.13       | 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        |      14314 | PA      | $14928.18      | 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        |        300 | PA      | $305.40        | 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        |        775 | PA      | $776.59        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB2628                      | CUSIP: 36178M4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81932 | PA      | $78911.49      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 488809                      | CUSIP: 36210DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3419 | PA      | $3470.51       | 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        |      82686 | PA      | $79886.85      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 677571                      | CUSIP: 36295QW89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26729 | PA      | $26736.45      | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 772735                      | CUSIP: 36176QHL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115873 | PA      | $115660.07     | 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        |      76830 | PA      | $78983.39      | 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        |     237890 | PA      | $248225.33     | 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        |       1985 | PA      | $2056.01       | 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        |     144971 | PA      | $149625.18     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476245                      | CUSIP: 36209NBN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        938 | PA      | $927.39        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 672672                      | CUSIP: 36295KJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1034 | PA      | $1079.26       | 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        |     394763 | PA      | $381679.53     | 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        |      25315 | PA      | $25248.04      | 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        |      51231 | PA      | $50328.55      | 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        |       7227 | PA      | $7198.49       | 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        |       6138 | PA      | $6209.24       | 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        |       9862 | PA      | $10308.66      | 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        |      80519 | PA      | $84035.90      | 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        |      52114 | PA      | $52381.37      | 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        |      88620 | PA      | $89183.10      | 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        |      10632 | PA      | $10575.89      | 0.00%             | 2027-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AO3542                      | CUSIP: 3617A35B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     317690 | PA      | $294363.07     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 667332                      | CUSIP: 36295DLM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138535 | PA      | $141997.75     | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 598212                      | CUSIP: 36200DR96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1714 | PA      | $1796.83       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 454560                      | CUSIP: 36208L5V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15960 | PA      | $16561.70      | 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        |      36406 | PA      | $36592.30      | 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        |     138024 | PA      | $143893.42     | 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        |      16990 | PA      | $17127.29      | 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        |      21270 | PA      | $21443.17      | 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        |      10283 | PA      | $10705.16      | 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        |       7225 | PA      | $7654.14       | 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        |      92057 | PA      | $96979.68      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 412975                      | CUSIP: 36206JXC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5033 | PA      | $5066.96       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 553243                      | CUSIP: 36213FS87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92700 | PA      | $96567.19      | 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        |       6499 | PA      | $6486.34       | 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        |     188160 | PA      | $194630.64     | 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        |      23492 | PA      | $23998.44      | 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        |        491 | PA      | $516.11        | 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        |      16815 | PA      | $17320.19      | 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        |     109269 | PA      | $108656.12     | 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        |       6984 | PA      | $6965.80       | 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        |       8639 | PA      | $8787.46       | 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        |       9080 | PA      | $9017.96       | 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        |      16351 | PA      | $16690.31      | 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        |     200725 | PA      | $184494.28     | 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        |      40627 | PA      | $41435.20      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 363595                      | CUSIP: 36203Y3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2787 | PA      | $2784.36       | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05904                      | CUSIP: 3128M73M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38496 | PA      | $40043.52      | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD3795                      | CUSIP: 36180FGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25560 | PA      | $23491.76      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 622434                      | CUSIP: 36291APT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73943 | PA      | $78635.34      | 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        |    1045602 | PA      | $1024371.71    | 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        |       2024 | PA      | $2113.62       | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 638030                      | CUSIP: 36291TY36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3029 | PA      | $3027.08       | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 722116                      | CUSIP: 3620A8GZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10797 | PA      | $10872.18      | 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        |       9233 | PA      | $9760.93       | 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        |      14043 | PA      | $14585.73      | 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        |       2703 | PA      | $2716.38       | 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        |     201128 | PA      | $194760.15     | 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        |      10150 | PA      | $10196.60      | 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        |     102471 | PA      | $101888.62     | 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        |      37958 | PA      | $38466.63      | 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        |     150398 | PA      | $151413.14     | 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        |     126872 | PA      | $126639.17     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 463292                      | CUSIP: 36208WUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7417 | PA      | $7429.43       | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 630195                      | CUSIP: 36291KC88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30918 | PA      | $31262.25      | 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        |      13290 | PA      | $13549.93      | 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        |      78250 | PA      | $80652.18      | 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        |       1383 | PA      | $1385.84       | 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        |      20047 | PA      | $20825.39      | 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        |    2340129 | PA      | $2149890.87    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 701512                      | CUSIP: 36296UKZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46444 | PA      | $48358.39      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 734017                      | CUSIP: 3620AMPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3005 | PA      | $2991.63       | 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        |      28161 | PA      | $28380.43      | 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        |     178473 | PA      | $172162.96     | 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        |     451588 | PA      | $452145.37     | 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        |       4395 | PA      | $4468.89       | 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        |      51560 | PA      | $52941.08      | 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        |      67054 | PA      | $70970.76      | 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        |       9819 | PA      | $10123.64      | 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        |      24488 | PA      | $24253.83      | 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        |       1539 | PA      | $1639.73       | 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        |      33201 | PA      | $33398.28      | 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        |     781344 | PA      | $719362.95     | 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        |       9289 | PA      | $9689.60       | 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        |      25511 | PA      | $26242.66      | 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        |      24228 | PA      | $25057.78      | 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        |      20617 | PA      | $20829.13      | 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        |      27925 | PA      | $27696.41      | 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        |      93153 | PA      | $96066.51      | 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        |      36062 | PA      | $36479.31      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 366708                      | CUSIP: 36204DKV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15125 | PA      | $14497.92      | 0.00%             | 2024-01-15      | 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        |     472318 | PA      | $484661.92     | 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        |      90602 | PA      | $83601.92      | 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        |     151375 | PA      | $165284.17     | 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        |      14739 | PA      | $14574.55      | 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        |       5480 | PA      | $5719.46       | 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        |       8280 | PA      | $8361.39       | 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        |    1402665 | PA      | $1415257.58    | 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        |    1109551 | PA      | $1062360.59    | 0.01%             | 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        |      63366 | PA      | $63794.28      | 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        |     399931 | PA      | $409235.09     | 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        |      14474 | PA      | $14792.06      | 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        |     280573 | PA      | $288853.46     | 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        |      64046 | PA      | $63103.92      | 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        |       3880 | PA      | $3928.75       | 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        |      53792 | PA      | $55487.79      | 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        |      72916 | PA      | $72468.51      | 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        |     100012 | PA      | $104364.56     | 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        |      16197 | PA      | $15660.02      | 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        |      11062 | PA      | $11077.00      | 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        |     426654 | PA      | $444710.33     | 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        |     163702 | PA      | $158358.44     | 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        |      58575 | PA      | $59722.03      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 658259                      | CUSIP: 36294SJC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96017 | PA      | $99905.42      | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2826                      | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16845 | PA      | $16274.61      | 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        |     115962 | PA      | $119373.99     | 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        |      91319 | PA      | $94033.28      | 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        |     540014 | PA      | $522778.34     | 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        |     735637 | PA      | $734023.05     | 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        |        189 | PA      | $190.57        | 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        |       5749 | PA      | $5857.36       | 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        |    1294081 | PA      | $1189614.46    | 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        |      52245 | PA      | $56407.37      | 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        |       2687 | PA      | $2770.45       | 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        |       2451 | PA      | $2480.29       | 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        |      37281 | PA      | $37403.56      | 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        |        586 | PA      | $630.46        | 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        |      90260 | PA      | $93352.06      | 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        |     511680 | PA      | $567466.53     | 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        |       5266 | PA      | $5156.76       | 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        |       4176 | PA      | $3787.92       | 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        |      64551 | PA      | $63226.46      | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 535644                      | CUSIP: 36212KBM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2044 | PA      | $1999.93       | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605806                      | CUSIP: 36201XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     392102 | PA      | $404981.69     | 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        |      80573 | PA      | $84356.19      | 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        |      20148 | PA      | $20067.02      | 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        |      47274 | PA      | $48200.20      | 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        |    2453522 | PA      | $2225167.76    | 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        |     293010 | PA      | $282887.51     | 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        |      55885 | PA      | $57802.65      | 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        |      26267 | PA      | $26339.77      | 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        |   14779245 | PA      | $12224857.52   | 0.07%             | 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        |       1797 | PA      | $1856.00       | 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        |      79378 | PA      | $76786.71      | 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        |       2121 | PA      | $2193.23       | 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        |     122241 | PA      | $125615.30     | 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        |      73284 | PA      | $70805.71      | 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        |       9587 | PA      | $9698.35       | 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        |    1043186 | PA      | $958235.74     | 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        |      29708 | PA      | $29713.41      | 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        |   28894118 | PA      | $26061815.27   | 0.15%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 796783                      | CUSIP: 36177RRD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1313 | PA      | $1341.40       | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 594650                      | CUSIP: 36201VTF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3405 | PA      | $3394.16       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 627994                      | CUSIP: 36291GUT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74542 | PA      | $76102.01      | 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        |      12168 | PA      | $12885.77      | 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        |     111862 | PA      | $108208.23     | 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        |      23961 | PA      | $24361.00      | 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        |  781612382 | PA      | $697826036.10  | 4.12%             | 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        |       3838 | PA      | $3941.88       | 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        |     566612 | PA      | $567315.17     | 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        |     211150 | PA      | $213742.55     | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 744005                      | CUSIP: 3620AYR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76645 | PA      | $74801.29      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 597873                      | CUSIP: 36200DFN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26912 | PA      | $27533.16      | 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        |       5550 | PA      | $5563.79       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 759828                      | CUSIP: 36230U4M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2689 | PA      | $2790.30       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 763016                      | CUSIP: 36176DN90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142427 | PA      | $149978.61     | 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        |     316871 | PA      | $322587.74     | 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        |      17919 | PA      | $16908.51      | 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        |      82588 | PA      | $85300.05      | 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        |      33395 | PA      | $34370.45      | 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        |      12630 | PA      | $12805.73      | 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        |    1238029 | PA      | $1111186.21    | 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        |       2147 | PA      | $2193.02       | 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        |      22166 | PA      | $21788.23      | 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        |      14666 | PA      | $14899.28      | 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        |      11761 | PA      | $11762.69      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670941                      | CUSIP: 36295HLW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117531 | PA      | $120567.31     | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473590                      | CUSIP: 36209KC30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16867 | PA      | $16311.29      | 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        |     222093 | PA      | $214824.37     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 583649                      | CUSIP: 36201HL68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        677 | PA      | $693.65        | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 726986                      | CUSIP: 3620ADUK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19196 | PA      | $19240.11      | 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        |     147044 | PA      | $149231.57     | 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        |      11627 | PA      | $11590.96      | 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        |       8182 | PA      | $8160.58       | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 392054                      | CUSIP: 36205JQF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        246 | PA      | $245.36        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 582953                      | CUSIP: 36201GTJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2314 | PA      | $2476.93       | 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        |       2070 | PA      | $2067.63       | 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        |     135147 | PA      | $134896.63     | 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        |     305440 | PA      | $315900.81     | 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        |        795 | PA      | $811.71        | 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        |      11407 | PA      | $10533.95      | 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        |      23474 | PA      | $22515.25      | 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        |       5346 | PA      | $5509.29       | 0.00%             | 2040-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2018-77 JY                 | CUSIP: 38380XPW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1750684 | PA      | $1664765.86    | 0.01%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 678796                      | CUSIP: 36295SC95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29690 | PA      | $30366.83      | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 779946                      | CUSIP: 36177HBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60293 | PA      | $58986.10      | 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        |       5803 | PA      | $5747.96       | 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        |      35402 | PA      | $36495.91      | 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        |     457167 | PA      | $423318.19     | 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        |      27848 | PA      | $29190.92      | 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        |       2685 | PA      | $2736.09       | 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        |       4330 | PA      | $4426.14       | 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        |      21269 | PA      | $21065.59      | 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        |      40811 | PA      | $41976.38      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 557715                      | CUSIP: 36213LSC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4133 | PA      | $4187.01       | 0.00%             | 2031-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 510939                      | CUSIP: 36211ES41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42967 | PA      | $43471.46      | 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        |      42982 | PA      | $45277.49      | 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        |      14976 | PA      | $15378.89      | 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        |      10879 | PA      | $11142.56      | 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        |     100873 | PA      | $101665.17     | 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        |     620084 | PA      | $618424.24     | 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        |     677420 | PA      | $641120.76     | 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        |     306763 | PA      | $309090.01     | 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        |      10595 | PA      | $10875.69      | 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        |      17304 | PA      | $17153.24      | 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        |       1188 | PA      | $1223.70       | 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        |      11412 | PA      | $11511.51      | 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        |       7231 | PA      | $7236.21       | 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        |       2671 | PA      | $2791.98       | 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        |     185623 | PA      | $184818.36     | 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        |       6828 | PA      | $6625.21       | 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        |       3834 | PA      | $3814.03       | 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        |      16808 | PA      | $17997.51      | 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        |      57111 | PA      | $55328.95      | 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        |    1238863 | PA      | $1213622.87    | 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        |     610414 | PA      | $608779.70     | 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        |      72000 | PA      | $72182.21      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 487634                      | CUSIP: 36210BV36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14342 | PA      | $14497.61      | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A86661                      | CUSIP: 312933MJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     464360 | PA      | $473079.92     | 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        |       8977 | PA      | $8828.98       | 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        |      10986 | PA      | $11101.14      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490407                      | CUSIP: 36210EYC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1434 | PA      | $1403.41       | 0.00%             | 2029-04-15      | 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        |      96301 | PA      | $92919.44      | 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        |      80896 | PA      | $83669.80      | 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        |     346300 | PA      | $333537.67     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 669994                      | CUSIP: 36295GKF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2850408 | PA      | $2618890.82    | 0.02%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 494564                      | CUSIP: 36210KMM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10869 | PA      | $10999.96      | 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        |      47674 | PA      | $49303.80      | 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        |     129843 | PA      | $125496.91     | 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        |       5704 | PA      | $5716.10       | 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        |     100359 | PA      | $104637.48     | 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        |      30316 | PA      | $30956.28      | 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        |    1618521 | PA      | $1607061.44    | 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        |      20732 | PA      | $22198.09      | 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        |     765820 | PA      | $799959.75     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 668727                      | CUSIP: 36295E4L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1501 | PA      | $1551.11       | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 633765                      | CUSIP: 36291PCA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4869 | PA      | $5012.33       | 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        |       3691 | PA      | $3876.27       | 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        |      25678 | PA      | $25809.40      | 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        |      14514 | PA      | $14073.99      | 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        |     107548 | PA      | $109663.03     | 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        |      67902 | PA      | $69723.70      | 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        |      17999 | PA      | $17388.64      | 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        |     193829 | PA      | $193811.08     | 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        |    1993929 | PA      | $1870134.15    | 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        |      45099 | PA      | $44748.04      | 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        |     132633 | PA      | $131805.27     | 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        |      69293 | PA      | $73612.46      | 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        |      57837 | PA      | $58635.89      | 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        |      96069 | PA      | $101209.93     | 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        |      44642 | PA      | $47748.92      | 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        |       3220 | PA      | $3189.97       | 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        |     107274 | PA      | $110429.82     | 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        |     577276 | PA      | $553452.14     | 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        |      67639 | PA      | $68978.51      | 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        |         83 | PA      | $83.97         | 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        |      47797 | PA      | $50844.93      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 662522                      | CUSIP: 36294XAX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80211 | PA      | $81414.14      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 614167                      | CUSIP: 36290QJL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2093 | PA      | $2146.55       | 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        |      12253 | PA      | $12345.32      | 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        |     491403 | PA      | $512767.44     | 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        |       7175 | PA      | $7407.45       | 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        |        936 | PA      | $949.17        | 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        |     451474 | PA      | $427224.01     | 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        |     203229 | PA      | $198251.51     | 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        |       5879 | PA      | $5934.02       | 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        |       6374 | PA      | $5858.56       | 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        |      19234 | PA      | $19298.40      | 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        |      11238 | PA      | $11568.09      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 656370                      | CUSIP: 36294QFK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29124 | PA      | $28424.61      | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3242                      | CUSIP: 36179RS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1676333 | PA      | $1520492.20    | 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        |      18137 | PA      | $18232.53      | 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        |      34324 | PA      | $35500.72      | 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        |      16576 | PA      | $16807.91      | 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        |        642 | PA      | $647.50        | 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        |       5712 | PA      | $6103.05       | 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        |     172713 | PA      | $156636.41     | 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        |      80477 | PA      | $83234.64      | 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        |    1210846 | PA      | $1145472.98    | 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        |       1560 | PA      | $1669.57       | 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        |      59782 | PA      | $62323.94      | 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        |    1758081 | PA      | $1797066.32    | 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        |      22835 | PA      | $21295.34      | 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        |       1007 | PA      | $1034.24       | 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        |       7166 | PA      | $7313.40       | 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        |      27884 | PA      | $25760.34      | 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        |      50156 | PA      | $49657.51      | 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        |      33558 | PA      | $34249.50      | 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        |        992 | PA      | $991.44        | 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        |     444912 | PA      | $429691.81     | 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        |      12642 | PA      | $12448.91      | 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        |     132590 | PA      | $133099.27     | 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        |       4079 | PA      | $4163.65       | 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        |      18743 | PA      | $18657.65      | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 612874                      | CUSIP: 36202X2F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3667 | PA      | $3658.27       | 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        |     557044 | PA      | $511768.99     | 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        |     618800 | PA      | $596951.10     | 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        |      49424 | PA      | $51135.07      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 429375                      | CUSIP: 36207D6L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         51 | PA      | $50.76         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 494299                      | CUSIP: 36210KDC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1134 | PA      | $1097.28       | 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        |     505166 | PA      | $489505.11     | 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        |      36201 | PA      | $35337.63      | 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        |      24618 | PA      | $24137.78      | 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        |      16580 | PA      | $17503.47      | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782949                      | CUSIP: 36241LH25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1590157 | PA      | $1644700.17    | 0.01%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 541303                      | CUSIP: 36212RKQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22498 | PA      | $22112.37      | 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        |     214486 | PA      | $213319.29     | 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        |     181521 | PA      | $175374.97     | 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        |      82479 | PA      | $80695.41      | 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        |     148116 | PA      | $145234.04     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 389515                      | CUSIP: 36205FVG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        806 | PA      | $804.25        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 606467                      | CUSIP: 36201XW46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1156 | PA      | $1234.26       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 507613                      | CUSIP: 36211A3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4902 | PA      | $4894.24       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 542054                      | CUSIP: 36212SE36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57040 | PA      | $57142.28      | 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        |       7441 | PA      | $7754.68       | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 433942                      | CUSIP: 36207KBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1645 | PA      | $1615.81       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670506                      | CUSIP: 36295G3P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33007 | PA      | $33016.38      | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 598623                      | CUSIP: 36200EAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18244 | PA      | $19287.47      | 0.00%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 745229                      | CUSIP: 3620C04N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1848 | PA      | $1918.38       | 0.00%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AJ9566                      | CUSIP: 36183FTX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     213352 | PA      | $213347.99     | 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        |        453 | PA      | $476.62        | 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        |      42389 | PA      | $44843.61      | 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        |     124268 | PA      | $129979.20     | 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        |       9733 | PA      | $9808.94       | 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        |       1726 | PA      | $1750.75       | 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        |       9917 | PA      | $10338.19      | 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        |       7297 | PA      | $7168.35       | 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        |      17357 | PA      | $17952.32      | 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        |       2958 | PA      | $2961.82       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 598178                      | CUSIP: 36200DQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1012 | PA      | $1009.38       | 0.00%             | 2033-05-15      | 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        |      37918 | PA      | $40147.81      | 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        |       6923 | PA      | $7339.65       | 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        |     297524 | PA      | $301312.04     | 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        |       1624 | PA      | $1656.50       | 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        |       3741 | PA      | $3960.93       | 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        |       7061 | PA      | $6827.56       | 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        |       4395 | PA      | $4482.69       | 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        |       8912 | PA      | $8903.42       | 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        |      23115 | PA      | $23823.89      | 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        |       4804 | PA      | $4933.39       | 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        |      93523 | PA      | $97385.40      | 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        |       9252 | PA      | $9339.95       | 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        |     160548 | PA      | $155387.78     | 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        |       6407 | PA      | $6344.39       | 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        |      61287 | PA      | $63388.20      | 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        |      12736 | PA      | $12830.33      | 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        |       8070 | PA      | $8494.67       | 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        |      50150 | PA      | $52361.28      | 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        |      18014 | PA      | $17675.83      | 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        |      54567 | PA      | $56436.45      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 562674                      | CUSIP: 36213SCK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11293 | PA      | $11472.17      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 724227                      | CUSIP: 3620AASQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133434 | PA      | $139762.76     | 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        |       5846 | PA      | $5912.07       | 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        |     111204 | PA      | $110060.19     | 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        |      84595 | PA      | $86849.62      | 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        |     331831 | PA      | $320836.10     | 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        |     700707 | PA      | $677108.44     | 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        |     152131 | PA      | $163849.53     | 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        |     188910 | PA      | $194836.96     | 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        |     372633 | PA      | $369786.62     | 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        |      25051 | PA      | $24991.00      | 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        |      74136 | PA      | $69051.48      | 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        |        957 | PA      | $967.67        | 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        |       9273 | PA      | $9266.83       | 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        |       5407 | PA      | $5552.67       | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AH7281                      | CUSIP: 36182QCS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     560325 | PA      | $519592.24     | 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        |     114233 | PA      | $118189.07     | 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        |      42950 | PA      | $40571.48      | 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        |      68826 | PA      | $70440.95      | 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        |      14035 | PA      | $14270.97      | 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        |      56545 | PA      | $55261.22      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2SF 3 2/23                    | CUSIP: 21H030625<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -136875000 | PA      | $-125668359.38 | -0.74%            | 2023-02-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 711569                      | CUSIP: 36297GQW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103510 | PA      | $108132.33     | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 337121                      | CUSIP: 36224SPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        571 | PA      | $569.09        | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 486722                      | CUSIP: 36210AVP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36918 | PA      | $38835.66      | 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        |      74749 | PA      | $75093.24      | 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        |       1516 | PA      | $1528.45       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 501940                      | CUSIP: 36210TS56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3300 | PA      | $3300.50       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AN5754                      | CUSIP: 36186NMB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148212 | PA      | $137326.28     | 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        |       4044 | PA      | $3758.11       | 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        |      18781 | PA      | $18972.24      | 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        |        254 | PA      | $261.75        | 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        |      85312 | PA      | $91496.97      | 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        |      63051 | PA      | $61492.16      | 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        |      10512 | PA      | $10715.26      | 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        |       2227 | PA      | $2237.65       | 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        |       5764 | PA      | $5846.50       | 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        |      11903 | PA      | $11510.27      | 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        |       4527 | PA      | $4609.50       | 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        |     143682 | PA      | $144217.55     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 657157                      | CUSIP: 36294RB24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27893 | PA      | $27901.34      | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 733226                      | CUSIP: 3620ALSP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73611 | PA      | $75026.32      | 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        |      12079 | PA      | $12057.31      | 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        |       2083 | PA      | $2151.70       | 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        |     334478 | PA      | $346065.82     | 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        |       1999 | PA      | $1951.45       | 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        |      35622 | PA      | $36028.45      | 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        |      11589 | PA      | $11649.41      | 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        |       6722 | PA      | $6504.76       | 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        |    1114941 | PA      | $1144920.36    | 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        |      50226 | PA      | $50253.01      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470296                      | CUSIP: 36209FNM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1052 | PA      | $1051.46       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506835                      | CUSIP: 36211ABC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12977 | PA      | $13023.52      | 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        |     206853 | PA      | $203541.59     | 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        |      44006 | PA      | $41560.06      | 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        |       8342 | PA      | $8623.07       | 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        |      75612 | PA      | $72475.62      | 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        |      24412 | PA      | $25139.32      | 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        |      55438 | PA      | $57357.07      | 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        |       8493 | PA      | $8521.84       | 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        |      15573 | PA      | $15806.78      | 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        |     874998 | PA      | $902746.42     | 0.01%             | 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        |     423332 | PA      | $383889.45     | 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        |      24589 | PA      | $25440.80      | 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        |      69122 | PA      | $70627.04      | 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        |       8222 | PA      | $8385.35       | 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        |     741753 | PA      | $739767.32     | 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        |       3326 | PA      | $3439.39       | 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        |     689672 | PA      | $716433.62     | 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        |      14170 | PA      | $14769.88      | 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        |      84372 | PA      | $84842.56      | 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        |       1858 | PA      | $1921.84       | 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        |       4006 | PA      | $4042.07       | 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        |       3009 | PA      | $3030.25       | 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        |     492912 | PA      | $477130.38     | 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        |     103904 | PA      | $107423.80     | 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        |      10312 | PA      | $10542.10      | 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        |       2226 | PA      | $2242.84       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 695260                      | CUSIP: 36296MMH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11473 | PA      | $11733.17      | 0.00%             | 2038-09-15      | 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        |      41433 | PA      | $42426.46      | 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        |      15890 | PA      | $16427.25      | 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        |       9448 | PA      | $9774.98       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783234                      | CUSIP: 36241LSX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5773062 | PA      | $5764206.62    | 0.03%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A90388                      | CUSIP: 312938ND1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49645 | PA      | $50584.83      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 439065                      | CUSIP: 36207QW29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18141 | PA      | $19043.37      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 553294                      | CUSIP: 36213FUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27173 | PA      | $27888.88      | 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        |     932637 | PA      | $930139.90     | 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        |        958 | PA      | $1011.24       | 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        |       8823 | PA      | $9265.86       | 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        |     264973 | PA      | $266951.31     | 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        |     325504 | PA      | $314066.74     | 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        |      35248 | PA      | $36367.94      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 512963                      | CUSIP: 36211GZ48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2078 | PA      | $2075.11       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 625989                      | CUSIP: 36291ENE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25669 | PA      | $26830.46      | 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        |    1024363 | PA      | $1062783.24    | 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        |     640724 | PA      | $669788.91     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 502141                      | CUSIP: 36210TZE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1163 | PA      | $1151.94       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 626069                      | CUSIP: 36291EQW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26196 | PA      | $25897.51      | 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        |       7079 | PA      | $7062.56       | 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        |       3479 | PA      | $3493.90       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 582848                      | CUSIP: 36201GP90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5978 | PA      | $5965.00       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670197                      | CUSIP: 36295GRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24691 | PA      | $24093.88      | 0.00%             | 2039-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781601                      | CUSIP: 36225BX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56446 | PA      | $58899.14      | 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        |      25524 | PA      | $26620.29      | 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        |     103576 | PA      | $110803.67     | 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        |      38425 | PA      | $39176.24      | 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        |     235222 | PA      | $235517.02     | 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        |      58036 | PA      | $56080.77      | 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        |      45637 | PA      | $46545.13      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 498187                      | CUSIP: 36210PNC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        709 | PA      | $711.09        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 668412                      | CUSIP: 36295ER90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4680 | PA      | $4841.09       | 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        |       6734 | PA      | $6750.84       | 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        |      28061 | PA      | $27934.22      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670499                      | CUSIP: 36295G3G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27916 | PA      | $27924.78      | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 708287                      | CUSIP: 36297C2U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30527 | PA      | $29791.06      | 0.00%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 433891                      | CUSIP: 36207J7C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8589 | PA      | $8438.03       | 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        |   14601888 | PA      | $12090305.10   | 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        |      15062 | PA      | $16117.03      | 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        |      17147 | PA      | $17380.86      | 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        |     155265 | PA      | $155636.68     | 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        |       2925 | PA      | $2948.18       | 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        |       1229 | PA      | $1227.76       | 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        |    8242182 | PA      | $8183881.50    | 0.05%             | 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        |     234581 | PA      | $234724.75     | 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        |      96786 | PA      | $95255.86      | 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        |       7497 | PA      | $7383.77       | 0.00%             | 2034-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 573951                      | CUSIP: 36200VTG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13543 | PA      | $13844.75      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 497029                      | CUSIP: 36210NEA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12453 | PA      | $12295.90      | 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        |     231597 | PA      | $229970.32     | 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        |     483021 | PA      | $471424.32     | 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        |      10876 | PA      | $10999.19      | 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        |       4705 | PA      | $4965.17       | 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        |      16895 | PA      | $17340.81      | 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        |     165084 | PA      | $172223.80     | 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        |       3388 | PA      | $3357.07       | 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        |      10673 | PA      | $10736.42      | 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        |       3435 | PA      | $3321.41       | 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        |       8801 | PA      | $8859.20       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 633749                      | CUSIP: 36291PBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68144 | PA      | $72613.89      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474694                      | CUSIP: 36209LKF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8092 | PA      | $8498.46       | 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        |     730932 | PA      | $707497.73     | 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        |     543471 | PA      | $521775.23     | 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        |      20066 | PA      | $21377.52      | 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        |    9128812 | PA      | $8684033.96    | 0.05%             | 2042-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 362224                      | CUSIP: 36203XLD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        759 | PA      | $757.50        | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 634441                      | CUSIP: 36291PZE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60297 | PA      | $64230.66      | 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        |    1008163 | PA      | $1004139.96    | 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        |      17257 | PA      | $17886.87      | 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        |     997158 | PA      | $935248.57     | 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        |      81397 | PA      | $80144.20      | 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        |     274097 | PA      | $271601.65     | 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        |       8333 | PA      | $8516.28       | 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        |       9446 | PA      | $9429.47       | 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        |      11324 | PA      | $11433.26      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 503024                      | CUSIP: 36210UYV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1727 | PA      | $1723.45       | 0.00%             | 2029-03-15      | 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        |       1163 | PA      | $1163.47       | 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        |       4273 | PA      | $4115.93       | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 598094                      | CUSIP: 36200DNK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5041 | PA      | $5197.18       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AQ1855                      | CUSIP: 36189RBY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     398741 | PA      | $369476.95     | 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        |       2024 | PA      | $2106.86       | 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        |      99484 | PA      | $99246.66      | 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        |       9150 | PA      | $9271.95       | 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        |       5701 | PA      | $5838.67       | 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        |     264574 | PA      | $277146.22     | 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        |     178055 | PA      | $184822.41     | 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        |     227922 | PA      | $226835.18     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 694797                      | CUSIP: 36296L3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67313 | PA      | $69364.52      | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 623561                      | CUSIP: 36291BWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55441 | PA      | $57898.93      | 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        |       3647 | PA      | $3631.20       | 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        |      68918 | PA      | $73436.18      | 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        |       5597 | PA      | $5797.10       | 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        |       5105 | PA      | $5239.64       | 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        |      34242 | PA      | $33521.73      | 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        |     121673 | PA      | $125841.74     | 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        |       2105 | PA      | $2104.98       | 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        |      11448 | PA      | $11506.82      | 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        |       3142 | PA      | $3276.13       | 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        |      16300 | PA      | $16295.01      | 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        |       2516 | PA      | $2532.44       | 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        |       8470 | PA      | $8735.29       | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 446646                      | CUSIP: 36208CET0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        596 | PA      | $575.59        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 680153                      | CUSIP: 36295TTJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14784 | PA      | $15363.82      | 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        |     269027 | PA      | $259694.75     | 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        |      57713 | PA      | $58704.18      | 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        |       2198 | PA      | $2211.49       | 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        |     193511 | PA      | $186794.47     | 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        |      10083 | PA      | $10285.88      | 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        |     203843 | PA      | $196676.40     | 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        |      53031 | PA      | $49390.86      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 468230                      | CUSIP: 36209DEB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2678 | PA      | $2703.81       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 434381                      | CUSIP: 36207KRA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1198 | PA      | $1167.41       | 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        |     267970 | PA      | $264163.12     | 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        |     550466 | PA      | $548992.70     | 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        |     152825 | PA      | $152755.74     | 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        |     502491 | PA      | $501145.41     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 469872                      | CUSIP: 36209E6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1881 | PA      | $1872.47       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN BD5929                      | CUSIP: 3617BMSS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     325884 | PA      | $312449.18     | 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        |      53714 | PA      | $55551.09      | 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        |       9831 | PA      | $9305.00       | 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        |      19012 | PA      | $19834.24      | 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        |      27608 | PA      | $28782.66      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 457863                      | CUSIP: 36208QTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        495 | PA      | $486.10        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 622370                      | CUSIP: 36291AMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35752 | PA      | $35755.14      | 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        |      80533 | PA      | $79625.23      | 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        |     112206 | PA      | $120179.70     | 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        |       6638 | PA      | $6867.88       | 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        |       3782 | PA      | $3837.83       | 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        |      92641 | PA      | $91370.04      | 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        |       8446 | PA      | $8445.18       | 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        |       8499 | PA      | $8762.37       | 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        |     786937 | PA      | $784830.52     | 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        |      33919 | PA      | $32414.69      | 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        |    1979628 | PA      | $1818502.00    | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 665889                      | CUSIP: 36295BXS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12184 | PA      | $12189.02      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 495925                      | CUSIP: 36210L4J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2195 | PA      | $2121.76       | 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        |     190098 | PA      | $191331.61     | 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        |       8625 | PA      | $8473.75       | 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        |      63927 | PA      | $64668.15      | 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        |    7366351 | PA      | $7526764.25    | 0.04%             | 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        |      91605 | PA      | $97719.87      | 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        |        651 | PA      | $630.07        | 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        |      71894 | PA      | $72468.97      | 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        |     107920 | PA      | $112373.20     | 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        |     126120 | PA      | $126736.25     | 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        |      16372 | PA      | $16696.14      | 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        |       1831 | PA      | $2034.53       | 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        |       4916 | PA      | $5061.52       | 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        |      27207 | PA      | $28184.57      | 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        |        439 | PA      | $438.08        | 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        |     106229 | PA      | $110796.05     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AM7532                      | CUSIP: 36184YLM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70893 | PA      | $65126.68      | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 747894                      | CUSIP: 3620C33B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     759299 | PA      | $741333.17     | 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        |       1924 | PA      | $1990.24       | 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        |      15000 | PA      | $15401.51      | 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        |      44280 | PA      | $42732.28      | 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        |      84649 | PA      | $86601.05      | 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        |       7796 | PA      | $8005.65       | 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        |      15404 | PA      | $15542.12      | 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        |     361062 | PA      | $358353.90     | 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        |      23848 | PA      | $23337.38      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 700979                      | CUSIP: 36296TXG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52145 | PA      | $50883.24      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 661902                      | CUSIP: 36294WKP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37452 | PA      | $38219.22      | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 486968                      | CUSIP: 36210A6D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27887 | PA      | $29276.05      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 368075                      | CUSIP: 36204E2G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         21 | PA      | $20.72         | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 503434                      | CUSIP: 36210VHK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2507 | PA      | $2500.77       | 0.00%             | 2029-04-15      | 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        |       7371 | PA      | $7187.68       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 489589                      | CUSIP: 36210D2W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1258 | PA      | $1276.41       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 531988                      | CUSIP: 36212E6Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7412 | PA      | $7560.99       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 604136                      | CUSIP: 36200MEH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14357 | PA      | $14330.37      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AU9426                      | CUSIP: 36194XPK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10220 | PA      | $9790.77       | 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        |      12184 | PA      | $12142.20      | 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        |       1989 | PA      | $2050.54       | 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        |      24439 | PA      | $25196.13      | 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        |        523 | PA      | $540.74        | 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        |      64802 | PA      | $65183.85      | 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        |      13958 | PA      | $14937.13      | 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        |      47548 | PA      | $49218.84      | 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        |     107949 | PA      | $104424.90     | 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        |     126796 | PA      | $131140.26     | 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        |     419516 | PA      | $404776.78     | 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        |     385182 | PA      | $397225.91     | 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        |     150083 | PA      | $158111.44     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 657695                      | CUSIP: 36294RUU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50095 | PA      | $51199.91      | 0.00%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 608221                      | CUSIP: 36202SVN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     631793 | PA      | $653662.06     | 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        |      11354 | PA      | $11328.50      | 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        |      62957 | PA      | $65132.33      | 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        |       3284 | PA      | $3354.45       | 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        |        262 | PA      | $263.95        | 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        |       1473 | PA      | $1502.66       | 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        |     767739 | PA      | $788438.76     | 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        |     205659 | PA      | $198858.28     | 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        |   22858644 | PA      | $21617575.34   | 0.13%             | 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        |       2420 | PA      | $2472.15       | 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        |       5564 | PA      | $5803.25       | 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        |      22126 | PA      | $21122.24      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2SF 4.5 2/23                  | CUSIP: 21H042620<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -276000000 | PA      | $-273930000.00 | -1.62%            | 2023-02-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 763531                      | CUSIP: 36176EA84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     392029 | PA      | $406909.29     | 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        |       8624 | PA      | $9042.49       | 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        |      11682 | PA      | $11510.78      | 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        |     114075 | PA      | $104187.24     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464753                      | CUSIP: 36208YH69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        245 | PA      | $246.67        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AK7006                      | CUSIP: 36183QYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     271047 | PA      | $269917.52     | 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        |       3134 | PA      | $3133.89       | 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        |     122943 | PA      | $128256.15     | 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        |     144458 | PA      | $154443.36     | 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        |     256016 | PA      | $255852.51     | 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        |     122824 | PA      | $119646.67     | 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        |      25378 | PA      | $25729.15      | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 367437                      | CUSIP: 36204EEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        570 | PA      | $567.60        | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 711500                      | CUSIP: 36297GNR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     636596 | PA      | $634891.76     | 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        |      26624 | PA      | $26797.34      | 0.00%             | 2028-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 375597                      | CUSIP: 36204PGE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4466 | PA      | $4464.28       | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 677553                      | CUSIP: 36295QWN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103891 | PA      | $103921.53     | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 711244                      | CUSIP: 36297GER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88948 | PA      | $91342.96      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470000                      | CUSIP: 36209FDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        106 | PA      | $102.02        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 584067                      | CUSIP: 36201HZ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31568 | PA      | $31841.47      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 760458                      | CUSIP: 36176ATP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3157 | PA      | $3129.03       | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603690                      | CUSIP: 36200KUP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143183 | PA      | $158826.18     | 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        |     206097 | PA      | $203288.32     | 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        |      97813 | PA      | $101822.37     | 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        |      27431 | PA      | $25320.57      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 616363                      | CUSIP: 36290SWY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12463 | PA      | $12709.15      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506563                      | CUSIP: 36210YWY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2060 | PA      | $2074.78       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 640636                      | CUSIP: 36291WV57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2184 | PA      | $2292.32       | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 434140                      | CUSIP: 36207KHR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25251 | PA      | $25489.74      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AM5332                      | CUSIP: 36184S4R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     814069 | PA      | $760554.41     | 0.00%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 635339                      | CUSIP: 36291QZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27057 | PA      | $27571.78      | 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        |     441328 | PA      | $406275.70     | 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        |       8481 | PA      | $9074.74       | 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        |       1643 | PA      | $1624.60       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 672205                      | CUSIP: 36295JYA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     433101 | PA      | $418225.15     | 0.00%             | 2037-09-15      | 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        |       1664 | PA      | $1684.98       | 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        |      33743 | PA      | $32737.69      | 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        |      37700 | PA      | $40099.86      | 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        |     428012 | PA      | $439230.66     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737261                      | CUSIP: 3620ARB67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     246554 | PA      | $252858.27     | 0.00%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 549424                      | CUSIP: 36213BLD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4784 | PA      | $4844.14       | 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        |      26118 | PA      | $26299.84      | 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        |     752950 | PA      | $691731.25     | 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        |     137471 | PA      | $142156.71     | 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        |       5812 | PA      | $5785.97       | 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        |      10842 | PA      | $10102.02      | 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        |      13411 | PA      | $13871.29      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 698546                      | CUSIP: 36296RBP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75226 | PA      | $77949.21      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3035                      | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11903916 | PA      | $11860371.51   | 0.07%             | 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        |       5087 | PA      | $5126.38       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 503814                      | CUSIP: 36210VVF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3367 | PA      | $3535.02       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 744592                      | CUSIP: 3620C0F94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126369 | PA      | $129123.02     | 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        |       5499 | PA      | $5450.60       | 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        |      18480 | PA      | $18721.24      | 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        |       4725 | PA      | $4740.51       | 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        |      16263 | PA      | $17316.37      | 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        |       2287 | PA      | $2307.64       | 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        |      77561 | PA      | $80218.35      | 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        |     139085 | PA      | $131566.71     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 701598                      | CUSIP: 36296UNP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10328 | PA      | $10349.55      | 0.00%             | 2024-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 761807                      | CUSIP: 36176CDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     243144 | PA      | $248397.32     | 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        |      36558 | PA      | $37552.78      | 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        |     691778 | PA      | $662848.13     | 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        |      36936 | PA      | $38081.12      | 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        |      27166 | PA      | $27685.04      | 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        |       1119 | PA      | $1128.35       | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 457931                      | CUSIP: 36208QVY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14899 | PA      | $15066.69      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 759199                      | CUSIP: 36230UGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53829 | PA      | $53036.03      | 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        |      44934 | PA      | $43346.63      | 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        |     241327 | PA      | $200399.18     | 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        |       5855 | PA      | $5660.18       | 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        |     208926 | PA      | $221490.08     | 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        |     336407 | PA      | $343095.58     | 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        |     697263 | PA      | $671281.32     | 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        |      11905 | PA      | $12061.45      | 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        |     152181 | PA      | $157718.81     | 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        |      30691 | PA      | $32155.34      | 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        |      33901 | PA      | $34859.27      | 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        |     252911 | PA      | $261028.98     | 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        |      16395 | PA      | $16323.86      | 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        |      91432 | PA      | $95772.11      | 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        |      20555 | PA      | $21903.65      | 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        |     104295 | PA      | $107861.61     | 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        |      12052 | PA      | $12895.48      | 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        |      50289 | PA      | $50014.68      | 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        |      19739 | PA      | $19936.14      | 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        |         92 | PA      | $93.29         | 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        |    1071632 | PA      | $1099701.64    | 0.01%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 692516                      | CUSIP: 36296JK53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6650 | PA      | $6851.10       | 0.00%             | 2039-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 587724                      | CUSIP: 36201M4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         34 | PA      | $33.99         | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 581017                      | CUSIP: 36201EPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40580 | PA      | $41837.46      | 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        |       2099 | PA      | $2070.16       | 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        |     208466 | PA      | $223019.81     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 501437                      | CUSIP: 36210TBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34997 | PA      | $34661.81      | 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        |       3371 | PA      | $3321.78       | 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        |      30362 | PA      | $28940.22      | 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        |      20317 | PA      | $20721.82      | 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        |       7776 | PA      | $7809.34       | 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        |      11626 | PA      | $11977.71      | 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        |     234372 | PA      | $237891.11     | 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        |       4022 | PA      | $4073.57       | 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        |      20636 | PA      | $20746.57      | 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        |     105942 | PA      | $105235.70     | 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        |      55745 | PA      | $55685.57      | 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        |     182202 | PA      | $187101.55     | 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        |     134077 | PA      | $128324.59     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 740153                      | CUSIP: 3620AUH64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81309 | PA      | $84360.72      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 583159                      | CUSIP: 36201GZY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16894 | PA      | $17042.10      | 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        |       7821 | PA      | $7966.54       | 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        |        716 | PA      | $692.80        | 0.00%             | 2030-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 484330                      | CUSIP: 36209XA75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         70 | PA      | $68.11         | 0.00%             | 2028-09-15      | 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        |       3577 | PA      | $3610.15       | 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        |     159641 | PA      | $163932.38     | 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        |       1077 | PA      | $1098.63       | 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        |     753616 | PA      | $706827.08     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617743                      | CUSIP: 36290UHU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163381 | PA      | $171963.41     | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 620019                      | CUSIP: 36290WYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64918 | PA      | $68803.40      | 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        |       9142 | PA      | $9239.61       | 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        |       4246 | PA      | $4081.25       | 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        |    5260959 | PA      | $5308241.03    | 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        |     165146 | PA      | $163681.51     | 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        |     117248 | PA      | $120082.44     | 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        |      27494 | PA      | $28873.51      | 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        |      62740 | PA      | $62681.49      | 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        |       2490 | PA      | $2580.11       | 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        |      55075 | PA      | $58322.06      | 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        |    1250558 | PA      | $1155938.16    | 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        |   11306623 | PA      | $11409163.62   | 0.07%             | 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        |      11985 | PA      | $12064.52      | 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        |     503297 | PA      | $487697.94     | 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        |     397196 | PA      | $375693.97     | 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        |      55295 | PA      | $55725.22      | 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        |      15608 | PA      | $16171.97      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610511                      | CUSIP: 36202VGU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51876 | PA      | $55516.31      | 0.00%             | 2033-10-15      | 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        |      35926 | PA      | $37135.83      | 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        |       2323 | PA      | $2330.69       | 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        |      64988 | PA      | $64394.28      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 371309                      | CUSIP: 36204JN28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        343 | PA      | $342.81        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 365913                      | CUSIP: 36204CN64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         74 | PA      | $74.61         | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 508621                      | CUSIP: 36211CAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19269 | PA      | $20020.57      | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 484376                      | CUSIP: 36209XCM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        995 | PA      | $992.71        | 0.00%             | 2028-09-15      | 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        |       5130 | PA      | $5307.29       | 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        |      34053 | PA      | $34306.89      | 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        |      88526 | PA      | $89678.96      | 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        |      85725 | PA      | $87390.51      | 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        |       3654 | PA      | $3679.65       | 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        |     445392 | PA      | $455744.01     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 655711                      | CUSIP: 36294PN41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57625 | PA      | $59034.42      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 669980                      | CUSIP: 36295GJZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1993294 | PA      | $1832643.37    | 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        |      20657 | PA      | $20722.27      | 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        |       8655 | PA      | $8368.48       | 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        |      45901 | PA      | $48356.55      | 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        |        468 | PA      | $456.41        | 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        |     116273 | PA      | $119843.63     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782788                      | CUSIP: 36241LCZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43902 | PA      | $44157.14      | 0.00%             | 2024-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB1442                      | CUSIP: 36178LS79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     384490 | PA      | $371963.09     | 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        |       9484 | PA      | $9913.04       | 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        |      49588 | PA      | $50527.64      | 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        |      17806 | PA      | $17796.80      | 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        |       3269 | PA      | $3159.91       | 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        |       3236 | PA      | $3319.71       | 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        |       1637 | PA      | $1582.15       | 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        |       7069 | PA      | $7150.86       | 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        |       8825 | PA      | $8879.20       | 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        |     204380 | PA      | $201519.15     | 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        |      18941 | PA      | $19333.69      | 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        |     121289 | PA      | $120228.80     | 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        |      57628 | PA      | $58058.47      | 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        |     180711 | PA      | $180412.43     | 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        |       3764 | PA      | $3783.95       | 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        |       1292 | PA      | $1335.61       | 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        |      23292 | PA      | $24250.60      | 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        |     118087 | PA      | $117964.43     | 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        |      47127 | PA      | $49330.27      | 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        |      16027 | PA      | $16631.32      | 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        |       2314 | PA      | $2385.45       | 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        |       4120 | PA      | $4108.39       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 345087                      | CUSIP: 36203CJ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        143 | PA      | $139.42        | 0.00%             | 2023-12-15      | 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        |      95072 | PA      | $97365.66      | 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        |       4577 | PA      | $4723.45       | 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        |      74161 | PA      | $77358.25      | 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        |       2581 | PA      | $2542.59       | 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        |        321 | PA      | $321.31        | 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        |     178504 | PA      | $151353.05     | 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        |       3517 | PA      | $3551.11       | 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        |     444791 | PA      | $473267.95     | 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        |     659288 | PA      | $635572.02     | 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        |      19245 | PA      | $20667.07      | 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        |     388291 | PA      | $398745.06     | 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        |      88739 | PA      | $87581.97      | 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        |      44369 | PA      | $44587.66      | 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        |       1167 | PA      | $1248.99       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482547                      | CUSIP: 36209VBQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5225 | PA      | $5235.53       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 732519                      | CUSIP: 3620AKYQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18237 | PA      | $18766.66      | 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        |     323733 | PA      | $333501.98     | 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        |      12526 | PA      | $12638.71      | 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        |      32569 | PA      | $33342.18      | 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        |    1949362 | PA      | $1754544.84    | 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        |     364896 | PA      | $369535.53     | 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        |      16346 | PA      | $17491.07      | 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        |      72053 | PA      | $70263.43      | 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        |      64271 | PA      | $64827.46      | 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        |       3344 | PA      | $3311.60       | 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        |      32356 | PA      | $33187.16      | 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        |      59311 | PA      | $61271.07      | 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        |      10638 | PA      | $10759.88      | 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        |    5105145 | PA      | $4238714.40    | 0.03%             | 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        |       3188 | PA      | $3139.80       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 765928                      | CUSIP: 36176GVV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        864 | PA      | $832.13        | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 633306                      | CUSIP: 36291NR37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106187 | PA      | $109799.02     | 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        |       1326 | PA      | $1370.38       | 0.00%             | 2036-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 387193                      | CUSIP: 36205DC63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3102 | PA      | $3094.85       | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 407967                      | CUSIP: 36206DFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16280 | PA      | $16422.68      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610393                      | CUSIP: 36202VC66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11201 | PA      | $11548.41      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 471690                      | CUSIP: 36209G7B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2065 | PA      | $2082.24       | 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        |      17787 | PA      | $18357.83      | 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        |      19091 | PA      | $20507.82      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782415                      | CUSIP: 36241KVG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1178583 | PA      | $1143216.70    | 0.01%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 581564                      | CUSIP: 36201FB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8697 | PA      | $9035.26       | 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        |      86246 | PA      | $87015.42      | 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        |       9290 | PA      | $9136.37       | 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        |      27975 | PA      | $28843.14      | 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        |     184602 | PA      | $180049.11     | 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        |      19175 | PA      | $19790.39      | 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        |       2428 | PA      | $2347.59       | 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        |      36866 | PA      | $37566.10      | 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        |     307981 | PA      | $314573.70     | 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        |      11283 | PA      | $11653.93      | 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        |       7711 | PA      | $8042.25       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 677608                      | CUSIP: 36295QYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24133 | PA      | $24398.45      | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 3795                        | CUSIP: 36202EGC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1394948 | PA      | $1447126.27    | 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        |        124 | PA      | $124.61        | 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        |     244081 | PA      | $228929.44     | 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        |     420421 | PA      | $406700.07     | 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        |     136000 | PA      | $124937.15     | 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        |     177524 | PA      | $182291.25     | 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        |      17448 | PA      | $17575.46      | 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        |       6186 | PA      | $6223.92       | 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        |      16463 | PA      | $15882.99      | 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        |      28602 | PA      | $28596.62      | 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        |    1439453 | PA      | $1362050.30    | 0.01%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 382093                      | CUSIP: 36204WNJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         79 | PA      | $78.68         | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 758021                      | CUSIP: 36230S4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69375 | PA      | $68548.13      | 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        |       8904 | PA      | $9349.92       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 354759                      | CUSIP: 36203PB44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9971 | PA      | $9721.00       | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 552966                      | CUSIP: 36213FJK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72277 | PA      | $74754.84      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 661559                      | CUSIP: 36294V5U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8233 | PA      | $8416.61       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 591891                      | CUSIP: 36201SRL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24448 | PA      | $24962.74      | 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        |       9584 | PA      | $9444.22       | 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        |       2812 | PA      | $2762.53       | 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        |     720502 | PA      | $770882.69     | 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        |       2271 | PA      | $2186.66       | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 699359                      | CUSIP: 36296R5U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49847 | PA      | $52326.85      | 0.00%             | 2038-12-15      | 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        |      64470 | PA      | $67252.64      | 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        |     139712 | PA      | $138560.79     | 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        |      57306 | PA      | $58633.41      | 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        |     187952 | PA      | $187197.97     | 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        |     276598 | PA      | $278778.86     | 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        |       1114 | PA      | $1077.20       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A93323                      | CUSIP: 312941VQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16310 | PA      | $16946.86      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AN6779                      | CUSIP: 36186PQ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70259 | PA      | $67892.25      | 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        |    1675472 | PA      | $1540373.15    | 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        |      16571 | PA      | $17031.67      | 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        |      23317 | PA      | $23129.48      | 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        |      19735 | PA      | $19645.27      | 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        |     192947 | PA      | $199630.63     | 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        |      12914 | PA      | $12916.88      | 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        |      50181 | PA      | $52130.81      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 354815                      | CUSIP: 36203PDU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1021 | PA      | $1002.93       | 0.00%             | 2024-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 620598                      | CUSIP: 36290XNP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     179991 | PA      | $187844.77     | 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        |      63866 | PA      | $68345.50      | 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        |      79882 | PA      | $82005.21      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 489061                      | CUSIP: 36210DJE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3857 | PA      | $3842.59       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 417344                      | CUSIP: 36206PS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4299 | PA      | $4299.70       | 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        |      79205 | PA      | $77246.74      | 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        |       2108 | PA      | $2198.56       | 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        |       3598 | PA      | $3557.31       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 671459                      | CUSIP: 36295H5U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153068 | PA      | $155837.64     | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                 | FNR 1999-19 PH                 | CUSIP: 31359VH97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37909 | PA      | $38366.64      | 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        |     199399 | PA      | $187058.10     | 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        |       7887 | PA      | $7990.45       | 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        |      52072 | PA      | $51377.05      | 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        |      31339 | PA      | $31254.73      | 0.00%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust Series 2019-3 | SCRT 2019-3 MT                 | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  112979376 | PA      | $103515094.05  | 0.61%             | 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        |      54960 | PA      | $55881.20      | 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        |    7935442 | PA      | $6857660.58    | 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        |      30785 | PA      | $32035.57      | 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        |      31584 | PA      | $33063.53      | 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        |      92820 | PA      | $96334.15      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 483636                      | CUSIP: 36209WHM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        915 | PA      | $911.72        | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 458632                      | CUSIP: 36208RPR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6812 | PA      | $6828.39       | 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        |     130178 | PA      | $133797.85     | 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        |     144359 | PA      | $147652.15     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 485486                      | CUSIP: 36209YJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13545 | PA      | $13483.84      | 0.00%             | 2031-05-15      | 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        |       3291 | PA      | $3365.00       | 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        |      15665 | PA      | $16179.75      | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 374555                      | CUSIP: 36204NBY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        476 | PA      | $474.81        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 732872                      | CUSIP: 3620ALFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     321934 | PA      | $321072.43     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670537                      | CUSIP: 36295G4W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96106 | PA      | $99505.92      | 0.00%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 638131                      | CUSIP: 36291T4Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19608 | PA      | $20544.17      | 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        |    1014232 | PA      | $1011516.57    | 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        |      13063 | PA      | $13196.28      | 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        |      19070 | PA      | $19388.88      | 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        |     947630 | PA      | $973100.00     | 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        |      80554 | PA      | $83366.82      | 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        |     185887 | PA      | $192942.85     | 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        |      47018 | PA      | $49479.49      | 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        |     120521 | PA      | $118878.23     | 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        |    1581368 | PA      | $1452791.44    | 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        |     153891 | PA      | $158108.81     | 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        |       6937 | PA      | $7152.42       | 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        |       2798 | PA      | $2819.42       | 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        |      14047 | PA      | $14220.12      | 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        |       1284 | PA      | $1298.41       | 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        |     441152 | PA      | $417562.57     | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 645280                      | CUSIP: 36292C2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37355 | PA      | $39212.72      | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 599155                      | CUSIP: 36200ETL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6219 | PA      | $6655.08       | 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        |       3453 | PA      | $3483.54       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 360465                      | CUSIP: 36203VMN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1121 | PA      | $1119.83       | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 705300                      | CUSIP: 36296YRV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31358 | PA      | $32317.48      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670182                      | CUSIP: 36295GRB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36865 | PA      | $37981.42      | 0.00%             | 2039-04-15      | 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        |       6152 | PA      | $6174.13       | 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        |        351 | PA      | $351.25        | 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        |      84190 | PA      | $84220.53      | 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        |     175767 | PA      | $183773.30     | 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        |      72051 | PA      | $75485.16      | 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        |      10257 | PA      | $10244.99      | 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        |  156771844 | PA      | $150909721.10  | 0.89%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 399831                      | CUSIP: 36205TEC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3170 | PA      | $3163.10       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 530828                      | CUSIP: 36212DVV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103799 | PA      | $107072.60     | 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        |      42944 | PA      | $44112.96      | 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        |    5721000 | PA      | $4807396.92    | 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        |      26387 | PA      | $28231.28      | 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        |       7184 | PA      | $7325.18       | 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        |      18442 | PA      | $19074.11      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603709                      | CUSIP: 36200KVA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14714 | PA      | $15050.45      | 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        |     323128 | PA      | $343937.65     | 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        |     116807 | PA      | $116646.39     | 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        |       5661 | PA      | $5761.00       | 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        |     122235 | PA      | $126425.23     | 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        |       8376 | PA      | $8291.61       | 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        |      31004 | PA      | $31166.50      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 658319                      | CUSIP: 36294SK89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100458 | PA      | $102601.16     | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 497606                      | CUSIP: 36210NYB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14892 | PA      | $15087.70      | 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        |      28254 | PA      | $28703.18      | 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        |     157962 | PA      | $161991.02     | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 360785                      | CUSIP: 36203VXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        503 | PA      | $510.20        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB3021                      | CUSIP: 36178NLA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112131 | PA      | $104491.62     | 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        |     337696 | PA      | $326134.71     | 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        |     284815 | PA      | $274328.35     | 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        |      31836 | PA      | $31751.25      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 379156                      | CUSIP: 36204TE59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        392 | PA      | $392.13        | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA2384                      | CUSIP: 36177YUH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41676 | PA      | $38469.15      | 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        |       7635 | PA      | $7677.57       | 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        |   46957749 | PA      | $46424698.61   | 0.27%             | 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        |      49504 | PA      | $49235.91      | 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        |       7688 | PA      | $8000.12       | 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        |     384945 | PA      | $372428.06     | 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        |        181 | PA      | $182.59        | 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        |      34819 | PA      | $36680.10      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 691529                      | CUSIP: 36296HHE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6196 | PA      | $6374.39       | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 638589                      | CUSIP: 36291UNE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3914 | PA      | $4036.24       | 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        |     397651 | PA      | $409217.62     | 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        |       7782 | PA      | $7838.14       | 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        |      44030 | PA      | $44067.17      | 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        |       1445 | PA      | $1419.84       | 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        |       9430 | PA      | $9435.23       | 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        |       5758 | PA      | $5809.40       | 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        |        565 | PA      | $544.98        | 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        |       2278 | PA      | $2332.18       | 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        |       7538 | PA      | $7832.92       | 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        |      20487 | PA      | $21189.32      | 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        |      16794 | PA      | $16765.49      | 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        |    2172856 | PA      | $2221061.42    | 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        |       2331 | PA      | $2475.03       | 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        |      93661 | PA      | $96108.67      | 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        |       1899 | PA      | $1878.73       | 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        |      96350 | PA      | $103071.53     | 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        |     217423 | PA      | $231694.48     | 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        |      51643 | PA      | $51936.25      | 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        |        999 | PA      | $1008.56       | 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        |    2140023 | PA      | $2233363.37    | 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        |      57442 | PA      | $57646.51      | 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        |     475972 | PA      | $437922.54     | 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        |       3014 | PA      | $3049.70       | 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        |     193939 | PA      | $198103.55     | 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        |       2460 | PA      | $2535.89       | 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        |       8316 | PA      | $8342.55       | 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        |      86538 | PA      | $92077.27      | 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        |   12462407 | PA      | $11161356.78   | 0.07%             | 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        |      16262 | PA      | $16331.71      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 599550                      | CUSIP: 36200FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59016 | PA      | $60226.50      | 0.00%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 492883                      | CUSIP: 36210HRC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4714 | PA      | $4986.79       | 0.00%             | 2028-11-15      | 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        |     644936 | PA      | $659933.30     | 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        |     120093 | PA      | $124007.84     | 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        |     177981 | PA      | $194947.13     | 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        |     103028 | PA      | $106554.89     | 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        |     519044 | PA      | $541629.29     | 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        |       5500 | PA      | $5417.98       | 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        |      17621 | PA      | $18633.47      | 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        |      10118 | PA      | $10548.68      | 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        |       3926 | PA      | $4005.93       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 594620                      | CUSIP: 36201VSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16803 | PA      | $17137.14      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 650346                      | CUSIP: 36292JP78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13923 | PA      | $14882.86      | 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        |     371047 | PA      | $357990.21     | 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        |       8548 | PA      | $8812.91       | 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        |      51893 | PA      | $52924.88      | 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        |       1320 | PA      | $1390.03       | 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        |      46691 | PA      | $47571.08      | 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        |      39763 | PA      | $40993.52      | 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        |     378136 | PA      | $374735.83     | 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        |       4394 | PA      | $4380.31       | 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        |      10762 | PA      | $10789.81      | 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        |       2431 | PA      | $2500.50       | 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        |     787798 | PA      | $787063.79     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676857                      | CUSIP: 36295P5S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75874 | PA      | $77902.26      | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AF0048                      | CUSIP: 36181FBR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     558275 | PA      | $538709.52     | 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        |       5800 | PA      | $6144.15       | 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        |      32816 | PA      | $32882.40      | 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        |   63099527 | PA      | $59926207.39   | 0.35%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676074                      | CUSIP: 36295PCK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1030 | PA      | $1054.12       | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 502411                      | CUSIP: 36210UDQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        626 | PA      | $629.37        | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 619488                      | CUSIP: 36290WF56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136151 | PA      | $141706.34     | 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        |      34770 | PA      | $34264.82      | 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        |     354772 | PA      | $341691.68     | 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        |       2167 | PA      | $2143.75       | 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        |      35876 | PA      | $37053.17      | 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        |     548156 | PA      | $546688.27     | 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        |       9867 | PA      | $10173.02      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491863                      | CUSIP: 36210GML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3181 | PA      | $3170.84       | 0.00%             | 2028-10-15      | 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        |       1564 | PA      | $1572.78       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 674426                      | CUSIP: 36295MHB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14847 | PA      | $14851.70      | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 648749                      | CUSIP: 36292GWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88442 | PA      | $93653.59      | 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        |     233980 | PA      | $243139.34     | 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        |      82480 | PA      | $79473.96      | 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        |      56441 | PA      | $55664.16      | 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        |      11261 | PA      | $11830.06      | 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        |       5157 | PA      | $5186.43       | 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        |     164278 | PA      | $150986.60     | 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        |      56164 | PA      | $59831.31      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 701456                      | CUSIP: 36296UH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42121 | PA      | $43283.77      | 0.00%             | 2039-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 556006                      | CUSIP: 36213JU78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12969 | PA      | $13144.64      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 592593                      | CUSIP: 36201TKE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10731 | PA      | $11063.60      | 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        |      12632 | PA      | $13015.86      | 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        |      41615 | PA      | $42848.06      | 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        |       3591 | PA      | $3770.11       | 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        |      76590 | PA      | $72442.07      | 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        |       3816 | PA      | $4081.87       | 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        |      19683 | PA      | $19846.12      | 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        |      21331 | PA      | $22361.60      | 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        |         29 | PA      | $29.07         | 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        |     134289 | PA      | $138128.61     | 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        |       8230 | PA      | $8486.65       | 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        |      51940 | PA      | $53337.59      | 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        |       3701 | PA      | $3743.53       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 710552                      | CUSIP: 36297FL91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39865 | PA      | $39829.13      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 352857                      | CUSIP: 36203L5S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1872 | PA      | $1864.99       | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD8697                      | CUSIP: 36180MUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6259 | PA      | $5777.37       | 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        |     572801 | PA      | $577076.30     | 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        |      25114 | PA      | $25655.05      | 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        |     106685 | PA      | $109709.12     | 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        |        236 | PA      | $236.07        | 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        |     164378 | PA      | $174064.44     | 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        |     223227 | PA      | $230876.92     | 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        |      34588 | PA      | $33458.50      | 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        |      28481 | PA      | $30004.65      | 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        |     671779 | PA      | $617153.76     | 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        |       3070 | PA      | $3111.74       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 630099                      | CUSIP: 36291J7L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57779 | PA      | $57814.11      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 563450                      | CUSIP: 36213S5K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        637 | PA      | $689.45        | 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        |       1771 | PA      | $1740.18       | 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        |      45095 | PA      | $48254.96      | 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        |     293057 | PA      | $303624.00     | 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        |     121877 | PA      | $126283.38     | 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        |       1409 | PA      | $1383.33       | 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        |       4481 | PA      | $4460.95       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 352869                      | CUSIP: 36203L6E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         47 | PA      | $47.14         | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490058                      | CUSIP: 36210EMF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30040 | PA      | $30075.45      | 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        |       8555 | PA      | $8927.76       | 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        |      51024 | PA      | $51016.52      | 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        |       6586 | PA      | $6872.36       | 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        |       2263 | PA      | $2233.26       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 450938                      | CUSIP: 36208G4X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        521 | PA      | $519.47        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 578343                      | CUSIP: 36201BP42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56791 | PA      | $58232.42      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782282                      | CUSIP: 36241KRB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     554336 | PA      | $558383.80     | 0.00%             | 2038-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 643606                      | CUSIP: 36292BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2971 | PA      | $3041.66       | 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        |      29444 | PA      | $28476.12      | 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        |     245213 | PA      | $251635.16     | 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        |      50132 | PA      | $50276.00      | 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        |       2187 | PA      | $2211.37       | 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        |     260180 | PA      | $251337.74     | 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        |     116566 | PA      | $117353.01     | 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        |      11354 | PA      | $11737.03      | 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        |        382 | PA      | $395.30        | 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        |      53711 | PA      | $54394.87      | 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        |      19444 | PA      | $19443.96      | 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        |       1733 | PA      | $1817.52       | 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        |     120030 | PA      | $111791.53     | 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        |        745 | PA      | $738.39        | 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        |       2923 | PA      | $3025.30       | 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        |      24054 | PA      | $24878.47      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605425                      | CUSIP: 36200NSN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41534 | PA      | $41299.02      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476981                      | CUSIP: 36209N2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2271 | PA      | $2277.36       | 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        |      21677 | PA      | $21823.18      | 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        |      24789 | PA      | $25639.95      | 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        |      50182 | PA      | $48538.31      | 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        |        566 | PA      | $585.12        | 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        |       5169 | PA      | $5301.14       | 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        |      17758 | PA      | $17933.56      | 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        |     187626 | PA      | $187063.91     | 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        |     132257 | PA      | $132678.30     | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 445912                      | CUSIP: 36207YKZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3789 | PA      | $3788.61       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 469875                      | CUSIP: 36209E6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3915 | PA      | $3921.07       | 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        |       1934 | PA      | $2027.23       | 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        |      56104 | PA      | $54723.26      | 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        |     130871 | PA      | $135556.21     | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 705685                      | CUSIP: 36296Y6W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2407 | PA      | $2503.84       | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 698235                      | CUSIP: 36296QV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     213991 | PA      | $223310.83     | 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        |      15362 | PA      | $16551.19      | 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        |      20199 | PA      | $21434.33      | 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        |      30914 | PA      | $31272.99      | 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        |      59210 | PA      | $60802.18      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617688                      | CUSIP: 36290UF50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5610 | PA      | $5612.03       | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4598                        | CUSIP: 36202FDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2582 | PA      | $2638.23       | 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        |     304831 | PA      | $306886.69     | 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        |      13097 | PA      | $13354.11      | 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        |     405902 | PA      | $389112.57     | 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        |      19227 | PA      | $19885.28      | 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        |      66918 | PA      | $66459.07      | 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        |      12536 | PA      | $12654.66      | 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        |      17848 | PA      | $18466.10      | 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        |     237502 | PA      | $244186.55     | 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        |      12882 | PA      | $12643.62      | 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        |     160648 | PA      | $175555.50     | 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        |    8006851 | PA      | $8079459.30    | 0.05%             | 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        |        845 | PA      | $851.45        | 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        |       3968 | PA      | $3987.42       | 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        |     159779 | PA      | $160147.11     | 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        |      44775 | PA      | $46724.46      | 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        |      57869 | PA      | $57657.63      | 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        |       2111 | PA      | $2112.99       | 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        |      72863 | PA      | $72772.42      | 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        |       8497 | PA      | $8784.10       | 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        |     844204 | PA      | $797473.24     | 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        |    1495589 | PA      | $1402554.19    | 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        |      13853 | PA      | $14468.93      | 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        |       3383 | PA      | $3412.22       | 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        |      38406 | PA      | $39724.85      | 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        |      28727 | PA      | $29103.15      | 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        |        222 | PA      | $214.54        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 352076                      | CUSIP: 36203LCM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9267 | PA      | $8989.01       | 0.00%             | 2023-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 889859                      | CUSIP: 31410KTQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7745 | PA      | $8378.22       | 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        |      26092 | PA      | $27927.45      | 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        |      25189 | PA      | $25118.62      | 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        |      51077 | PA      | $53527.33      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676463                      | CUSIP: 36295PQQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60164 | PA      | $61765.97      | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                | FHR 2520 BE                    | CUSIP: 31392XV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      90363 | PA      | $93279.47      | 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        |     734451 | PA      | $724211.33     | 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        |         78 | PA      | $78.80         | 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        |      72937 | PA      | $73428.67      | 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        |       3487 | PA      | $3528.92       | 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        |        146 | PA      | $147.27        | 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        |     214974 | PA      | $222675.27     | 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        |     117060 | PA      | $121896.28     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 472596                      | CUSIP: 36209H7H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        963 | PA      | $968.65        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610363                      | CUSIP: 36202VB83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48129 | PA      | $50132.65      | 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        |      25420 | PA      | $26284.40      | 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        |       6889 | PA      | $6935.80       | 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        |       5978 | PA      | $6091.66       | 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        |       3937 | PA      | $3868.37       | 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        |        157 | PA      | $164.47        | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670473                      | CUSIP: 36295G2E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44526 | PA      | $44539.30      | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 529910                      | CUSIP: 36212CVB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26064 | PA      | $27922.09      | 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        |      54897 | PA      | $54587.29      | 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        |      12517 | PA      | $12455.20      | 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        |     149998 | PA      | $156449.93     | 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        |      62543 | PA      | $64687.02      | 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        |      14144 | PA      | $14612.76      | 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        |     203073 | PA      | $209910.62     | 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        |      10439 | PA      | $9874.18       | 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        |    2402189 | PA      | $2380453.56    | 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        |       1861 | PA      | $1886.52       | 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        |     401264 | PA      | $409469.36     | 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        |       2404 | PA      | $2424.32       | 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        |       7970 | PA      | $8440.37       | 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        |      97779 | PA      | $100794.42     | 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        |     637482 | PA      | $603238.28     | 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        |      39004 | PA      | $40342.10      | 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        |      13614 | PA      | $14270.70      | 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        |      31299 | PA      | $31560.02      | 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        |     100059 | PA      | $104807.55     | 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        |       3807 | PA      | $3851.17       | 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        |       5045 | PA      | $5039.85       | 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        |      76257 | PA      | $72142.27      | 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        |       9000 | PA      | $9276.54       | 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        |       9422 | PA      | $9391.89       | 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        |      25213 | PA      | $25853.31      | 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        |     156018 | PA      | $156226.74     | 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        |       9129 | PA      | $9163.04       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 723456                      | CUSIP: 3620A9WR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191713 | PA      | $197620.00     | 0.00%             | 2024-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 367341                      | CUSIP: 36204EBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        500 | PA      | $497.91        | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 588234                      | CUSIP: 36201NPT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19781 | PA      | $21162.49      | 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        |      10790 | PA      | $10915.54      | 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        |        883 | PA      | $891.51        | 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        |      11631 | PA      | $11985.40      | 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        |       9896 | PA      | $9801.17       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 370142                      | CUSIP: 36204HEP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        437 | PA      | $442.54        | 0.00%             | 2023-12-15      | 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        |        814 | PA      | $831.11        | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476867                      | CUSIP: 36209NW40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5649 | PA      | $5582.50       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 641185                      | CUSIP: 36291XJ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2998 | PA      | $2996.49       | 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        |      85367 | PA      | $91340.30      | 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        |       3837 | PA      | $3920.10       | 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        |      20592 | PA      | $21144.75      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 480722                      | CUSIP: 36209TAX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2657 | PA      | $2649.45       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 723566                      | CUSIP: 3620A9Z79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51113 | PA      | $51389.23      | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610571                      | CUSIP: 36202VJQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4671 | PA      | $4813.54       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2015-42 DK                 | CUSIP: 38379LDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4192534 | PA      | $3935870.96    | 0.02%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 591835                      | CUSIP: 36201SPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34017 | PA      | $35835.75      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 675376                      | CUSIP: 36295NJV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124124 | PA      | $129826.14     | 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        |      74465 | PA      | $77697.11      | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 508773                      | CUSIP: 36211CFN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26237 | PA      | $26346.00      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 591819                      | CUSIP: 36201SPC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156273 | PA      | $156211.07     | 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        |     218394 | PA      | $206599.42     | 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        |       8191 | PA      | $8401.04       | 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        |      80194 | PA      | $81247.83      | 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        |    5627014 | PA      | $5512740.46    | 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        |     316770 | PA      | $317473.92     | 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        |      13840 | PA      | $13922.30      | 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        |     189429 | PA      | $195979.27     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 541975                      | CUSIP: 36212SCL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26741 | PA      | $27284.60      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 529925                      | CUSIP: 36212CVS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44907 | PA      | $48121.94      | 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        |    1103199 | PA      | $1132907.23    | 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        |   20668269 | PA      | $17164480.53   | 0.10%             | 2051-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 685930                      | CUSIP: 36296BA77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        842 | PA      | $884.11        | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 463898                      | CUSIP: 36208XKK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        855 | PA      | $861.86        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 467331                      | CUSIP: 36209CEC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8704 | PA      | $8689.97       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 589494                      | CUSIP: 36201P3B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123415 | PA      | $123946.09     | 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        |     496692 | PA      | $495406.78     | 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        |       1224 | PA      | $1232.26       | 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        |     136456 | PA      | $134444.36     | 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        |       1746 | PA      | $1766.09       | 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        |        492 | PA      | $498.16        | 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        |      42456 | PA      | $45433.97      | 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        |     102100 | PA      | $105598.38     | 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        |      11066 | PA      | $11464.78      | 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        |        295 | PA      | $290.95        | 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        |      41638 | PA      | $42760.22      | 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        |       9137 | PA      | $9244.41       | 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        |      35657 | PA      | $36133.76      | 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        |        320 | PA      | $322.56        | 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        |     760957 | PA      | $701276.27     | 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        |      12254 | PA      | $12427.09      | 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        |       4550 | PA      | $4902.31       | 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        |       7470 | PA      | $7517.47       | 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        |     112356 | PA      | $112225.66     | 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        |     547510 | PA      | $549125.79     | 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        |      28390 | PA      | $29372.12      | 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        |      28590 | PA      | $30779.85      | 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        |       8851 | PA      | $8889.00       | 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        |     153450 | PA      | $144922.82     | 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        |     402455 | PA      | $414901.05     | 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        |       8577 | PA      | $8571.05       | 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        |       2609 | PA      | $2728.77       | 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        |      74592 | PA      | $72020.78      | 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        |      10566 | PA      | $11058.44      | 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        |      57934 | PA      | $59156.50      | 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        |      86221 | PA      | $90035.91      | 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        |       7607 | PA      | $7691.74       | 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        |       8800 | PA      | $8719.93       | 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        |     281021 | PA      | $288571.52     | 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        |      12950 | PA      | $12960.77      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 389163                      | CUSIP: 36205FJG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55779 | PA      | $57128.99      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 351376                      | CUSIP: 36203KJV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        377 | PA      | $375.38        | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 385707                      | CUSIP: 36205BNY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         67 | PA      | $66.37         | 0.00%             | 2024-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 539535                      | CUSIP: 36212PLQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7259 | PA      | $7343.53       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 496166                      | CUSIP: 36210MFF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22195 | PA      | $22327.39      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 416885                      | CUSIP: 36206PCW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2443 | PA      | $2439.94       | 0.00%             | 2026-03-15      | 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        |      16880 | PA      | $17222.39      | 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        |      12300 | PA      | $12720.53      | 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        |     414239 | PA      | $427659.36     | 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        |      54023 | PA      | $55694.97      | 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        |     269441 | PA      | $273488.15     | 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        |      15849 | PA      | $16045.16      | 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        |      20798 | PA      | $21441.64      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 352106                      | CUSIP: 36203LDK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2023 | PA      | $2018.43       | 0.00%             | 2023-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 535572                      | CUSIP: 36212J6H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4855 | PA      | $4911.33       | 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        |      62975 | PA      | $64361.43      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 538851                      | CUSIP: 36212NTG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10057 | PA      | $10239.89      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 629461                      | CUSIP: 36291JJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72059 | PA      | $76936.35      | 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        |      24561 | PA      | $24569.08      | 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        |       5207 | PA      | $5565.89       | 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        |      11107 | PA      | $11836.12      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 671340                      | CUSIP: 36295HZD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15441 | PA      | $15445.17      | 0.00%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 529867                      | CUSIP: 36212CTY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50867 | PA      | $50912.01      | 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        |        665 | PA      | $671.96        | 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        |      29247 | PA      | $27157.67      | 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        |      36545 | PA      | $36405.37      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670647                      | CUSIP: 36295HBQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75833 | PA      | $78579.06      | 0.00%             | 2039-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q28789                      | CUSIP: 3132M9NE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     306304 | PA      | $308307.16     | 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        |      42863 | PA      | $45760.97      | 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        |     265055 | PA      | $270954.34     | 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        |     186582 | PA      | $180490.65     | 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        |      91805 | PA      | $99021.92      | 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        |      46282 | PA      | $47856.63      | 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        |      83785 | PA      | $81088.54      | 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        |      62707 | PA      | $67092.72      | 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        |       6422 | PA      | $6485.71       | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 710522                      | CUSIP: 36297FLB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122477 | PA      | $126688.46     | 0.00%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 751883                      | CUSIP: 36230LCU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53893 | PA      | $52854.20      | 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        |     189225 | PA      | $193193.30     | 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        |   35923970 | PA      | $34476643.72   | 0.20%             | 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        |      13961 | PA      | $13312.92      | 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        |      22740 | PA      | $23351.10      | 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        |      81030 | PA      | $86675.40      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 355029                      | CUSIP: 36203PLJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        360 | PA      | $365.44        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610858                      | CUSIP: 36202VTP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3948 | PA      | $3983.78       | 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        |       3677 | PA      | $3702.12       | 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        |     971989 | PA      | $930075.27     | 0.01%             | 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        |     912161 | PA      | $968737.71     | 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        |      11503 | PA      | $11954.27      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8489                      | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  106172611 | PA      | $105420081.20  | 0.62%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473513                      | CUSIP: 36209KAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8176 | PA      | $8239.80       | 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        |      23429 | PA      | $24495.47      | 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        |       8238 | PA      | $8159.62       | 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        |      16186 | PA      | $16463.81      | 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        |    3837612 | PA      | $3662238.85    | 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        |     211270 | PA      | $218526.30     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490923                      | CUSIP: 36210FLC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6506 | PA      | $6454.52       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 619365                      | CUSIP: 36290WCA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146213 | PA      | $151225.70     | 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        |     102698 | PA      | $102052.19     | 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        |      57229 | PA      | $58864.44      | 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        |      14470 | PA      | $14652.72      | 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        |       7032 | PA      | $7073.59       | 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        |       1918 | PA      | $1931.03       | 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        |      11599 | PA      | $11562.42      | 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        |      12492 | PA      | $12581.25      | 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        |      83915 | PA      | $83204.35      | 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        |       1587 | PA      | $1616.90       | 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        |      17898 | PA      | $18040.34      | 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        |       9151 | PA      | $9367.91       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 551480                      | CUSIP: 36213DUD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         47 | PA      | $47.08         | 0.00%             | 2031-06-15      | 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        |       2616 | PA      | $2756.27       | 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        |      44460 | PA      | $45665.52      | 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        |       1166 | PA      | $1218.88       | 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        |      29907 | PA      | $31036.23      | 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        |   10388801 | PA      | $9813731.97    | 0.06%             | 2057-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 495724                      | CUSIP: 36210LVR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5443 | PA      | $5632.49       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 621917                      | CUSIP: 36290Y4A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7675 | PA      | $7938.00       | 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        |      61358 | PA      | $62557.71      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2018-1 HB                  | CUSIP: 38380UF81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4772000 | PA      | $4102859.18    | 0.02%             | 2048-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603486                      | CUSIP: 36200KNB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12488 | PA      | $13362.31      | 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        |      63980 | PA      | $64771.89      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 423504                      | CUSIP: 36206WNV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1010 | PA      | $1006.93       | 0.00%             | 2026-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 565924                      | CUSIP: 36213VVR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11274 | PA      | $11508.32      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 469036                      | CUSIP: 36209EBD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         15 | PA      | $14.27         | 0.00%             | 2028-02-15      | 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        |       3136 | PA      | $3355.57       | 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        |      13868 | PA      | $14406.61      | 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        |      31436 | PA      | $32051.94      | 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        |     110558 | PA      | $113497.09     | 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        |    7948160 | PA      | $7678691.97    | 0.05%             | 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        |     326298 | PA      | $328731.03     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7987                      | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  132986720 | PA      | $118475541.50  | 0.70%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 686381                      | CUSIP: 36296BRA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16266 | PA      | $16768.41      | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 597704                      | CUSIP: 36200DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25277 | PA      | $27043.45      | 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        |     125061 | PA      | $120625.45     | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 419146                      | CUSIP: 36206RTB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        642 | PA      | $643.58        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 755957                      | CUSIP: 36230QTN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     748182 | PA      | $746898.36     | 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        |      13321 | PA      | $13470.09      | 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        |     166974 | PA      | $174234.88     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782695                      | CUSIP: 36241K7G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     459092 | PA      | $445288.52     | 0.00%             | 2039-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490164                      | CUSIP: 36210EQR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1101 | PA      | $1140.81       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 657766                      | CUSIP: 36294RW39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28264 | PA      | $28272.53      | 0.00%             | 2037-09-15      | 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        |        575 | PA      | $576.53        | 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        |    1482294 | PA      | $1413210.24    | 0.01%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 719186                      | CUSIP: 3620A46X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137336 | PA      | $142066.76     | 0.00%             | 2039-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610557                      | CUSIP: 36202VJA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45300 | PA      | $44660.55      | 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        |       7641 | PA      | $8019.61       | 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        |      92512 | PA      | $93127.93      | 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        |    3063503 | PA      | $2859544.89    | 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        |      81269 | PA      | $81941.64      | 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        |       8975 | PA      | $8817.35       | 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        |      21890 | PA      | $22585.24      | 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        |       6778 | PA      | $6878.49       | 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        |    4369082 | PA      | $3985838.68    | 0.02%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 487874                      | CUSIP: 36210B6K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13824 | PA      | $13659.75      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476989                      | CUSIP: 36209N2W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22724 | PA      | $22809.41      | 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        |     586254 | PA      | $564909.48     | 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        |     126133 | PA      | $133358.90     | 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        |      12367 | PA      | $13051.65      | 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        |      31127 | PA      | $31737.00      | 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        |      91298 | PA      | $95270.62      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491387                      | CUSIP: 36210F2U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10452 | PA      | $10271.69      | 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        |      41145 | PA      | $42573.02      | 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        |      90800 | PA      | $93873.55      | 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        |      80120 | PA      | $87594.14      | 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        |       2511 | PA      | $2532.15       | 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        |       6942 | PA      | $7022.38       | 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        |       5299 | PA      | $5490.27       | 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        |      27210 | PA      | $27525.48      | 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        |     112359 | PA      | $117086.62     | 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        |       2356 | PA      | $2345.63       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 636083                      | CUSIP: 36291RUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13806 | PA      | $13765.68      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 626669                      | CUSIP: 36291FFJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53253 | PA      | $53236.94      | 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        |      39236 | PA      | $39330.36      | 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        |       6719 | PA      | $7322.29       | 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        |       3255 | PA      | $3293.23       | 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        |     215872 | PA      | $221511.56     | 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        |      11163 | PA      | $11270.67      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 386952                      | CUSIP: 36205CZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        503 | PA      | $500.87        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 651903                      | CUSIP: 36292LGL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10682 | PA      | $11225.78      | 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        |        148 | PA      | $149.52        | 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        |     341140 | PA      | $340226.96     | 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        |      20634 | PA      | $20832.11      | 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        |     173068 | PA      | $178993.47     | 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        |      32099 | PA      | $31792.27      | 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        |     148008 | PA      | $146660.16     | 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        |      39988 | PA      | $40184.89      | 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        |     107181 | PA      | $110833.25     | 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        |      40737 | PA      | $40983.86      | 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        |    1356196 | PA      | $1386294.11    | 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        |       7893 | PA      | $8019.57       | 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        |      20201 | PA      | $20641.75      | 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        |       5774 | PA      | $5794.88       | 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        |      95838 | PA      | $98916.49      | 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        |       2141 | PA      | $2131.60       | 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        |       8155 | PA      | $8140.01       | 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        |       3002 | PA      | $3036.11       | 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        |     481690 | PA      | $484936.10     | 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        |      83878 | PA      | $82949.39      | 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        |     227889 | PA      | $213946.37     | 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        |       6125 | PA      | $6337.66       | 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        |    1289488 | PA      | $1244181.90    | 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        |        100 | PA      | $100.69        | 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        |      73176 | PA      | $75073.11      | 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        |      14937 | PA      | $15854.00      | 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        |     398124 | PA      | $369690.08     | 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        |     129745 | PA      | $126754.56     | 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        |     495613 | PA      | $495416.90     | 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        |     646089 | PA      | $644359.36     | 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        |     104609 | PA      | $103853.14     | 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        |     431774 | PA      | $454124.94     | 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        |      14481 | PA      | $15112.59      | 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        |      21836 | PA      | $22424.49      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 602640                      | CUSIP: 36200JPZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30572 | PA      | $32711.03      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 706534                      | CUSIP: 36297A4T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53248 | PA      | $54792.90      | 0.00%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 510399                      | CUSIP: 36211D7L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     467876 | PA      | $486046.03     | 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        |     136554 | PA      | $136319.51     | 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        |      22324 | PA      | $22793.39      | 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        |    1753333 | PA      | $1831191.74    | 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        |       3172 | PA      | $3303.71       | 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        |      15842 | PA      | $16023.12      | 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        |     155987 | PA      | $161331.64     | 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        |       2749 | PA      | $2821.54       | 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        |    1617104 | PA      | $1610369.43    | 0.01%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 602910                      | CUSIP: 36200JYF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5064 | PA      | $5423.41       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 653069                      | CUSIP: 36292MQW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97012 | PA      | $104530.34     | 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        |     199691 | PA      | $199940.24     | 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        |     142418 | PA      | $146830.85     | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7255                      | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  104701682 | PA      | $93714224.46   | 0.55%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 481900                      | CUSIP: 36209UKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1049 | PA      | $995.53        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 391707                      | CUSIP: 36205JDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4564 | PA      | $4790.71       | 0.00%             | 2038-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 513704                      | CUSIP: 36211HU58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32892 | PA      | $33283.56      | 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        |       8243 | PA      | $8352.88       | 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        |     134476 | PA      | $143894.03     | 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        |      62169 | PA      | $62500.87      | 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        |     302293 | PA      | $310624.90     | 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        |       7454 | PA      | $7548.79       | 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        |     212274 | PA      | $205826.14     | 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        |       5714 | PA      | $5780.83       | 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        |      16401 | PA      | $16358.24      | 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        |      68925 | PA      | $70376.03      | 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        |     204316 | PA      | $199501.63     | 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        |     914574 | PA      | $865451.56     | 0.01%             | 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        |       3271 | PA      | $3419.79       | 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        |     117440 | PA      | $122408.54     | 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        |     535385 | PA      | $527701.40     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 492438                      | CUSIP: 36210HBF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13417 | PA      | $13493.64      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 612523                      | CUSIP: 36202XPG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20429 | PA      | $21616.23      | 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        |      36654 | PA      | $36678.29      | 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        |        292 | PA      | $294.56        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 345424                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGA              | US        |        903 | PA      | $899.92        | 0.00%             | 2023-12-15      | 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        |      77947 | PA      | $80613.96      | 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        |      54034 | PA      | $55885.52      | 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        |       6971 | PA      | $7241.73       | 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        |     308169 | PA      | $299704.26     | 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        |      37981 | PA      | $40603.83      | 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        |      35033 | PA      | $35806.25      | 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        |     155007 | PA      | $155664.52     | 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        |      49308 | PA      | $50837.84      | 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        |      45092 | PA      | $44275.31      | 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        |     351371 | PA      | $350430.29     | 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        |     106469 | PA      | $110515.11     | 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        |     159531 | PA      | $167826.15     | 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        |      11818 | PA      | $11766.72      | 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        |       4329 | PA      | $4477.78       | 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        |      10543 | PA      | $11281.69      | 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        |     171951 | PA      | $184778.01     | 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        |      46999 | PA      | $48610.52      | 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        |       7848 | PA      | $8397.28       | 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      | $1698941.75    | 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        |       7543 | PA      | $7839.24       | 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        |      55857 | PA      | $57577.82      | 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        |       6408 | PA      | $6346.63       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 685885                      | CUSIP: 36296A6W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27560 | PA      | $28928.91      | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 447975                      | CUSIP: 36208DT88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7158 | PA      | $7232.87       | 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        |      13417 | PA      | $14233.50      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 627732                      | CUSIP: 36291GLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78317 | PA      | $81138.19      | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 714710                      | CUSIP: 3620A0AK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     547909 | PA      | $552824.01     | 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        |       9900 | PA      | $10096.48      | 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        |     230859 | PA      | $236908.78     | 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        |     184681 | PA      | $188787.02     | 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        |      11683 | PA      | $11752.28      | 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        |     248850 | PA      | $256834.56     | 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        |       2679 | PA      | $2693.45       | 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        |      26726 | PA      | $27651.54      | 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        |        877 | PA      | $919.79        | 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        |      15222 | PA      | $15995.43      | 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        |     161837 | PA      | $149950.42     | 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        |        612 | PA      | $614.51        | 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        |      18338 | PA      | $18453.17      | 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        |     194214 | PA      | $188004.29     | 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        |      63051 | PA      | $64514.73      | 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        |       2013 | PA      | $2031.47       | 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        |      42192 | PA      | $43314.31      | 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        |      11798 | PA      | $12201.96      | 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        |      35620 | PA      | $36051.62      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 660048                      | CUSIP: 36294UHZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        680 | PA      | $700.19        | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 582461                      | CUSIP: 36201GB61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        677 | PA      | $678.81        | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 385201                      | CUSIP: 36205A3J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        204 | PA      | $195.68        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491144                      | CUSIP: 36210FS98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42220 | PA      | $44267.45      | 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        |       4567 | PA      | $4662.57       | 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        |     111248 | PA      | $111998.87     | 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        |      17070 | PA      | $17647.07      | 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        |      83129 | PA      | $78971.49      | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 493444                      | CUSIP: 36210JER5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        505 | PA      | $506.64        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 570566                      | CUSIP: 36200RZ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50957 | PA      | $50608.24      | 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        |     181568 | PA      | $185477.82     | 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        |      31104 | PA      | $33285.71      | 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        |       4198 | PA      | $4238.78       | 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        |       4750 | PA      | $4950.87       | 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        |      57179 | PA      | $58557.40      | 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        |      20179 | PA      | $19932.41      | 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        |      21611 | PA      | $21688.04      | 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        |     114890 | PA      | $114049.46     | 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        |      77777 | PA      | $75282.55      | 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        |      64481 | PA      | $67200.53      | 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        |    1157854 | PA      | $1154753.59    | 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        |     102648 | PA      | $104689.30     | 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        |      64816 | PA      | $64891.21      | 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        |       1231 | PA      | $1230.60       | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 593306                      | CUSIP: 36201UDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12865 | PA      | $13256.14      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 723662                      | CUSIP: 3620A95X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     234824 | PA      | $246693.29     | 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        |     154994 | PA      | $138415.77     | 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        |      81180 | PA      | $80680.06      | 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        |     150616 | PA      | $151737.55     | 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        |       2310 | PA      | $2381.21       | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 646061                      | CUSIP: 36292DWW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123250 | PA      | $122185.55     | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 741351                      | CUSIP: 3620AVTG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31282 | PA      | $31846.81      | 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        |       1362 | PA      | $1398.21       | 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        |      14315 | PA      | $14480.73      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 398480                      | CUSIP: 36205RUD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         84 | PA      | $83.62         | 0.00%             | 2026-03-15      | 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        |       2143 | PA      | $2250.47       | 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        |      29936 | PA      | $30674.94      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 462234                      | CUSIP: 36208VPT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        839 | PA      | $797.42        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 728924                      | CUSIP: 3620AFYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19778 | PA      | $20711.96      | 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        |    4029549 | PA      | $3753121.54    | 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        |      50729 | PA      | $52339.60      | 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        |     100612 | PA      | $103521.17     | 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        |       2041 | PA      | $2001.77       | 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        |      56886 | PA      | $57631.20      | 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        |       7801 | PA      | $7947.64       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 469810                      | CUSIP: 36209E3T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2308 | PA      | $2285.63       | 0.00%             | 2028-12-15      | 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        |      28124 | PA      | $28844.71      | 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        |     607575 | PA      | $586224.08     | 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        |      32108 | PA      | $32640.01      | 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        |      52992 | PA      | $53522.94      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610865                      | CUSIP: 36202VTW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4358 | PA      | $4629.07       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 433716                      | CUSIP: 36207JYM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6685 | PA      | $6690.13       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 421941                      | CUSIP: 36206UWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2446 | PA      | $2435.53       | 0.00%             | 2026-05-15      | 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        |     122134 | PA      | $121149.91     | 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        |      95136 | PA      | $92111.28      | 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        |      41580 | PA      | $42635.40      | 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        |      57549 | PA      | $58356.65      | 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        |       8174 | PA      | $8481.42       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474282                      | CUSIP: 36209K2P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1277 | PA      | $1273.79       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 659075                      | CUSIP: 36294TFQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        714 | PA      | $748.41        | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 653160                      | CUSIP: 36292MTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63795 | PA      | $63545.93      | 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        |      80348 | PA      | $79344.83      | 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        |      35072 | PA      | $35781.30      | 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        |      85075 | PA      | $88696.84      | 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        |        395 | PA      | $392.13        | 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        |      32479 | PA      | $32265.51      | 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        |     146084 | PA      | $145450.07     | 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        |     172678 | PA      | $178598.79     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 455038                      | CUSIP: 36208MPX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18923 | PA      | $19065.85      | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 628913                      | CUSIP: 36291HVE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72379 | PA      | $77110.80      | 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        |     108204 | PA      | $108568.08     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 472001                      | CUSIP: 36209HKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        590 | PA      | $596.27        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2589                      | CUSIP: 31418B2X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      52863 | PA      | $50955.98      | 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        |       7631 | PA      | $7556.04       | 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        |       7904 | PA      | $8248.15       | 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        |        430 | PA      | $433.10        | 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        |       1844 | PA      | $1922.20       | 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        |      19188 | PA      | $19701.14      | 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        |      11387 | PA      | $11869.54      | 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        |      11103 | PA      | $10907.07      | 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        |       1097 | PA      | $1099.16       | 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        |      13286 | PA      | $13582.21      | 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        |     839242 | PA      | $875793.32     | 0.01%             | 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        |      28335 | PA      | $28064.27      | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 621393                      | CUSIP: 36290YKE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13390 | PA      | $13395.23      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 662927                      | CUSIP: 36294XPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44133 | PA      | $44724.45      | 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        |      53115 | PA      | $48790.17      | 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        |       9648 | PA      | $9472.63       | 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        |      78078 | PA      | $76885.72      | 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        |       2206 | PA      | $2169.48       | 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        |     162890 | PA      | $168430.08     | 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        |      64443 | PA      | $67165.96      | 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        |      29279 | PA      | $29489.93      | 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        |        549 | PA      | $567.91        | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 714034                      | CUSIP: 36297KHK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154108 | PA      | $158264.92     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2014-142 ZA                | CUSIP: 38379GME4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8806864 | PA      | $8529109.16    | 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        |       4713 | PA      | $4805.40       | 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        |      11574 | PA      | $12411.18      | 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        |     258466 | PA      | $260395.35     | 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        |       9091 | PA      | $9485.60       | 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        |     250113 | PA      | $241986.31     | 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        |     144752 | PA      | $146521.17     | 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        |       8699 | PA      | $8735.26       | 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        |      96566 | PA      | $102880.49     | 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        |      19981 | PA      | $20411.08      | 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        |     157789 | PA      | $147556.11     | 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        |     169378 | PA      | $169546.17     | 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        |       2511 | PA      | $2688.78       | 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        |       2647 | PA      | $2780.91       | 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        |       1017 | PA      | $1070.96       | 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        |      53693 | PA      | $51971.34      | 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        |       8532 | PA      | $8603.51       | 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        |       4132 | PA      | $4237.32       | 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        |      33117 | PA      | $33946.83      | 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        |       1010 | PA      | $1041.91       | 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        |       8473 | PA      | $8130.50       | 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        |     165566 | PA      | $167773.76     | 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        |     658596 | PA      | $676302.27     | 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        |       5928 | PA      | $6208.71       | 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        |        291 | PA      | $287.68        | 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        |      13707 | PA      | $14239.34      | 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        |       6144 | PA      | $6089.45       | 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        |    4137029 | PA      | $4286420.98    | 0.03%             | 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        |     116408 | PA      | $121389.95     | 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        |     104304 | PA      | $104397.51     | 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        |     372225 | PA      | $397817.24     | 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        |        813 | PA      | $819.75        | 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        |       3278 | PA      | $3345.55       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 389961                      | CUSIP: 36205GFA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1525 | PA      | $1546.73       | 0.00%             | 2024-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 622039                      | CUSIP: 36291ABG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154158 | PA      | $154733.17     | 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        |     267195 | PA      | $276850.00     | 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        |      68420 | PA      | $69847.71      | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 752426                      | CUSIP: 36230LVT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126674 | PA      | $130690.07     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476996                      | CUSIP: 36209N3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12580 | PA      | $12528.59      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 465373                      | CUSIP: 36208Y6J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2613 | PA      | $2625.13       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 358718                      | CUSIP: 36203TPB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3148 | PA      | $3136.37       | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 721231                      | CUSIP: 3620A7HG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1597 | PA      | $1610.01       | 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        |       9622 | PA      | $9770.59       | 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        |      77521 | PA      | $79213.75      | 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        |      31619 | PA      | $31749.73      | 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        |     212502 | PA      | $206624.50     | 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        |       3772 | PA      | $3760.31       | 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        |      64962 | PA      | $62177.35      | 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        |      73711 | PA      | $73994.42      | 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        |      43047 | PA      | $44708.43      | 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        |      87040 | PA      | $87083.97      | 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        |      28416 | PA      | $29617.75      | 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        |     160830 | PA      | $165534.02     | 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        |       7909 | PA      | $8521.27       | 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        |     304127 | PA      | $303668.28     | 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        |     120007 | PA      | $114472.55     | 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        |        324 | PA      | $320.70        | 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        |    1009519 | PA      | $946710.20     | 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        |      22306 | PA      | $22696.55      | 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        |      40241 | PA      | $39998.14      | 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        |      12351 | PA      | $12774.35      | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 641690                      | CUSIP: 36291X2X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4692 | PA      | $4817.37       | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 622560                      | CUSIP: 36291ATR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104625 | PA      | $105623.24     | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 680599                      | CUSIP: 36295UDC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16074 | PA      | $16544.94      | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 609458                      | CUSIP: 36202UB36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32164 | PA      | $33214.26      | 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        |      46611 | PA      | $48180.95      | 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        |      35966 | PA      | $35953.89      | 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        |     416783 | PA      | $403600.55     | 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        |       1446 | PA      | $1460.15       | 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        |      61092 | PA      | $61081.33      | 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        |       1297 | PA      | $1337.64       | 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        |       1141 | PA      | $1165.95       | 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        |      12821 | PA      | $12796.57      | 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        |     196639 | PA      | $205131.51     | 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        |      32748 | PA      | $34358.49      | 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        |     140617 | PA      | $137957.59     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617378                      | CUSIP: 36290T2K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143835 | PA      | $147360.61     | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 510925                      | CUSIP: 36211ESN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28942 | PA      | $28859.98      | 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        |     117651 | PA      | $123036.57     | 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        |       9149 | PA      | $9348.03       | 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        |      56808 | PA      | $56779.03      | 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        |    2322317 | PA      | $2384696.93    | 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        |     294410 | PA      | $299552.24     | 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        |     119158 | PA      | $118313.65     | 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        |       3383 | PA      | $3433.14       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 383571                      | CUSIP: 36204YCG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        130 | PA      | $130.20        | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 656028                      | CUSIP: 36294PYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10008 | PA      | $10856.93      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615517                      | CUSIP: 36290RYN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31875 | PA      | $32683.51      | 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        |       1524 | PA      | $1541.31       | 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        |      42154 | PA      | $42368.02      | 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        |       2564 | PA      | $2618.96       | 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        |       3954 | PA      | $3995.60       | 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        |       8388 | PA      | $8387.41       | 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        |       8011 | PA      | $8216.77       | 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        |     200643 | PA      | $194188.62     | 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        |      10357 | PA      | $10440.38      | 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        |      21201 | PA      | $22266.96      | 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        |      26372 | PA      | $26565.20      | 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        |    1174442 | PA      | $1109235.26    | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476380                      | CUSIP: 36209NFV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1580 | PA      | $1588.79       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 618791                      | CUSIP: 36290VNG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139283 | PA      | $142874.32     | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 583000                      | CUSIP: 36201GUZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118437 | PA      | $118418.96     | 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        |      90456 | PA      | $92227.55      | 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        |      48651 | PA      | $48070.17      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491126                      | CUSIP: 36210FSP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3246 | PA      | $3189.00       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A94713                      | CUSIP: 312943GW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2503 | PA      | $2474.11       | 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        |     184945 | PA      | $184382.54     | 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        |     629947 | PA      | $620330.09     | 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        |       1480 | PA      | $1494.69       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 648149                      | CUSIP: 36292GBS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51060 | PA      | $53381.58      | 0.00%             | 2036-10-15      | 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        |     138650 | PA      | $147051.39     | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464284                      | CUSIP: 36208XXM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9344 | PA      | $9323.18       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 733812                      | CUSIP: 3620AMGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16393 | PA      | $16358.64      | 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        |    2563912 | PA      | $2513599.55    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 657133                      | CUSIP: 36294RBA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139140 | PA      | $142803.39     | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA8245                      | CUSIP: 36178GES9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65664 | PA      | $63577.47      | 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        |      47365 | PA      | $47534.29      | 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        |      15755 | PA      | $16242.19      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 449277                      | CUSIP: 36208FCN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12675 | PA      | $12646.39      | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 757159                      | CUSIP: 36230R5U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     339132 | PA      | $333678.45     | 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        |     377030 | PA      | $363789.44     | 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        |      27000 | PA      | $25450.48      | 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        |      20253 | PA      | $20880.43      | 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        |      13431 | PA      | $13633.24      | 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        |      80662 | PA      | $82462.56      | 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        |      46359 | PA      | $46218.68      | 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        |       5484 | PA      | $5596.19       | 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        |        717 | PA      | $710.42        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 269746                      | CUSIP: 362197TB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34710 | PA      | $34708.30      | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 591880                      | CUSIP: 36201SQ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17072 | PA      | $17054.93      | 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        |     264136 | PA      | $244585.48     | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 461204                      | CUSIP: 36208UKR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        845 | PA      | $852.03        | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4586                      | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  221063930 | PA      | $212149902.63  | 1.25%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 480100                      | CUSIP: 36209SKM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        118 | PA      | $117.63        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS6521                      | CUSIP: 3132A7G62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36144 | PA      | $34773.18      | 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        |       3383 | PA      | $3620.29       | 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        |      25935 | PA      | $26167.04      | 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        |       5025 | PA      | $5128.96       | 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        |     207583 | PA      | $215500.40     | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 696467                      | CUSIP: 36296NW44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19753 | PA      | $20012.02      | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 509362                      | CUSIP: 36211CZ39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         66 | PA      | $66.94         | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491107                      | CUSIP: 36210FR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1404 | PA      | $1412.01       | 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        |      18236 | PA      | $19006.87      | 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        |      37075 | PA      | $38346.60      | 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        |      10787 | PA      | $10993.59      | 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        |      44090 | PA      | $45455.91      | 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        |      21958 | PA      | $22251.86      | 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        |       4786 | PA      | $4763.89       | 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        |       2046 | PA      | $2100.44       | 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        |       5448 | PA      | $5418.98       | 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        |      26939 | PA      | $26956.90      | 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        |        775 | PA      | $779.35        | 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        |      35981 | PA      | $36223.90      | 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        |   13784729 | PA      | $12842647.16   | 0.08%             | 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        |     590211 | PA      | $584838.60     | 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        |     132155 | PA      | $136646.89     | 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        |      58662 | PA      | $59429.82      | 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        |  365386767 | PA      | $316263986.94  | 1.87%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 346927                      | CUSIP: 36203ELG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        155 | PA      | $154.01        | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 710496                      | CUSIP: 36297FKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117926 | PA      | $119700.30     | 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        |      62344 | PA      | $61731.75      | 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        |       1141 | PA      | $1155.95       | 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        |     105070 | PA      | $107900.98     | 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        |       4247 | PA      | $4392.62       | 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        |     440582 | PA      | $457107.92     | 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        |     217570 | PA      | $222747.72     | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 457934                      | CUSIP: 36208QV37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2769 | PA      | $2614.02       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676879                      | CUSIP: 36295P6Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5471 | PA      | $5827.11       | 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        |      11472 | PA      | $12350.66      | 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        |      21798 | PA      | $22049.93      | 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        |       4302 | PA      | $4298.77       | 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        |       4399 | PA      | $4452.46       | 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        |       6620 | PA      | $6846.35       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 468841                      | CUSIP: 36209DZE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13962 | PA      | $14079.08      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782564                      | CUSIP: 36241KZ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54663 | PA      | $56067.58      | 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        |      68972 | PA      | $76515.39      | 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        |      56923 | PA      | $56870.18      | 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        |      86806 | PA      | $88296.66      | 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        |      10706 | PA      | $11342.51      | 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        |       4702 | PA      | $4615.46       | 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        |      22787 | PA      | $23233.09      | 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        |      73614 | PA      | $78436.61      | 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        |      32695 | PA      | $32920.36      | 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        |       2984 | PA      | $3061.68       | 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        |      10956 | PA      | $11331.19      | 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        |      97366 | PA      | $101528.91     | 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        |    1221993 | PA      | $1247550.62    | 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        |      90644 | PA      | $93638.35      | 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        |       1627 | PA      | $1640.03       | 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        |      22761 | PA      | $23251.16      | 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        |      27512 | PA      | $28701.10      | 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        |       3815 | PA      | $3845.44       | 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        |      81558 | PA      | $85950.70      | 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        |      13976 | PA      | $13520.14      | 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        |     232305 | PA      | $207806.05     | 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        |    3304591 | PA      | $3192567.62    | 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        |       3558 | PA      | $3604.64       | 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        |      18928 | PA      | $19875.73      | 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        |      31378 | PA      | $32769.41      | 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        |       1423 | PA      | $1439.76       | 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        |    1268276 | PA      | $1197804.61    | 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        |     537929 | PA      | $551989.14     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 635338                      | CUSIP: 36291QZB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1403 | PA      | $1431.03       | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 460545                      | CUSIP: 36208TTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7481 | PA      | $7533.82       | 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        |      56502 | PA      | $56286.12      | 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        |       5551 | PA      | $5488.82       | 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        |      91777 | PA      | $88782.21      | 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        |     799636 | PA      | $755435.86     | 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        |      94637 | PA      | $101634.42     | 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        |      51190 | PA      | $50984.90      | 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        |       4771 | PA      | $4811.42       | 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        |     387879 | PA      | $387713.35     | 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        |        180 | PA      | $178.30        | 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        |      34768 | PA      | $35456.52      | 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        |      37352 | PA      | $38529.36      | 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        |       3202 | PA      | $3171.78       | 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        |       2947 | PA      | $2918.50       | 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        |    4175000 | PA      | $3699467.50    | 0.02%             | 2037-12-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 592355                      | CUSIP: 36201TBY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30004 | PA      | $30329.05      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 562345                      | CUSIP: 36213RWE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2505 | PA      | $2612.09       | 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        |      27224 | PA      | $28654.51      | 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        |      50815 | PA      | $51682.62      | 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        |      42504 | PA      | $42308.62      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 551431                      | CUSIP: 36213DSU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         35 | PA      | $35.03         | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 602128                      | CUSIP: 36200H4M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20459 | PA      | $21160.22      | 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        |      15792 | PA      | $15974.58      | 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        |       1284 | PA      | $1332.12       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 614931                      | CUSIP: 36290REC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5098 | PA      | $5001.66       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 649460                      | CUSIP: 36292HQM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2771 | PA      | $2865.69       | 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        |      31233 | PA      | $31094.70      | 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        |      32899 | PA      | $34647.29      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 481572                      | CUSIP: 36209T6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1728 | PA      | $1722.01       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 581534                      | CUSIP: 36201FBB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6202 | PA      | $6360.44       | 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        |       2424 | PA      | $2506.46       | 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        |        755 | PA      | $744.07        | 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        |       1430 | PA      | $1436.98       | 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        |     843524 | PA      | $839513.82     | 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        |      12896 | PA      | $13265.51      | 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        |     133994 | PA      | $142826.21     | 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        |     148541 | PA      | $152523.01     | 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        |      17555 | PA      | $18782.06      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 507557                      | CUSIP: 36211AZW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9492 | PA      | $9566.60       | 0.00%             | 2029-08-15      | 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        |       2673 | PA      | $2698.40       | 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        |      53733 | PA      | $55594.81      | 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        |       1235 | PA      | $1254.47       | 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        |      64654 | PA      | $67602.13      | 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        |    2824098 | PA      | $2710712.08    | 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        |      88349 | PA      | $93554.06      | 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        |      43366 | PA      | $43797.46      | 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        |      47137 | PA      | $47306.82      | 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        |      12312 | PA      | $12422.10      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 660481                      | CUSIP: 36294UXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61643 | PA      | $63565.31      | 0.00%             | 2037-02-15      | 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        |     250444 | PA      | $233989.36     | 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        |       1369 | PA      | $1259.27       | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust Series 2018-3 | SCRT 2018-3 MZ                 | CUSIP: 35563PGK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9938293 | PA      | $8374900.15    | 0.05%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 542643                      | CUSIP: 36212SZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1224 | PA      | $1210.60       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 659107                      | CUSIP: 36294TGQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18544 | PA      | $18988.25      | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 595317                      | CUSIP: 36200AK65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     339111 | PA      | $350619.48     | 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        |     213549 | PA      | $223643.20     | 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        |       5364 | PA      | $5382.32       | 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        |      45454 | PA      | $45601.87      | 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        |      69214 | PA      | $69378.09      | 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        |       2618 | PA      | $2609.76       | 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        |      20661 | PA      | $20934.94      | 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        |       7762 | PA      | $7816.76       | 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        |    1870013 | PA      | $1553044.48    | 0.01%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 620183                      | CUSIP: 36290W6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3971 | PA      | $4049.19       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 759934                      | CUSIP: 36176ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41847 | PA      | $40430.50      | 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        |      29601 | PA      | $29906.34      | 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        |      12226 | PA      | $12291.81      | 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        |       7000 | PA      | $6768.55       | 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        |      25190 | PA      | $25296.06      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 692662                      | CUSIP: 36296JQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63874 | PA      | $65564.05      | 0.00%             | 2039-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD5631                      | CUSIP: 36180HHG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3662 | PA      | $3464.37       | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 706480                      | CUSIP: 36297A2M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     747920 | PA      | $725444.23     | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2019-85 GE                 | CUSIP: 38381XRE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4931309 | PA      | $4589108.81    | 0.03%             | 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        |     113228 | PA      | $117149.19     | 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        |      24399 | PA      | $25703.05      | 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        |      77741 | PA      | $76553.99      | 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        |      16991 | PA      | $17033.32      | 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        |      97775 | PA      | $99832.95      | 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        |     283553 | PA      | $305724.39     | 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        |      73077 | PA      | $75381.13      | 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        |     791308 | PA      | $726958.36     | 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        |      50351 | PA      | $47559.66      | 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        |       7293 | PA      | $7223.48       | 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        |      43361 | PA      | $46191.85      | 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        |       3421 | PA      | $3588.86       | 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        |      59879 | PA      | $62040.21      | 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        |       3146 | PA      | $3207.51       | 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        |       4456 | PA      | $4570.00       | 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        |       9369 | PA      | $9059.81       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 572436                      | CUSIP: 36200T4V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2203 | PA      | $2220.17       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 584111                      | CUSIP: 36201H3U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1232 | PA      | $1297.75       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 467170                      | CUSIP: 36209B6F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10719 | PA      | $10365.69      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 745055                      | CUSIP: 3620C0WQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13930 | PA      | $14023.62      | 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        |      74547 | PA      | $74823.39      | 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        |     122140 | PA      | $122457.88     | 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        |       6283 | PA      | $6554.16       | 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        |        234 | PA      | $234.49        | 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        |       1114 | PA      | $1160.07       | 0.00%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 668999                      | CUSIP: 36295FGG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     188652 | PA      | $193310.08     | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470293                      | CUSIP: 36209FNJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2609 | PA      | $2641.29       | 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        |      42149 | PA      | $43032.27      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2013-111 BD                | CUSIP: 38378T6N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14194210 | PA      | $13694488.77   | 0.08%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 612520                      | CUSIP: 36202XPD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23185 | PA      | $23670.36      | 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        |       7913 | PA      | $7924.85       | 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        |      48901 | PA      | $49698.58      | 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        |       2036 | PA      | $2051.24       | 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        |     116004 | PA      | $119965.60     | 0.00%             | 2025-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 734616                      | CUSIP: 3620ANDV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3041 | PA      | $3141.56       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470629                      | CUSIP: 36209FY29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8809 | PA      | $8939.19       | 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        |      11023 | PA      | $11249.91      | 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        |      15310 | PA      | $15463.17      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                               | US 10YR NOTE (CBT)Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -1409 | NC      | $-368631.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 620504                      | CUSIP: 36290XKR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95488 | PA      | $98499.59      | 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        |       2155 | PA      | $2283.12       | 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        |       4679 | PA      | $4725.88       | 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        |      29204 | PA      | $30012.34      | 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        |      10836 | PA      | $11414.15      | 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        |      20982 | PA      | $21227.58      | 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        |      15828 | PA      | $16010.47      | 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        |        956 | PA      | $967.56        | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 372062                      | CUSIP: 36204KJF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        277 | PA      | $276.24        | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676854                      | CUSIP: 36295P5P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51742 | PA      | $51563.37      | 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        |      28829 | PA      | $28497.85      | 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        |      43107 | PA      | $44355.24      | 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        |       9027 | PA      | $9413.30       | 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        |      23372 | PA      | $23970.55      | 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        |       2021 | PA      | $1960.49       | 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        |      13067 | PA      | $13060.21      | 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        |     363353 | PA      | $365800.39     | 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        |     341103 | PA      | $352785.88     | 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        |      94743 | PA      | $93008.81      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676962                      | CUSIP: 36295QB74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23124 | PA      | $22832.06      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 622593                      | CUSIP: 36291AUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77969 | PA      | $82715.69      | 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        |      65382 | PA      | $65207.19      | 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        |      43669 | PA      | $43639.11      | 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        |       3414 | PA      | $3438.24       | 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        |     128236 | PA      | $117067.32     | 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        |      19992 | PA      | $21262.81      | 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        |     226090 | PA      | $218709.05     | 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        |      96563 | PA      | $100319.66     | 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        |      60338 | PA      | $62407.61      | 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        |     150151 | PA      | $149893.19     | 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        |        634 | PA      | $627.23        | 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        |      89068 | PA      | $93217.60      | 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        |       8591 | PA      | $8503.95       | 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        |       8597 | PA      | $8861.66       | 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        |       5643 | PA      | $5582.74       | 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        |      11287 | PA      | $11386.75      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2017-63 AC                 | CUSIP: 38376UHP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7033658 | PA      | $6609423.73    | 0.04%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 651170                      | CUSIP: 36292KMT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17070 | PA      | $18075.55      | 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        |    1402636 | PA      | $1288408.69    | 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        |       1306 | PA      | $1294.03       | 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        |     312118 | PA      | $311183.12     | 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        |       3762 | PA      | $3896.89       | 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        |     125672 | PA      | $122424.93     | 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        |     367729 | PA      | $354834.99     | 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        |       6875 | PA      | $7093.82       | 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        |    4988086 | PA      | $4454804.36    | 0.03%             | 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        |      14350 | PA      | $14272.91      | 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        |    6049546 | PA      | $6255504.96    | 0.04%             | 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        |       4958 | PA      | $5058.52       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 743711                      | CUSIP: 3620AYGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59651 | PA      | $63196.29      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615401                      | CUSIP: 36290RU27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68560 | PA      | $70353.03      | 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        |       1050 | PA      | $1035.09       | 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        |       7304 | PA      | $7070.12       | 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        |    2118957 | PA      | $2113284.30    | 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        |      54298 | PA      | $57725.84      | 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        |     129579 | PA      | $129646.86     | 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        |     214855 | PA      | $198229.85     | 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        |        884 | PA      | $893.68        | 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        |     207665 | PA      | $207399.45     | 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        |     156360 | PA      | $163801.69     | 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        |      77236 | PA      | $76309.15      | 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        |        914 | PA      | $956.49        | 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        |      54520 | PA      | $54503.04      | 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        |     188321 | PA      | $207979.71     | 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        |     430921 | PA      | $444562.37     | 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        |     105021 | PA      | $108108.78     | 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        |     229227 | PA      | $221887.72     | 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        |     170432 | PA      | $169806.59     | 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        |    6775000 | PA      | $5766074.45    | 0.03%             | 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        |     172745 | PA      | $179647.15     | 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        |       4399 | PA      | $4529.09       | 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        |     856562 | PA      | $797754.66     | 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        |       8962 | PA      | $8803.88       | 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        |    2990822 | PA      | $2836496.96    | 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        |     419197 | PA      | $385351.16     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 600186                      | CUSIP: 36200FXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29842 | PA      | $30874.20      | 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        |     745322 | PA      | $738340.70     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 475693                      | CUSIP: 36209MNJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        273 | PA      | $276.53        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 756611                      | CUSIP: 36230RKY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201904 | PA      | $208309.60     | 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        |      16058 | PA      | $16522.95      | 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        |       3958 | PA      | $4020.22       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783129                      | CUSIP: 36241LPN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1293235 | PA      | $1262286.64    | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB5761                      | CUSIP: 36178SMJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48658 | PA      | $46948.23      | 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        |       2467 | PA      | $2613.24       | 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        |     996862 | PA      | $940283.29     | 0.01%             | 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        |     392089 | PA      | $395218.94     | 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        |       9826 | PA      | $9498.08       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 674492                      | CUSIP: 36295MKD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129852 | PA      | $128736.99     | 0.00%             | 2037-10-15      | 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        |     268341 | PA      | $267401.51     | 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        |      90236 | PA      | $89842.27      | 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        |      66999 | PA      | $70462.58      | 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        |      10771 | PA      | $10511.85      | 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        |      38516 | PA      | $37621.19      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 759410                      | CUSIP: 36230UN39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55670 | PA      | $55876.93      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AI0258                      | CUSIP: 36198KJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     844816 | PA      | $837217.01     | 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        |    6857782 | PA      | $6355864.16    | 0.04%             | 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        |       1278 | PA      | $1353.43       | 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        |      61892 | PA      | $65842.46      | 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        |    1404865 | PA      | $1401103.80    | 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        |      67323 | PA      | $69631.71      | 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        |      11596 | PA      | $12029.74      | 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        |      26480 | PA      | $26771.65      | 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        |     131471 | PA      | $132724.36     | 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        |      15335 | PA      | $15413.63      | 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        |      21201 | PA      | $21377.40      | 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        |      27191 | PA      | $28810.73      | 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        |      35956 | PA      | $36248.61      | 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        |      98317 | PA      | $100359.44     | 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        |      84791 | PA      | $87695.58      | 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        |      15397 | PA      | $16163.45      | 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        |     150134 | PA      | $149449.09     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 509361                      | CUSIP: 36211CZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        800 | PA      | $791.43        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 631807                      | CUSIP: 36291L3Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85937 | PA      | $86410.43      | 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        |     298172 | PA      | $308492.74     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 579582                      | CUSIP: 36201C2P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4556 | PA      | $4675.34       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 720969                      | CUSIP: 3620A66E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85901 | PA      | $88176.96      | 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        |      19208 | PA      | $19402.92      | 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        |      34978 | PA      | $34015.88      | 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        |      90552 | PA      | $90820.82      | 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        |      57001 | PA      | $56165.78      | 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        |       6075 | PA      | $6137.30       | 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        |        108 | PA      | $104.82        | 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        |    1367979 | PA      | $1364438.55    | 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        |      85006 | PA      | $90679.21      | 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        |     294279 | PA      | $293041.66     | 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        |      31073 | PA      | $31964.31      | 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        |       5895 | PA      | $6343.76       | 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        |      30121 | PA      | $30907.12      | 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        |      66630 | PA      | $67618.19      | 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        |     159735 | PA      | $155517.93     | 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        |      19343 | PA      | $19469.88      | 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        |     648145 | PA      | $646409.31     | 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        |      62089 | PA      | $61496.37      | 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        |      13105 | PA      | $13162.28      | 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        |       4267 | PA      | $4116.75       | 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        |   61813377 | PA      | $55536067.73   | 0.33%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 488173                      | CUSIP: 36210CJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8475 | PA      | $8377.62       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 644804                      | CUSIP: 36292CKR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52186 | PA      | $56226.70      | 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        |      68338 | PA      | $70680.68      | 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        |     146930 | PA      | $151789.51     | 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        |    1754992 | PA      | $1747621.08    | 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        |       1290 | PA      | $1309.51       | 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        |       1628 | PA      | $1630.40       | 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        |      19640 | PA      | $19888.87      | 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        |     245655 | PA      | $258793.42     | 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        |       4770 | PA      | $4802.07       | 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        |      45752 | PA      | $44169.12      | 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        |       4625 | PA      | $4791.85       | 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        |     122220 | PA      | $103955.84     | 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        |      37724 | PA      | $37560.02      | 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        |     717779 | PA      | $749154.29     | 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        |     256734 | PA      | $267951.11     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 608363                      | CUSIP: 36202SZ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11790 | PA      | $12607.21      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08657                      | CUSIP: 3128MJWT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     634219 | PA      | $645656.60     | 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        |     112660 | PA      | $115928.58     | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 711299                      | CUSIP: 36297GGG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4532 | PA      | $4556.68       | 0.00%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AL3006                      | CUSIP: 36183YKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80550 | PA      | $74000.29      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 602399                      | CUSIP: 36200JGG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        555 | PA      | $558.11        | 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        |     199985 | PA      | $213420.01     | 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        |      35802 | PA      | $36503.43      | 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        |      81727 | PA      | $81383.61      | 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        |      93952 | PA      | $95934.50      | 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        |      28444 | PA      | $29964.62      | 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        |      76986 | PA      | $78723.72      | 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        |   25297003 | PA      | $24114891.89   | 0.14%             | 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        |     107228 | PA      | $99034.01      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 634816                      | CUSIP: 36291QGZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2208 | PA      | $2378.69       | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 398173                      | CUSIP: 36205RJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42473 | PA      | $42872.05      | 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        |       4283 | PA      | $4234.97       | 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        |    1384055 | PA      | $1325744.73    | 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        |      77150 | PA      | $80499.24      | 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        |       6110 | PA      | $6222.55       | 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        |      41639 | PA      | $39339.10      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 489259                      | CUSIP: 36210DQL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42349 | PA      | $42797.27      | 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        |    1124800 | PA      | $1098207.61    | 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        |      56323 | PA      | $58783.08      | 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        |     126214 | PA      | $122111.10     | 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        |       5129 | PA      | $5148.31       | 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        |      16103 | PA      | $16191.84      | 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        |      56024 | PA      | $57890.49      | 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        |     295939 | PA      | $293244.48     | 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        |       4911 | PA      | $4851.66       | 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        |   37130903 | PA      | $35872365.57   | 0.21%             | 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        |     267943 | PA      | $264121.03     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 450544                      | CUSIP: 36208GP51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22676 | PA      | $22867.94      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 796478                      | CUSIP: 36177RFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2695825 | PA      | $2609359.28    | 0.02%             | 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        |      80486 | PA      | $81013.15      | 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        |        811 | PA      | $825.06        | 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        |      46808 | PA      | $48901.70      | 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        |       7190 | PA      | $7124.79       | 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        |      55672 | PA      | $53785.24      | 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        |       4776 | PA      | $4807.19       | 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        |      16662 | PA      | $17273.14      | 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        |      28610 | PA      | $28765.95      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 366728                      | CUSIP: 36204DLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         15 | PA      | $14.95         | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN BB8180                      | CUSIP: 3617B0CR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     450382 | PA      | $431555.30     | 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        |       6906 | PA      | $6870.85       | 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        |        948 | PA      | $980.69        | 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        |       7490 | PA      | $7476.22       | 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        |      75642 | PA      | $81470.69      | 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        |      21528 | PA      | $21956.57      | 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        |      92773 | PA      | $91736.06      | 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        |       4129 | PA      | $4189.90       | 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        |      12657 | PA      | $12504.59      | 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        |       5860 | PA      | $6013.28       | 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        |       7002 | PA      | $7158.20       | 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        |      84368 | PA      | $84744.74      | 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        |     161499 | PA      | $168288.40     | 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        |      41586 | PA      | $43011.50      | 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        |   58467742 | PA      | $52530752.05   | 0.31%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 494259                      | CUSIP: 36210KB46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25225 | PA      | $25250.25      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 614358                      | CUSIP: 36290QQK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119800 | PA      | $123904.26     | 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        |      42051 | PA      | $42929.22      | 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        |     221279 | PA      | $237835.00     | 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        |     255493 | PA      | $253797.90     | 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        |       3358 | PA      | $3448.14       | 0.00%             | 2039-01-15      | 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        |      26976 | PA      | $28861.34      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 593868                      | CUSIP: 36201UW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39201 | PA      | $40207.87      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 484842                      | CUSIP: 36209XS76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2081 | PA      | $2153.91       | 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        |       2291 | PA      | $2405.07       | 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        |      30171 | PA      | $31096.68      | 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        |     258449 | PA      | $272074.37     | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 372091                      | CUSIP: 36204KKC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1885 | PA      | $1878.45       | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 465538                      | CUSIP: 36209AEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3442 | PA      | $3473.88       | 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        |      29968 | PA      | $29950.72      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615392                      | CUSIP: 36290RUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25658 | PA      | $26546.95      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 717798                      | CUSIP: 3620A3NP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8291 | PA      | $8457.69       | 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        |    4694025 | PA      | $3948873.41    | 0.02%             | 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        |     286698 | PA      | $290605.59     | 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        |       1523 | PA      | $1518.94       | 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        |     129762 | PA      | $119333.21     | 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        |      23632 | PA      | $23338.42      | 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        |       2419 | PA      | $2469.29       | 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        |       6598 | PA      | $6388.81       | 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        |      18598 | PA      | $19604.62      | 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        |        525 | PA      | $524.93        | 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        |     494069 | PA      | $477319.66     | 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        |        688 | PA      | $697.02        | 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        |       7829 | PA      | $7814.18       | 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        |    1462773 | PA      | $1347196.19    | 0.01%             | 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        |       5401 | PA      | $5385.80       | 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        |       7847 | PA      | $7935.88       | 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        |    4863599 | PA      | $5015306.99    | 0.03%             | 2044-10-01      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 593772                      | CUSIP: 36201UT53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101311 | PA      | $104554.67     | 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        |     185336 | PA      | $192140.87     | 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        |     154426 | PA      | $161134.22     | 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        |      37356 | PA      | $37789.06      | 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        |      13982 | PA      | $14340.63      | 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        |      29068 | PA      | $28087.64      | 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        |       6521 | PA      | $6646.30       | 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        |      86000 | PA      | $90946.97      | 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        |       9389 | PA      | $9582.29       | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 663876                      | CUSIP: 36294YQ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     226267 | PA      | $231707.08     | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 580329                      | CUSIP: 36201DVW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3817 | PA      | $4053.89       | 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        |     380373 | PA      | $379354.76     | 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        |     265655 | PA      | $272609.57     | 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        |      16367 | PA      | $17166.60      | 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        |      74877 | PA      | $75482.65      | 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        |      11438 | PA      | $11490.93      | 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        |       3686 | PA      | $3748.33       | 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        |     272246 | PA      | $273901.79     | 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        |       5269 | PA      | $5562.32       | 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        |     996756 | PA      | $904925.59     | 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        |     142252 | PA      | $146365.29     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 352831                      | CUSIP: 36203L4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1022 | PA      | $1037.18       | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 456624                      | CUSIP: 36208PG93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20042 | PA      | $20152.94      | 0.00%             | 2027-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 606987                      | CUSIP: 36201YJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4472 | PA      | $4481.81       | 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        |     264904 | PA      | $276017.57     | 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        |       4898 | PA      | $4915.89       | 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        |      24941 | PA      | $25516.96      | 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        |      10557 | PA      | $10666.19      | 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        |     205690 | PA      | $208876.57     | 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        |       2410 | PA      | $2407.93       | 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        |     297192 | PA      | $296396.37     | 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        |      24641 | PA      | $25276.31      | 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        |       1930 | PA      | $1931.25       | 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        |       1858 | PA      | $1875.05       | 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        |     937341 | PA      | $975760.36     | 0.01%             | 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        |      16264 | PA      | $16931.66      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 739788                      | CUSIP: 3620AT2V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75155 | PA      | $73471.47      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 623602                      | CUSIP: 36291BX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44916 | PA      | $46765.99      | 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        |     146175 | PA      | $150710.22     | 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        |     313824 | PA      | $294387.35     | 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        |     419571 | PA      | $418936.30     | 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        |     206189 | PA      | $201329.66     | 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        |     146341 | PA      | $144998.45     | 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        |     656293 | PA      | $602948.13     | 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        |      10810 | PA      | $11277.43      | 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        |       4516 | PA      | $4520.91       | 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        |       8797 | PA      | $8883.58       | 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        |       2585 | PA      | $2673.19       | 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        |       6154 | PA      | $6276.17       | 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        |      23167 | PA      | $23961.14      | 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        |       3941 | PA      | $3859.99       | 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        |     653966 | PA      | $658853.32     | 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        |      14226 | PA      | $14553.69      | 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        |     174321 | PA      | $164429.88     | 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        |        895 | PA      | $904.06        | 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        |       5072 | PA      | $5132.68       | 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        |      58915 | PA      | $60641.60      | 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        |      13587 | PA      | $13975.48      | 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        |      12433 | PA      | $12409.19      | 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        |      45069 | PA      | $47169.72      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 600606                      | CUSIP: 36200GGP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10327 | PA      | $10413.26      | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 648500                      | CUSIP: 36292GNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108996 | PA      | $111116.02     | 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        |      96553 | PA      | $99677.50      | 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        |        905 | PA      | $949.03        | 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        |     136584 | PA      | $140164.47     | 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        |       9403 | PA      | $8882.22       | 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        |      21852 | PA      | $22224.74      | 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        |       1240 | PA      | $1227.06       | 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        |     616064 | PA      | $677743.45     | 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        |      94181 | PA      | $98627.16      | 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        |      19327 | PA      | $19818.19      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 368781                      | CUSIP: 36204FUE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         21 | PA      | $20.92         | 0.00%             | 2023-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 733525                      | CUSIP: 3620AL4J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     385160 | PA      | $381653.29     | 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        |       2794 | PA      | $2822.76       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 663435                      | CUSIP: 36294YBC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48192 | PA      | $49391.40      | 0.00%             | 2036-12-15      | 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        |    1285625 | PA      | $1236622.61    | 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        |     120295 | PA      | $118361.15     | 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        |     344060 | PA      | $333077.79     | 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        |     880923 | PA      | $862507.81     | 0.01%             | 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        |    2913339 | PA      | $2830930.75    | 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        |     393608 | PA      | $404870.86     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473565                      | CUSIP: 36209KCA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1270 | PA      | $1269.28       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782932                      | CUSIP: 36241LHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30738 | PA      | $31857.30      | 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        |      37142 | PA      | $36776.52      | 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        |       1886 | PA      | $1959.12       | 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        |      66854 | PA      | $70540.32      | 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        |      11530 | PA      | $12517.38      | 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        |     222220 | PA      | $237142.99     | 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        |      11263 | PA      | $11641.98      | 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        |      68185 | PA      | $67330.14      | 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        |        621 | PA      | $640.44        | 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        |      46353 | PA      | $48500.97      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 554205                      | CUSIP: 36213GU66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49384 | PA      | $50108.20      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603566                      | CUSIP: 36200KQT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23886 | PA      | $26497.74      | 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        |      20821 | PA      | $21857.97      | 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        |      26784 | PA      | $26707.64      | 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        |       2123 | PA      | $2249.51       | 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        |       3581 | PA      | $3588.88       | 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        |      42441 | PA      | $44295.62      | 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        |         82 | PA      | $82.71         | 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        |      37610 | PA      | $38827.01      | 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        |      12643 | PA      | $13558.32      | 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        |      44309 | PA      | $43873.66      | 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        |      12174 | PA      | $12327.38      | 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        |      17099 | PA      | $17190.52      | 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        |       1375 | PA      | $1411.88       | 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        |       1637 | PA      | $1661.07       | 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        |     591002 | PA      | $570768.39     | 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        |        864 | PA      | $893.39        | 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        |     152142 | PA      | $150552.29     | 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        |     206605 | PA      | $210651.70     | 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        |      88295 | PA      | $87430.32      | 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        |       2999 | PA      | $3101.98       | 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        |    2961134 | PA      | $3025583.35    | 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        |      18369 | PA      | $18509.44      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 362237                      | CUSIP: 36203XLS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         91 | PA      | $90.78         | 0.00%             | 2024-03-15      | 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        |       3232 | PA      | $3404.67       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 614529                      | CUSIP: 36290QVW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66874 | PA      | $70834.66      | 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        |      48489 | PA      | $48401.19      | 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        |     189382 | PA      | $200942.68     | 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        |      47597 | PA      | $49244.52      | 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        |     165758 | PA      | $165070.26     | 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        |     748890 | PA      | $768410.37     | 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        |     308055 | PA      | $298001.74     | 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        |       1710 | PA      | $1641.19       | 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        |     584026 | PA      | $583481.78     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7935                      | CUSIP: 36179WY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  348142810 | PA      | $301096008.79  | 1.78%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 368339                      | CUSIP: 36204FEL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         51 | PA      | $51.33         | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 580685                      | CUSIP: 36201ECW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73412 | PA      | $74963.35      | 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        |      14282 | PA      | $14736.09      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 352905                      | CUSIP: 36203MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7680 | PA      | $7659.58       | 0.00%             | 2024-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 587858                      | CUSIP: 36201NB33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74992 | PA      | $77511.79      | 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        |       6675 | PA      | $6426.68       | 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        |     826195 | PA      | $774900.52     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 378074                      | CUSIP: 36204R6K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2296 | PA      | $2291.47       | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 438566                      | CUSIP: 36207QFF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191163 | PA      | $197224.32     | 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        |      99611 | PA      | $103348.33     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 465219                      | CUSIP: 36208YYQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6193 | PA      | $6206.21       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603211                      | CUSIP: 36200KDQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1056 | PA      | $1094.05       | 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        |      14768 | PA      | $14954.07      | 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        |    4228087 | PA      | $3926928.00    | 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        |     436011 | PA      | $404995.45     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 702840                      | CUSIP: 36296VZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49898 | PA      | $51604.87      | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 619096                      | CUSIP: 36290VXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31136 | PA      | $31671.06      | 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        |     513786 | PA      | $496761.67     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 483924                      | CUSIP: 36209WSM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6110 | PA      | $6084.71       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474157                      | CUSIP: 36209KWS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44344 | PA      | $44764.17      | 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        |      14457 | PA      | $14748.28      | 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        |      95890 | PA      | $98263.47      | 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        |      19362 | PA      | $19458.26      | 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        |    2906665 | PA      | $2447236.45    | 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        |      14137 | PA      | $14625.85      | 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        |     167805 | PA      | $160650.86     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 461764                      | CUSIP: 36208U5Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17006 | PA      | $16984.57      | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 599791                      | CUSIP: 36200FKC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9437 | PA      | $9313.94       | 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        |      44983 | PA      | $45037.18      | 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        |       1129 | PA      | $1219.81       | 0.00%             | 2038-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2017-186 HK                | CUSIP: 38380T6K7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7782922 | PA      | $7262788.38    | 0.04%             | 2045-11-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 622512                      | CUSIP: 36291AR92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78542 | PA      | $83400.90      | 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        |       4820 | PA      | $4872.85       | 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        |       4227 | PA      | $4230.06       | 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        |       5267 | PA      | $5217.18       | 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        |       9320 | PA      | $10108.94      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617514                      | CUSIP: 36290UAP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3044 | PA      | $3181.94       | 0.00%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617413                      | CUSIP: 36290T3W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2912 | PA      | $3052.20       | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 728962                      | CUSIP: 3620AFZ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82088 | PA      | $86004.78      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 480572                      | CUSIP: 36209S2D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        858 | PA      | $865.91        | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 747932                      | CUSIP: 3620C34R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116028 | PA      | $118727.84     | 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        |       4354 | PA      | $4638.23       | 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        |       1860 | PA      | $1798.66       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 481164                      | CUSIP: 36209TQR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        361 | PA      | $360.17        | 0.00%             | 2029-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 604479                      | CUSIP: 36200MQ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11491 | PA      | $11934.84      | 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        |      51162 | PA      | $51370.44      | 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        |        856 | PA      | $906.02        | 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        |       2014 | PA      | $2132.55       | 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        |      14653 | PA      | $13459.29      | 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        |      32486 | PA      | $34221.20      | 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        |       7974 | PA      | $8049.00       | 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        |      22043 | PA      | $21840.35      | 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        |      42692 | PA      | $43537.45      | 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        |      11595 | PA      | $11891.69      | 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        |      12702 | PA      | $12734.34      | 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        |       6594 | PA      | $6685.82       | 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        |       6720 | PA      | $7047.85       | 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        |      81129 | PA      | $86815.25      | 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        |       6547 | PA      | $6832.82       | 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        |      30845 | PA      | $30847.27      | 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        |      60284 | PA      | $55030.90      | 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        |       2495 | PA      | $2600.58       | 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        |       1559 | PA      | $1541.69       | 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        |   19889357 | PA      | $20027042.64   | 0.12%             | 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        |      28291 | PA      | $27769.87      | 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        |       1272 | PA      | $1331.58       | 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        |     183247 | PA      | $183118.44     | 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        |      30067 | PA      | $30999.56      | 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        |     426216 | PA      | $444819.86     | 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        |      57844 | PA      | $60318.24      | 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        |      21010 | PA      | $21121.71      | 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        |      13103 | PA      | $13100.62      | 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        |       6965 | PA      | $6969.21       | 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        |      31182 | PA      | $31156.02      | 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        |     150994 | PA      | $147367.16     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 468225                      | CUSIP: 36209DD68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3122 | PA      | $3125.94       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 579230                      | CUSIP: 36201CPP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25648 | PA      | $26157.55      | 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        |      95118 | PA      | $95770.74      | 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        |       2036 | PA      | $2059.25       | 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        |       3859 | PA      | $3945.48       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 330343                      | CUSIP: 36224J5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        478 | PA      | $476.63        | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 598253                      | CUSIP: 36200DTJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9945 | PA      | $10643.37      | 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        |      11785 | PA      | $11921.31      | 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        |      48867 | PA      | $51743.22      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 686853                      | CUSIP: 36296CBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132752 | PA      | $136831.23     | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470108                      | CUSIP: 36209FGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62734 | PA      | $62011.87      | 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        |      51490 | PA      | $52552.16      | 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        |      56470 | PA      | $60975.63      | 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        |       6300 | PA      | $6391.96       | 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        |      20123 | PA      | $20812.25      | 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        |       2001 | PA      | $2019.16       | 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        |      11313 | PA      | $11672.96      | 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        |    4686543 | PA      | $4398057.71    | 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        |      80459 | PA      | $79230.44      | 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        |       4361 | PA      | $4215.62       | 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        |       1774 | PA      | $1711.26       | 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        |      38478 | PA      | $38463.05      | 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        |      47877 | PA      | $48074.70      | 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        |        511 | PA      | $501.15        | 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        |      78069 | PA      | $74976.23      | 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        |       5278 | PA      | $5143.03       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 366777                      | CUSIP: 36204DM22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3784 | PA      | $3777.50       | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 471951                      | CUSIP: 36209HH40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8121 | PA      | $8139.07       | 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        |       5346 | PA      | $5374.77       | 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        |        387 | PA      | $374.49        | 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        |      37245 | PA      | $38314.69      | 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        |      33329 | PA      | $35453.84      | 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        |       4588 | PA      | $4333.89       | 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        |       1207 | PA      | $1167.37       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 667485                      | CUSIP: 36295DRE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48509 | PA      | $48523.68      | 0.00%             | 2037-06-15      | 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        |      11608 | PA      | $11497.26      | 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        |      42458 | PA      | $45477.08      | 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        |       3641 | PA      | $3718.05       | 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        |      63129 | PA      | $70013.09      | 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        |     999709 | PA      | $964610.15     | 0.01%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 755051                      | CUSIP: 36230PTG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19624 | PA      | $18897.18      | 0.00%             | 2042-08-15      | 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        |      42139 | PA      | $42206.78      | 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        |      11817 | PA      | $11829.63      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610436                      | CUSIP: 36202VEH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46148 | PA      | $45990.92      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 675209                      | CUSIP: 36295NDN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27272 | PA      | $27952.67      | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 3689                        | CUSIP: 36202EC23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25038 | PA      | $25669.67      | 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        |    8220043 | PA      | $7651098.89    | 0.05%             | 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        |      56889 | PA      | $57135.51      | 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        |      27686 | PA      | $28296.47      | 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        |      17550 | PA      | $17610.68      | 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        |      78398 | PA      | $78417.24      | 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        |       9164 | PA      | $9306.09       | 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        |        594 | PA      | $631.45        | 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        |       7531 | PA      | $7343.39       | 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        |       3275 | PA      | $3316.03       | 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        |     702147 | PA      | $679823.43     | 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        |     277892 | PA      | $273209.90     | 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        |      11748 | PA      | $11848.89      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610895                      | CUSIP: 36202VUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3028 | PA      | $3122.02       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 626065                      | CUSIP: 36291EQS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8571 | PA      | $8718.66       | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 361472                      | CUSIP: 36203WQZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1201 | PA      | $1198.50       | 0.00%             | 2023-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 688090                      | CUSIP: 36296DNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5895 | PA      | $6155.20       | 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        |        330 | PA      | $331.28        | 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        |      11749 | PA      | $11767.43      | 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        |      43367 | PA      | $43403.40      | 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        |      67277 | PA      | $68495.36      | 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        |      90258 | PA      | $94061.63      | 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        |       3383 | PA      | $3381.97       | 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        |        861 | PA      | $871.34        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 639084                      | CUSIP: 36291U6V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13769 | PA      | $13737.87      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 748730                      | CUSIP: 3620C4Y38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3798303 | PA      | $3780687.65    | 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        |     364872 | PA      | $378026.17     | 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        |      79692 | PA      | $82313.23      | 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        |     319661 | PA      | $321602.58     | 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        |     241211 | PA      | $247968.23     | 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        |     480102 | PA      | $467705.39     | 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        |     362530 | PA      | $370574.63     | 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        |      41987 | PA      | $43173.72      | 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        |      40005 | PA      | $39200.69      | 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        |     835449 | PA      | $876145.69     | 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        |      68558 | PA      | $67962.47      | 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        |       2187 | PA      | $2205.31       | 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        |      11974 | PA      | $11904.96      | 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        |    3807934 | PA      | $3316393.32    | 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        |      82207 | PA      | $84083.66      | 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        |     217856 | PA      | $221134.65     | 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        |      24380 | PA      | $26160.28      | 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        |      71100 | PA      | $70827.78      | 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        |      21525 | PA      | $22419.67      | 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        |       6916 | PA      | $7132.10       | 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        |      12702 | PA      | $13184.60      | 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        |     310398 | PA      | $321544.70     | 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        |      27497 | PA      | $28957.45      | 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        |      34010 | PA      | $34728.32      | 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        |      29209 | PA      | $30114.10      | 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        |     219367 | PA      | $225632.90     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 662033                      | CUSIP: 36294WPS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7833 | PA      | $8418.52       | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 574561                      | CUSIP: 36200WJE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93669 | PA      | $95686.68      | 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        |      12863 | PA      | $12911.77      | 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        |     579611 | PA      | $613286.65     | 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        |       8442 | PA      | $8737.17       | 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        |       7391 | PA      | $7555.98       | 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        |     137863 | PA      | $142798.72     | 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        |        509 | PA      | $537.21        | 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        |     188156 | PA      | $193015.80     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 612062                      | CUSIP: 36202W5X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         49 | PA      | $48.89         | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 495163                      | CUSIP: 36210LB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13344 | PA      | $13370.69      | 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        |     194371 | PA      | $200449.82     | 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        |      89312 | PA      | $92739.44      | 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        |       4033 | PA      | $4091.41       | 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        |      26327 | PA      | $26598.21      | 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        |     150095 | PA      | $151454.36     | 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        |      20065 | PA      | $20027.78      | 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        |      27525 | PA      | $28712.93      | 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        |       7366 | PA      | $7429.48       | 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        |    8315004 | PA      | $7178683.18    | 0.04%             | 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        |       3735 | PA      | $3768.86       | 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        |     351294 | PA      | $347681.35     | 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        |       5488 | PA      | $5827.34       | 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        |      67810 | PA      | $68532.14      | 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        |      33026 | PA      | $33794.45      | 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        |      59307 | PA      | $60918.00      | 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        |      10989 | PA      | $11116.20      | 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        |     169466 | PA      | $175251.36     | 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        |     821416 | PA      | $754634.84     | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 483942                      | CUSIP: 36209WS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        800 | PA      | $760.54        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 398147                      | CUSIP: 36205RHY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30056 | PA      | $30196.03      | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2009-40 PE                 | CUSIP: 38374VAA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1203533 | PA      | $1201214.88    | 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        |       6867 | PA      | $6789.91       | 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        |     574221 | PA      | $542433.72     | 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        |       1264 | PA      | $1293.52       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 472077                      | CUSIP: 36209HM28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9749 | PA      | $9819.46       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AC1864                      | CUSIP: 36179BB94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56669 | PA      | $52307.50      | 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        |      76701 | PA      | $76070.62      | 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        |      55993 | PA      | $57174.10      | 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        |      16344 | PA      | $15805.92      | 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        |    2866945 | PA      | $2924850.35    | 0.02%             | 2044-10-01      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 588141                      | CUSIP: 36201NLW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17467 | PA      | $17913.41      | 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        |       8427 | PA      | $8654.40       | 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        |     260278 | PA      | $267262.10     | 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        |       3742 | PA      | $3929.71       | 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        |        669 | PA      | $677.32        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 495947                      | CUSIP: 36210L5G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11111 | PA      | $11667.79      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506401                      | CUSIP: 36210YRW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9774 | PA      | $10247.22      | 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        |      54144 | PA      | $54050.83      | 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        |      46625 | PA      | $49195.24      | 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        |       4170 | PA      | $4310.68       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB9397                      | CUSIP: 36178WNN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     213172 | PA      | $206212.24     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 724190                      | CUSIP: 3620AARK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     606087 | PA      | $611555.58     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 354721                      | CUSIP: 36203PAW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        832 | PA      | $798.98        | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2015-144 CA                | CUSIP: 38379QD93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22372905 | PA      | $20132972.01   | 0.12%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 562428                      | CUSIP: 36213RYZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15317 | PA      | $15846.72      | 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        |       4121 | PA      | $4240.13       | 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        |     167397 | PA      | $169658.30     | 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        |     360250 | PA      | $356994.16     | 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        |      60995 | PA      | $62897.53      | 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        |      29469 | PA      | $29816.71      | 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        |      38993 | PA      | $41548.68      | 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        |      56504 | PA      | $60875.92      | 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        |      24686 | PA      | $25551.13      | 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        |      63764 | PA      | $65949.89      | 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        |       7303 | PA      | $7579.41       | 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        |  154821182 | PA      | $142828702.08  | 0.84%             | 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        |      10969 | PA      | $10936.06      | 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        |     126015 | PA      | $125465.90     | 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        |      29120 | PA      | $30582.23      | 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        |       3238 | PA      | $3387.70       | 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        |       9983 | PA      | $10002.51      | 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        |     271582 | PA      | $283233.19     | 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        |     193867 | PA      | $199257.79     | 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        |     112075 | PA      | $115675.54     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 625117                      | CUSIP: 36291DPA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42746 | PA      | $43595.86      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 716055                      | CUSIP: 3620A1QG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43092 | PA      | $43252.21      | 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        |       8892 | PA      | $9272.61       | 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        |      21347 | PA      | $21635.63      | 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        |     671528 | PA      | $685993.42     | 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        |      22212 | PA      | $22494.77      | 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        |      45136 | PA      | $48403.29      | 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        |      16787 | PA      | $16914.54      | 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        |      31746 | PA      | $33713.15      | 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        |      30690 | PA      | $31741.39      | 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        |     863743 | PA      | $861430.50     | 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        |      65017 | PA      | $65165.40      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 348251                      | CUSIP: 36203FZQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        542 | PA      | $540.17        | 0.00%             | 2023-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 649482                      | CUSIP: 36292HRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76389 | PA      | $77873.93      | 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        |     414492 | PA      | $381725.97     | 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        |      97327 | PA      | $93151.11      | 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        |    2186934 | PA      | $2171457.80    | 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        |      13308 | PA      | $13320.06      | 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        |      72792 | PA      | $74320.67      | 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        |      15780 | PA      | $16089.15      | 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        |    1621470 | PA      | $1502419.75    | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 354809                      | CUSIP: 36203PDN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        172 | PA      | $174.46        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 570588                      | CUSIP: 36200R2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2821 | PA      | $2877.02       | 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        |       7592 | PA      | $7680.17       | 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        |      69286 | PA      | $71089.58      | 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        |    1577830 | PA      | $1493085.96    | 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        |       6652 | PA      | $6656.99       | 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        |      62017 | PA      | $64123.01      | 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        |      28094 | PA      | $29055.18      | 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        |      35293 | PA      | $35606.36      | 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        |       2867 | PA      | $2879.84       | 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        |       2307 | PA      | $2338.15       | 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        |   23258180 | PA      | $22356478.82   | 0.13%             | 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        |     116487 | PA      | $115665.96     | 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        |      16919 | PA      | $16922.22      | 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        |      50390 | PA      | $51138.60      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 569278                      | CUSIP: 36200QM35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2164 | PA      | $2154.72       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                | FHR 2162 PH                    | CUSIP: 3133TLBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8728 | PA      | $8835.69       | 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        |      12470 | PA      | $12478.28      | 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        |      82300 | PA      | $87363.18      | 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        |       9863 | PA      | $9852.90       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 360226                      | CUSIP: 36203VD72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        571 | PA      | $569.62        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 495230                      | CUSIP: 36210LEB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15257 | PA      | $15176.28      | 0.00%             | 2029-01-15      | 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        |        174 | PA      | $175.08        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 664341                      | CUSIP: 36295ABJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27366 | PA      | $27376.05      | 0.00%             | 2037-02-15      | 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        |     245361 | PA      | $219125.25     | 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        |       1107 | PA      | $1113.01       | 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        |     144046 | PA      | $147589.59     | 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        |      51632 | PA      | $52704.45      | 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        |       1539 | PA      | $1556.74       | 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        |        495 | PA      | $490.52        | 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        |      70626 | PA      | $71494.81      | 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        |      75805 | PA      | $75054.17      | 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        |     752695 | PA      | $767892.13     | 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        |     734379 | PA      | $734452.05     | 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        |    3037992 | PA      | $2755276.30    | 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        |       1222 | PA      | $1235.84       | 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        |       1734 | PA      | $1679.24       | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 352793                      | CUSIP: 36203L3A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        105 | PA      | $104.81        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 626093                      | CUSIP: 36291ERN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1163 | PA      | $1182.65       | 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        |      36565 | PA      | $36865.93      | 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        |    1464081 | PA      | $1373191.45    | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 378045                      | CUSIP: 36204R5E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3098 | PA      | $3086.80       | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 663864                      | CUSIP: 36294YQR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102474 | PA      | $104904.71     | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 631671                      | CUSIP: 36291LW84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21416 | PA      | $21827.89      | 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        |      37139 | PA      | $38596.64      | 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        |       1671 | PA      | $1690.50       | 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        |     323114 | PA      | $311755.38     | 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        |       1132 | PA      | $1129.28       | 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        |      27099 | PA      | $27536.12      | 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        |     387235 | PA      | $407305.52     | 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        |      69512 | PA      | $66868.18      | 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        |        562 | PA      | $567.27        | 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        |      49836 | PA      | $49978.18      | 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        |       8629 | PA      | $8879.31       | 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        |       6572 | PA      | $6628.14       | 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        |      66600 | PA      | $67081.76      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 456340                      | CUSIP: 36208N4Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2317 | PA      | $2331.33       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA6413                      | CUSIP: 36178EDS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1221318 | PA      | $1179506.05    | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 467789                      | CUSIP: 36209CUN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20136 | PA      | $20315.34      | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605615                      | CUSIP: 36200NYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25886 | PA      | $25738.85      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470302                      | CUSIP: 36209FNT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3294 | PA      | $3339.94       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 629463                      | CUSIP: 36291JJG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28776 | PA      | $30501.88      | 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        |    5327697 | PA      | $5393936.48    | 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        |       8735 | PA      | $8727.31       | 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        |      41450 | PA      | $41429.31      | 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        |    2192735 | PA      | $2126921.25    | 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        |      25050 | PA      | $25183.66      | 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        |     354673 | PA      | $364232.96     | 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        |     160358 | PA      | $168531.67     | 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        |      39376 | PA      | $39757.29      | 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        |     137900 | PA      | $143982.81     | 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        |      75600 | PA      | $75589.28      | 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        |      68426 | PA      | $70489.64      | 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        |       7409 | PA      | $7497.78       | 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        |      35845 | PA      | $37070.83      | 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        |     171634 | PA      | $172792.06     | 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        |      12344 | PA      | $12321.69      | 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        |       7380 | PA      | $7309.77       | 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        |      92795 | PA      | $92559.00      | 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        |       2716 | PA      | $2739.94       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 352824                      | CUSIP: 36203L4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        461 | PA      | $467.70        | 0.00%             | 2024-04-15      | 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        |      61804 | PA      | $63071.69      | 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        |      27530 | PA      | $28271.87      | 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        |    4625071 | PA      | $4285725.93    | 0.03%             | 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        |     592143 | PA      | $617920.87     | 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        |      15045 | PA      | $15359.93      | 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        |       1155 | PA      | $1164.21       | 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        |     267145 | PA      | $275167.45     | 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        |     443978 | PA      | $428368.38     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 689463                      | CUSIP: 36296E5Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     183830 | PA      | $189481.49     | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 619487                      | CUSIP: 36290WF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58377 | PA      | $60349.36      | 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        |      48135 | PA      | $48124.05      | 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        |     671734 | PA      | $636072.75     | 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        |       4518 | PA      | $4669.38       | 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        |      37437 | PA      | $37599.71      | 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        |      83771 | PA      | $90116.51      | 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        |      16539 | PA      | $15955.55      | 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        |        914 | PA      | $905.72        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 747122                      | CUSIP: 3620C3AX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127461 | PA      | $131837.34     | 0.00%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 627094                      | CUSIP: 36291FUT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16628 | PA      | $16494.34      | 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        |      38651 | PA      | $40299.46      | 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        |      16613 | PA      | $16822.76      | 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        |       5909 | PA      | $5967.50       | 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        |       7809 | PA      | $7878.69       | 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        |        241 | PA      | $249.02        | 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        |     103516 | PA      | $107031.31     | 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        |       5778 | PA      | $5829.71       | 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        |   30933631 | PA      | $29485213.30   | 0.17%             | 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        |      50924 | PA      | $52669.94      | 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        |      59392 | PA      | $59519.60      | 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        |      17918 | PA      | $18473.84      | 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        |       3295 | PA      | $3322.66       | 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        |       5484 | PA      | $5806.96       | 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        |     180182 | PA      | $184978.61     | 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        |      59938 | PA      | $61863.26      | 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        |   43180264 | PA      | $41613662.82   | 0.25%             | 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        |      12787 | PA      | $13588.79      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 589546                      | CUSIP: 36201P5F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42017 | PA      | $44271.41      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 430752                      | CUSIP: 36207FQD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        942 | PA      | $910.62        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 703192                      | CUSIP: 36296WF92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54625 | PA      | $50511.44      | 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        |      91856 | PA      | $96491.30      | 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        |      13436 | PA      | $12998.52      | 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        |      10368 | PA      | $10412.93      | 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        |      22541 | PA      | $23746.71      | 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        |        428 | PA      | $458.11        | 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        |      34110 | PA      | $36268.51      | 0.00%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473141                      | CUSIP: 36209JS69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        559 | PA      | $564.51        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB9502                      | CUSIP: 36178WRX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     210106 | PA      | $203246.17     | 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        |      29461 | PA      | $30274.96      | 0.00%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470226                      | CUSIP: 36209FLF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1097 | PA      | $1093.55       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AQ7387                      | CUSIP: 36189YF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     607825 | PA      | $558959.39     | 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        |       6215 | PA      | $6291.85       | 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        |      26069 | PA      | $26023.91      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 671139                      | CUSIP: 36295HS43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31546 | PA      | $31555.15      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 626494                      | CUSIP: 36291E7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53252 | PA      | $54839.12      | 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        |       3531 | PA      | $3566.28       | 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        |      98893 | PA      | $106489.84     | 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        |      49324 | PA      | $52379.38      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 487587                      | CUSIP: 36210BUL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1004 | PA      | $1018.29       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD3655                      | CUSIP: 36180FBY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21407 | PA      | $20217.61      | 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        |       1571 | PA      | $1677.91       | 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        |     224801 | PA      | $232582.86     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 569964                      | CUSIP: 36200RFD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         17 | PA      | $16.77         | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 629931                      | CUSIP: 36291JY46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18568 | PA      | $18937.12      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 480384                      | CUSIP: 36209SUH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11204 | PA      | $11313.72      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 523002                      | CUSIP: 36211UAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2314 | PA      | $2340.77       | 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        |      57579 | PA      | $57564.04      | 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        |      18520 | PA      | $17907.56      | 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        |       4706 | PA      | $4750.51       | 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        |      19593 | PA      | $19982.57      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 663779                      | CUSIP: 36294YM43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15533 | PA      | $16222.74      | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 711541                      | CUSIP: 36297GP20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     994885 | PA      | $941490.75     | 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        |    2109331 | PA      | $1938478.46    | 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        |       7190 | PA      | $7207.83       | 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        |      16333 | PA      | $16804.30      | 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        |     411730 | PA      | $411767.10     | 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        |      11571 | PA      | $11611.91      | 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        |    7554032 | PA      | $7129862.13    | 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        |   34570229 | PA      | $31480248.93   | 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        |      12457 | PA      | $12265.71      | 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        |     199701 | PA      | $208276.26     | 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        |      41189 | PA      | $43238.41      | 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        |       3415 | PA      | $3481.61       | 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        |     567428 | PA      | $525262.64     | 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        |        773 | PA      | $805.47        | 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        |      79485 | PA      | $82210.71      | 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        |       3996 | PA      | $4065.21       | 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        |      31256 | PA      | $30947.55      | 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        |    4113591 | PA      | $4027324.25    | 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        |       3224 | PA      | $3108.17       | 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        |       2843 | PA      | $2866.07       | 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        |       5688 | PA      | $5698.14       | 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        |      11058 | PA      | $11711.82      | 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        |      65462 | PA      | $67315.21      | 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        |     348109 | PA      | $352378.34     | 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        |       6747 | PA      | $6966.85       | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08701                      | CUSIP: 3128MJX70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     178852 | PA      | $165666.36     | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 583298                      | CUSIP: 36201G7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        627 | PA      | $631.65        | 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        |     425369 | PA      | $443326.66     | 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        |       1053 | PA      | $1094.56       | 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        |       3630 | PA      | $3649.75       | 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        |       8370 | PA      | $7712.75       | 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        |     296548 | PA      | $310649.62     | 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        |        676 | PA      | $680.66        | 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        |      15888 | PA      | $16198.94      | 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        |       3040 | PA      | $3109.65       | 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        |      14223 | PA      | $14523.07      | 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        |     577442 | PA      | $602553.04     | 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        |     434905 | PA      | $400607.96     | 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        |      12855 | PA      | $13012.65      | 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        |      99081 | PA      | $92277.86      | 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        |      14287 | PA      | $14895.00      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 516170                      | CUSIP: 36211LMT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1107 | PA      | $1121.51       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 398651                      | CUSIP: 36205RZQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1580 | PA      | $1606.78       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 697929                      | CUSIP: 36296QLJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3014 | PA      | $2921.94       | 0.00%             | 2039-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 591992                      | CUSIP: 36201SUR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2143 | PA      | $2135.57       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AJ3916                      | CUSIP: 36182YK57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15393 | PA      | $14544.09      | 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        |       3607 | PA      | $3692.58       | 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        |      43662 | PA      | $45015.00      | 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        |      27196 | PA      | $27413.87      | 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        |        946 | PA      | $897.01        | 0.00%             | 2026-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 462776                      | CUSIP: 36208WCM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        459 | PA      | $443.63        | 0.00%             | 2028-07-15      | 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        |       7494 | PA      | $7564.59       | 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        |      79262 | PA      | $81979.06      | 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        |      57204 | PA      | $58415.17      | 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        |       9367 | PA      | $9444.89       | 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        |      79225 | PA      | $72412.32      | 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        |     555502 | PA      | $510275.45     | 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        |      87937 | PA      | $87602.14      | 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        |     112159 | PA      | $108327.44     | 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        |      13659 | PA      | $13772.30      | 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        |        714 | PA      | $735.72        | 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        |    1987157 | PA      | $1863489.87    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA5119                      | CUSIP: 36178CVL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85540 | PA      | $82386.46      | 0.00%             | 2042-08-15      | 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        |      84439 | PA      | $85070.14      | 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        |     308192 | PA      | $316246.76     | 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        |       1948 | PA      | $1958.78       | 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        |      31211 | PA      | $32317.92      | 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        |      78590 | PA      | $81278.71      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 679247                      | CUSIP: 36295STC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30512 | PA      | $31601.83      | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 629347                      | CUSIP: 36291JEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87823 | PA      | $87781.15      | 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        |       3438 | PA      | $3413.77       | 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        |     140920 | PA      | $145751.87     | 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        |       3332 | PA      | $3366.63       | 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        |      40041 | PA      | $41783.94      | 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        |     234698 | PA      | $234070.10     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 487281                      | CUSIP: 36210BJ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5897 | PA      | $5952.76       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 641243                      | CUSIP: 36291XLY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31418 | PA      | $31823.61      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 589505                      | CUSIP: 36201P3N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1527 | PA      | $1633.27       | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 346525                      | CUSIP: 36203D4J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         24 | PA      | $24.30         | 0.00%             | 2023-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 692325                      | CUSIP: 36296JD69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23774 | PA      | $23968.49      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473646                      | CUSIP: 36209KET1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4736 | PA      | $4760.27       | 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        |       6155 | PA      | $6243.35       | 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        |      33139 | PA      | $34579.55      | 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        |      22286 | PA      | $22305.02      | 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        |    4957065 | PA      | $4578219.37    | 0.03%             | 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        |     946082 | PA      | $906513.92     | 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        |      66699 | PA      | $68877.12      | 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        |     966640 | PA      | $925923.84     | 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        |       7916 | PA      | $7992.30       | 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        |      24566 | PA      | $26285.64      | 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        |       3583 | PA      | $3626.00       | 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        |      31325 | PA      | $31972.58      | 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        |      10689 | PA      | $10817.84      | 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        |      71651 | PA      | $74100.20      | 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        |     413864 | PA      | $389667.88     | 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        |     742400 | PA      | $710568.20     | 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        |    2268014 | PA      | $2334099.17    | 0.01%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 690155                      | CUSIP: 36296FWQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48034 | PA      | $50423.57      | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 655342                      | CUSIP: 36294PBK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8725 | PA      | $8774.62       | 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        |      20139 | PA      | $21215.78      | 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        |      19438 | PA      | $20005.37      | 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        |    8054372 | PA      | $6870862.66    | 0.04%             | 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        |      14953 | PA      | $15070.16      | 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        |      23370 | PA      | $23544.28      | 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        |      11638 | PA      | $11888.20      | 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        |      65847 | PA      | $67262.44      | 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        |       3958 | PA      | $3980.42       | 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        |       7363 | PA      | $7667.56       | 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        |      20179 | PA      | $21460.02      | 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        |       8443 | PA      | $8611.54       | 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        |     362181 | PA      | $361210.98     | 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        |      88902 | PA      | $94734.61      | 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        |     132123 | PA      | $136653.15     | 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        |      12746 | PA      | $12874.12      | 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        |    8539888 | PA      | $8216436.33    | 0.05%             | 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        |     233793 | PA      | $244363.01     | 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        |     122698 | PA      | $127462.79     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3933                      | CUSIP: 36179SLN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174962 | PA      | $147098.47     | 0.00%             | 2044-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 492705                      | CUSIP: 36210HKS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4042 | PA      | $3908.66       | 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        |     159815 | PA      | $165095.09     | 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        |      87795 | PA      | $90614.74      | 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        |      25267 | PA      | $26924.17      | 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        |       3733 | PA      | $3613.96       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 619015                      | CUSIP: 36290VVG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7098 | PA      | $7102.73       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 769837                      | CUSIP: 36176MBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     452952 | PA      | $450792.07     | 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        |       3528 | PA      | $3485.22       | 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        |      12409 | PA      | $11983.05      | 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        |      13811 | PA      | $14347.24      | 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        |      47145 | PA      | $50078.10      | 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        |       6825 | PA      | $6747.63       | 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        |       1766 | PA      | $1826.11       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 493360                      | CUSIP: 36210JB56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1538 | PA      | $1532.28       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 732438                      | CUSIP: 3620AKV78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5922 | PA      | $5961.71       | 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        |       7848 | PA      | $7966.43       | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603714                      | CUSIP: 36200KVF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        663 | PA      | $716.80        | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 699237                      | CUSIP: 36296RZA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4480 | PA      | $4529.62       | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474216                      | CUSIP: 36209KYM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6873 | PA      | $7132.68       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 749860                      | CUSIP: 3620C6B53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     332326 | PA      | $331435.87     | 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        |    1183995 | PA      | $1106420.22    | 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        |     258551 | PA      | $263688.18     | 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        |       8020 | PA      | $8428.57       | 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        |      22647 | PA      | $22844.46      | 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        |     186064 | PA      | $192368.98     | 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        |     996828 | PA      | $934938.86     | 0.01%             | 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        |      11956 | PA      | $11716.47      | 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        |       6085 | PA      | $6272.37       | 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        |       4592 | PA      | $4548.20       | 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        |        920 | PA      | $927.99        | 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        |       3425 | PA      | $3574.92       | 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        |       7613 | PA      | $8145.71       | 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        |       3608 | PA      | $3732.73       | 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        |      19780 | PA      | $19964.61      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 658958                      | CUSIP: 36294TB38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131073 | PA      | $126366.39     | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA6919                      | CUSIP: 3133KNVL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2990517 | PA      | $2818856.93    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490970                      | CUSIP: 36210FMT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20606 | PA      | $21181.79      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 471895                      | CUSIP: 36209HGC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        632 | PA      | $637.17        | 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        |       2717 | PA      | $2748.98       | 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        |       1697 | PA      | $1788.23       | 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        |      57983 | PA      | $59991.99      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 582999                      | CUSIP: 36201GUY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32729 | PA      | $32724.65      | 0.00%             | 2034-06-15      | 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        |     304717 | PA      | $295136.35     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 352056                      | CUSIP: 36203LBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          9 | PA      | $8.15          | 0.00%             | 2023-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 784682                      | CUSIP: 3622AACT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23842263 | PA      | $23098513.03   | 0.14%             | 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        |    1788969 | PA      | $1898933.29    | 0.01%             | 2031-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 353164                      | CUSIP: 36203MJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        290 | PA      | $278.20        | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 500682                      | CUSIP: 36210SFX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2257 | PA      | $2269.29       | 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        |     156485 | PA      | $165652.18     | 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        |      73906 | PA      | $77446.41      | 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        |       5348 | PA      | $5597.28       | 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        |       3585 | PA      | $3634.56       | 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        |      50105 | PA      | $50273.46      | 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        |      64773 | PA      | $64599.26      | 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        |       5206 | PA      | $5302.91       | 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        |      13838 | PA      | $14654.04      | 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        |     515766 | PA      | $499309.79     | 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        |       5100 | PA      | $5153.14       | 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        |     653470 | PA      | $641579.76     | 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        |      99901 | PA      | $102785.19     | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 685483                      | CUSIP: 36296ARC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43167 | PA      | $44453.85      | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 539827                      | CUSIP: 36212PVU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6997 | PA      | $7122.97       | 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        |     150919 | PA      | $156139.79     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AE1943                      | CUSIP: 36180UEQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124837 | PA      | $120610.04     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 736163                      | CUSIP: 3620APZ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159884 | PA      | $165017.50     | 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        |       3897 | PA      | $4127.05       | 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        |      22082 | PA      | $22398.82      | 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        |       4125 | PA      | $4216.59       | 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        |      15770 | PA      | $15743.92      | 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        |      38857 | PA      | $40189.17      | 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        |        766 | PA      | $745.43        | 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        |        555 | PA      | $526.52        | 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        |     196200 | PA      | $185715.36     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2022-177 LA                | CUSIP: 38383UB82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7368156 | PA      | $7205618.47    | 0.04%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 571939                      | CUSIP: 36200TLU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        486 | PA      | $495.58        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 447924                      | CUSIP: 36208DSM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        629 | PA      | $630.97        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 347515                      | CUSIP: 36203FAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        750 | PA      | $749.43        | 0.00%             | 2024-04-15      | 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        |     137503 | PA      | $142473.40     | 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        |      32858 | PA      | $32954.76      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 383582                      | CUSIP: 36204YCT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         69 | PA      | $69.64         | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 592735                      | CUSIP: 36201TPU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     282882 | PA      | $292580.52     | 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        |      35726 | PA      | $36435.80      | 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        |      44437 | PA      | $45320.87      | 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        |      59531 | PA      | $63680.24      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 370937                      | CUSIP: 36204JBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        189 | PA      | $190.99        | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 620647                      | CUSIP: 36290XP87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6034 | PA      | $6095.30       | 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        |    1966996 | PA      | $1807349.45    | 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        |      79238 | PA      | $81310.65      | 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        |     333605 | PA      | $323437.41     | 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        |      87178 | PA      | $90199.08      | 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        |      22951 | PA      | $23256.17      | 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        |      33664 | PA      | $34816.32      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 621308                      | CUSIP: 36290YGR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12184 | PA      | $12063.47      | 0.00%             | 2034-12-15      | 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        |       8462 | PA      | $8500.13       | 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        |        648 | PA      | $655.54        | 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        |      42940 | PA      | $43669.63      | 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        |     389220 | PA      | $375734.47     | 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        |      71156 | PA      | $70920.93      | 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        |      89432 | PA      | $93377.91      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 359243                      | CUSIP: 36203UBL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2344 | PA      | $2335.76       | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 675403                      | CUSIP: 36295NKQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62835 | PA      | $63899.64      | 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        |     365305 | PA      | $375127.54     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 499506                      | CUSIP: 36210Q3P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28514 | PA      | $28196.87      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 368672                      | CUSIP: 36204FQZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         73 | PA      | $72.33         | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 422527                      | CUSIP: 36206VLG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2825 | PA      | $2832.36       | 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        |      41938 | PA      | $42316.20      | 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        |      95233 | PA      | $96037.75      | 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        |      16617 | PA      | $16692.45      | 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        |       3857 | PA      | $3896.86       | 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        |     124323 | PA      | $123754.92     | 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        |       7002 | PA      | $6922.39       | 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        |       3830 | PA      | $3769.59       | 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        |      41566 | PA      | $40269.54      | 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        |      28523 | PA      | $29954.35      | 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        |     109412 | PA      | $113125.45     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 468963                      | CUSIP: 36209D5Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4889 | PA      | $4944.37       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 593251                      | CUSIP: 36201UBU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70173 | PA      | $70310.49      | 0.00%             | 2032-11-15      | 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        |       5794 | PA      | $5738.30       | 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        |     217658 | PA      | $232773.59     | 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        |      14394 | PA      | $14439.17      | 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        |     838005 | PA      | $778161.22     | 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        |    7504081 | PA      | $7066617.91    | 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        |      14784 | PA      | $15526.71      | 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        |     355906 | PA      | $365479.68     | 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        |       8361 | PA      | $8438.20       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491996                      | CUSIP: 36210GRR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24796 | PA      | $26042.92      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 622122                      | CUSIP: 36291AD30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76393 | PA      | $79015.87      | 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        |   13143422 | PA      | $12994136.87   | 0.08%             | 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        |       5292 | PA      | $5319.11       | 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        |     100573 | PA      | $107610.81     | 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        |       1811 | PA      | $1938.13       | 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        |     831718 | PA      | $851764.41     | 0.01%             | 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        |     229108 | PA      | $238606.30     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 465261                      | CUSIP: 36208YZ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1330 | PA      | $1340.59       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 616962                      | CUSIP: 36290TMK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11783 | PA      | $12187.51      | 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        |     568528 | PA      | $537094.43     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 623645                      | CUSIP: 36291BZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4544 | PA      | $4685.07       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AE7025                      | CUSIP: 36181AYW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1319307 | PA      | $1196476.94    | 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        |    3971248 | PA      | $3955800.64    | 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        |      24832 | PA      | $25196.65      | 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        |      62669 | PA      | $63487.07      | 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        |     719439 | PA      | $661096.53     | 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        |       4528 | PA      | $4530.96       | 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        |      34114 | PA      | $34369.19      | 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        |      31786 | PA      | $34072.87      | 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        |       6773 | PA      | $6816.31       | 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        |     883533 | PA      | $881167.07     | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 512904                      | CUSIP: 36211GX99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14351 | PA      | $14493.71      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 705596                      | CUSIP: 36296Y3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8286 | PA      | $8522.67       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 510932                      | CUSIP: 36211ESV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1664 | PA      | $1667.93       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476757                      | CUSIP: 36209NTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31438 | PA      | $31549.39      | 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        |       5500 | PA      | $5845.55       | 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        |      24293 | PA      | $26062.14      | 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        |     341960 | PA      | $345040.39     | 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        |       3799 | PA      | $3936.71       | 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        |     380737 | PA      | $397193.59     | 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        |     190443 | PA      | $180144.34     | 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        |       2868 | PA      | $2773.15       | 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        |     729371 | PA      | $670073.87     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 513649                      | CUSIP: 36211HTE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1424 | PA      | $1419.08       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 503400                      | CUSIP: 36210VGH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46758 | PA      | $47428.68      | 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        |     246543 | PA      | $238196.81     | 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        |      53162 | PA      | $53407.28      | 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        |      52601 | PA      | $53535.60      | 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        |       3898 | PA      | $3970.54       | 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        |       3222 | PA      | $3142.10       | 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        |       3977 | PA      | $4150.61       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 667787                      | CUSIP: 36295D2U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58535 | PA      | $58552.28      | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 337546                      | CUSIP: 36224S5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         24 | PA      | $24.05         | 0.00%             | 2023-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 602692                      | CUSIP: 36200JRM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46287 | PA      | $48276.58      | 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        |    3579900 | PA      | $3567368.90    | 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        |     103671 | PA      | $98168.73      | 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        |     231332 | PA      | $223815.01     | 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        |       5386 | PA      | $5498.78       | 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        |     112005 | PA      | $112022.96     | 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        |      54940 | PA      | $55464.26      | 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        |       1587 | PA      | $1601.21       | 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        |       1842 | PA      | $1784.16       | 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        |     209453 | PA      | $215352.50     | 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        |      57231 | PA      | $52825.57      | 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        |      76406 | PA      | $76255.88      | 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        |      15039 | PA      | $15019.28      | 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        |        982 | PA      | $988.95        | 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        |      13850 | PA      | $14931.47      | 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        |       5459 | PA      | $5522.52       | 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        |        624 | PA      | $621.85        | 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        |    9621974 | PA      | $8324180.96    | 0.05%             | 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        |     785415 | PA      | $758515.71     | 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        |       2366 | PA      | $2412.75       | 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        |     140126 | PA      | $153206.54     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 433992                      | CUSIP: 36207KC57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5268 | PA      | $5092.34       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 604901                      | CUSIP: 36200NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47887 | PA      | $49516.70      | 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        |   11043231 | PA      | $10992740.86   | 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        |      30893 | PA      | $31855.39      | 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        |       9111 | PA      | $8865.42       | 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        |      25354 | PA      | $25672.03      | 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        |     237227 | PA      | $247186.97     | 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        |     546646 | PA      | $578859.89     | 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        |      15205 | PA      | $16147.17      | 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        |    1840708 | PA      | $1920824.31    | 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        |      36791 | PA      | $39634.71      | 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        |     108285 | PA      | $113063.92     | 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        |      10062 | PA      | $10410.33      | 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        |     257519 | PA      | $266316.50     | 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        |       7823 | PA      | $7836.05       | 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        |      20924 | PA      | $20760.08      | 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        |      54245 | PA      | $55504.46      | 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        |      38943 | PA      | $39754.35      | 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        |     539548 | PA      | $522004.20     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 760741                      | CUSIP: 36176A5A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118738 | PA      | $115695.51     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 507082                      | CUSIP: 36211AJ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10595 | PA      | $10752.71      | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 487508                      | CUSIP: 36210BR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13342 | PA      | $13541.54      | 0.00%             | 2029-05-15      | 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        |      28982 | PA      | $32151.31      | 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        |       9104 | PA      | $9279.59       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 446768                      | CUSIP: 36208CJM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        190 | PA      | $191.61        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 626468                      | CUSIP: 36291E6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2718 | PA      | $2705.85       | 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        |        425 | PA      | $439.72        | 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        |      54161 | PA      | $56020.22      | 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        |      48557 | PA      | $49494.01      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 503877                      | CUSIP: 36210VXE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21088 | PA      | $21330.09      | 0.00%             | 2029-03-15      | 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        |      44930 | PA      | $41516.86      | 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        |      44364 | PA      | $45255.18      | 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        |      24910 | PA      | $24901.83      | 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        |      89786 | PA      | $90690.82      | 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        |       2775 | PA      | $2809.92       | 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        |      45581 | PA      | $46994.60      | 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        |       6920 | PA      | $6818.34       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 719205                      | CUSIP: 3620A5AE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2949826 | PA      | $3025484.31    | 0.02%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 589576                      | CUSIP: 36201P6M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90185 | PA      | $92977.04      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 433645                      | CUSIP: 36207JWE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21256 | PA      | $22323.63      | 0.00%             | 2028-03-15      | 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        |     120425 | PA      | $124243.80     | 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        |    4535833 | PA      | $4284335.53    | 0.03%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 368964                      | CUSIP: 36204FZ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         22 | PA      | $22.67         | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1758                      | CUSIP: 36179N5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129391 | PA      | $115289.40     | 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        |       1692 | PA      | $1762.65       | 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        |      45581 | PA      | $46567.75      | 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        |     161531 | PA      | $165280.52     | 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        |      98590 | PA      | $95990.11      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AO7289                      | CUSIP: 3617A8C23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1154783 | PA      | $1070199.00    | 0.01%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 761439                      | CUSIP: 36176BV87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111905 | PA      | $111699.87     | 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        |       2200 | PA      | $2237.67       | 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        |      51366 | PA      | $52094.23      | 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        |        814 | PA      | $813.55        | 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        |     119287 | PA      | $118204.29     | 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        |    1225457 | PA      | $1213950.49    | 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        |      45256 | PA      | $49476.72      | 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        |      47328 | PA      | $48346.27      | 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        |       4584 | PA      | $4430.03       | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 392075                      | CUSIP: 36205JQ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        516 | PA      | $514.14        | 0.00%             | 2024-05-15      | 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        |       1840 | PA      | $1839.23       | 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        |     169464 | PA      | $168372.49     | 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        |     168178 | PA      | $155744.96     | 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        |        583 | PA      | $585.34        | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 452954                      | CUSIP: 36208KE39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7818 | PA      | $7560.11       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 462113                      | CUSIP: 36208VK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1553 | PA      | $1563.06       | 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        |     522767 | PA      | $494681.53     | 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        |      19062 | PA      | $19540.18      | 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        |      33583 | PA      | $33708.97      | 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        |     205233 | PA      | $212266.22     | 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        |       5512 | PA      | $5583.46       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q32932                      | CUSIP: 3132QPHJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32698 | PA      | $32723.43      | 0.00%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 487493                      | CUSIP: 36210BRN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2909 | PA      | $2928.43       | 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        |      14395 | PA      | $14423.12      | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2SF 4 2/23                    | CUSIP: 21H040624<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  194305000 | PA      | $188718731.25  | 1.11%             | 2023-02-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 495578                      | CUSIP: 36210LQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14277 | PA      | $14423.13      | 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        |      98126 | PA      | $92673.60      | 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        |     375889 | PA      | $386016.72     | 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        |   10823725 | PA      | $11363336.57   | 0.07%             | 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        |      35629 | PA      | $36730.92      | 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        |        524 | PA      | $523.90        | 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        |       8965 | PA      | $9222.31       | 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        |       6990 | PA      | $7490.39       | 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        |       7461 | PA      | $7568.03       | 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        |     428723 | PA      | $418494.77     | 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        |      74285 | PA      | $76412.77      | 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        |      10151 | PA      | $10145.67      | 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        |      57458 | PA      | $54539.40      | 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        |    3988297 | PA      | $3759559.35    | 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        |     593372 | PA      | $537940.02     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 701190                      | CUSIP: 36296T7B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4170 | PA      | $4175.98       | 0.00%             | 2023-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 612715                      | CUSIP: 36202XVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5479 | PA      | $5586.44       | 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        |     366250 | PA      | $376127.50     | 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        |     167042 | PA      | $167382.09     | 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        |     181905 | PA      | $193182.02     | 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        |      67264 | PA      | $69529.45      | 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        |      83300 | PA      | $89520.66      | 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        |      24446 | PA      | $25209.80      | 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        |    2938865 | PA      | $2831514.39    | 0.02%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476150                      | CUSIP: 36209M5K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1031 | PA      | $1067.27       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6153                      | CUSIP: 36179UZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1075056 | PA      | $989465.51     | 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        |      19062 | PA      | $19931.41      | 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        |      61341 | PA      | $61769.20      | 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        |     836402 | PA      | $834967.32     | 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        |      94894 | PA      | $95628.64      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376399                      | CUSIP: 36204QDC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          8 | PA      | $8.06          | 0.00%             | 2024-02-15      | 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        |       4786 | PA      | $4822.88       | 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        |       2334 | PA      | $2442.62       | 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        |     184392 | PA      | $178837.54     | 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        |       5927 | PA      | $5869.73       | 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        |     160454 | PA      | $160238.49     | 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        |     276731 | PA      | $282734.97     | 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        |     565396 | PA      | $534835.13     | 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        |        989 | PA      | $1071.07       | 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        |     577050 | PA      | $612640.08     | 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        |     916153 | PA      | $866571.15     | 0.01%             | 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        |      76755 | PA      | $80090.38      | 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        |      19684 | PA      | $20673.37      | 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        |      45205 | PA      | $44773.65      | 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        |     216879 | PA      | $218590.52     | 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        |       7351 | PA      | $7456.06       | 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        |       6324 | PA      | $6596.37       | 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        |      25165 | PA      | $25801.36      | 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        |    1071238 | PA      | $1050196.75    | 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        |     512922 | PA      | $511797.78     | 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        |      27982 | PA      | $28583.84      | 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        |      85360 | PA      | $86061.34      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 498229                      | CUSIP: 36210PPN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10505 | PA      | $10631.15      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 609456                      | CUSIP: 36202UBZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60091 | PA      | $59605.29      | 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        |       2766 | PA      | $2860.03       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738317                      | CUSIP: 3620ASG29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60370 | PA      | $60869.23      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 553992                      | CUSIP: 36213GNH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8632 | PA      | $8677.34       | 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        |      69929 | PA      | $67270.75      | 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        |      20831 | PA      | $19702.97      | 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        |      53839 | PA      | $54109.18      | 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        |      76703 | PA      | $76204.09      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 444648                      | CUSIP: 36207W5H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5442 | PA      | $5422.66       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 569086                      | CUSIP: 36200QF33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45051 | PA      | $46024.03      | 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        |       1822 | PA      | $1935.28       | 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        |      30647 | PA      | $30836.57      | 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        |       4016 | PA      | $4032.95       | 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        |      11195 | PA      | $11184.24      | 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        |     537320 | PA      | $487711.92     | 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        |      56688 | PA      | $58621.88      | 0.00%             | 2039-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 463773                      | CUSIP: 36208XFN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14530 | PA      | $14556.14      | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 637745                      | CUSIP: 36291TP69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96931 | PA      | $100369.91     | 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        |      78396 | PA      | $81100.47      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 696566                      | CUSIP: 36296NZ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62229 | PA      | $63448.44      | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 638331                      | CUSIP: 36291UEC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38291 | PA      | $39604.28      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 655284                      | CUSIP: 36294N6V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20218 | PA      | $21245.75      | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 645897                      | CUSIP: 36292DRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114317 | PA      | $117363.94     | 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        |      49008 | PA      | $45046.94      | 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        |     107988 | PA      | $112528.62     | 0.00%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 430653                      | CUSIP: 36207FMA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        699 | PA      | $697.52        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD4097                      | CUSIP: 36180FRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92066 | PA      | $88924.93      | 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        |       8999 | PA      | $8986.32       | 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        |     351528 | PA      | $361663.13     | 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        |     473722 | PA      | $492096.51     | 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        |      11607 | PA      | $11742.12      | 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        |     253924 | PA      | $270752.74     | 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        |     174904 | PA      | $179084.58     | 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        |      67051 | PA      | $69346.98      | 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        |       1246 | PA      | $1257.16       | 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        |      13512 | PA      | $13642.02      | 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        |     169537 | PA      | $169485.64     | 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        |       4990 | PA      | $4825.81       | 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        |        545 | PA      | $547.47        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 671079                      | CUSIP: 36295HQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     466968 | PA      | $487597.99     | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 481530                      | CUSIP: 36209T4P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4310 | PA      | $4303.24       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 729546                      | CUSIP: 3620AGP74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114393 | PA      | $115680.06     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 456654                      | CUSIP: 36208PH76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        189 | PA      | $189.10        | 0.00%             | 2028-09-15      | 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        |     688232 | PA      | $683372.30     | 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        |        852 | PA      | $856.36        | 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        |       1087 | PA      | $1098.11       | 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        |      26568 | PA      | $27202.49      | 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        |     467236 | PA      | $486200.19     | 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        |      17358 | PA      | $17987.58      | 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        |      12948 | PA      | $13365.41      | 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        |     105642 | PA      | $108951.18     | 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        |      82342 | PA      | $81308.05      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 580232                      | CUSIP: 36201DSV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15974 | PA      | $16477.81      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 496565                      | CUSIP: 36210MTW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32973 | PA      | $34566.27      | 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        |     385494 | PA      | $378362.91     | 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        |       2379 | PA      | $2376.96       | 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        |      11576 | PA      | $11996.81      | 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        |       5356 | PA      | $5384.50       | 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        |      48940 | PA      | $49369.11      | 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        |      36835 | PA      | $37692.64      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                | FHR 2395 PZ                    | CUSIP: 31339LNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     706331 | PA      | $732660.52     | 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        |     376639 | PA      | $389599.59     | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 485919                      | CUSIP: 36209YYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        358 | PA      | $364.08        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 486933                      | CUSIP: 36210A4S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20539 | PA      | $21124.11      | 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        |      30703 | PA      | $30734.44      | 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        |       1468 | PA      | $1481.09       | 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        |      21825 | PA      | $21692.10      | 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        |     307250 | PA      | $307751.86     | 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        |     129719 | PA      | $136642.75     | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 698037                      | CUSIP: 36296QPW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115004 | PA      | $118134.04     | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 499267                      | CUSIP: 36210QTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15985 | PA      | $16222.32      | 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        |     938843 | PA      | $899043.03     | 0.01%             | 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        |    1970166 | PA      | $1810838.33    | 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        |       1871 | PA      | $1880.09       | 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        |       2082 | PA      | $2153.52       | 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        |      34340 | PA      | $30833.30      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 372046                      | CUSIP: 36204KHX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        182 | PA      | $181.04        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 593011                      | CUSIP: 36201TYG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21514 | PA      | $21883.66      | 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        |      27031 | PA      | $27900.70      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 433830                      | CUSIP: 36207J4P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        480 | PA      | $478.64        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 746798                      | CUSIP: 3620C2UX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     455454 | PA      | $446536.12     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 389763                      | CUSIP: 36205F5Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39535 | PA      | $39872.63      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AF0695                      | CUSIP: 36181FXY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102198 | PA      | $91542.21      | 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        |      23769 | PA      | $24824.08      | 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        |     392551 | PA      | $409638.81     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 593912                      | CUSIP: 36201UYH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7396 | PA      | $7712.61       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 637391                      | CUSIP: 36291TC48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204371 | PA      | $213201.08     | 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        |      46526 | PA      | $48488.99      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473797                      | CUSIP: 36209KKJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        434 | PA      | $436.84        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 466454                      | CUSIP: 36209BE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3972 | PA      | $3832.88       | 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        |      52294 | PA      | $53420.58      | 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        |       4928 | PA      | $5080.08       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 598210                      | CUSIP: 36200DR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20338 | PA      | $20984.14      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN BD4741                      | CUSIP: 3617BLHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52297 | PA      | $50388.76      | 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        |      13471 | PA      | $13976.30      | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 560802                      | CUSIP: 36213QAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13593 | PA      | $13749.73      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737270                      | CUSIP: 3620ARCF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1029964 | PA      | $1042671.69    | 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        |     436676 | PA      | $448085.49     | 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        |     110256 | PA      | $117751.16     | 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        |     183119 | PA      | $182352.53     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 468966                      | CUSIP: 36209D6B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1534 | PA      | $1530.35       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 622107                      | CUSIP: 36291ADL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1364 | PA      | $1455.91       | 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        |   18884479 | PA      | $17611736.82   | 0.10%             | 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        |      38523 | PA      | $39503.07      | 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        |     120396 | PA      | $128268.56     | 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        |       7610 | PA      | $8134.85       | 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        |      46139 | PA      | $46051.99      | 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        |     150388 | PA      | $145568.48     | 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        |     109402 | PA      | $113149.55     | 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        |       4633 | PA      | $4808.30       | 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        |      38586 | PA      | $39618.00      | 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        |      19351 | PA      | $20013.08      | 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        |      41886 | PA      | $43513.48      | 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        |      41320 | PA      | $39910.48      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476987                      | CUSIP: 36209N2U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5881 | PA      | $5946.70       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783283                      | CUSIP: 36241LUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17710 | PA      | $18186.24      | 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        |      10396 | PA      | $10478.79      | 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        |      18948 | PA      | $18837.78      | 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        |      41068 | PA      | $41254.16      | 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        |     130486 | PA      | $129298.12     | 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        |       4560 | PA      | $4589.67       | 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        |      24986 | PA      | $24871.89      | 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        |      90288 | PA      | $88836.28      | 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        |     377496 | PA      | $376347.40     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 462691                      | CUSIP: 36208V7C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8065 | PA      | $8153.58       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 721542                      | CUSIP: 3620A7S71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2145 | PA      | $2188.87       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 426032                      | CUSIP: 36207AHH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        339 | PA      | $338.16        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AM7602                      | CUSIP: 36184YNT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90032 | PA      | $89996.40      | 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        |     332125 | PA      | $343380.14     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 710693                      | CUSIP: 36297FRN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4968488 | PA      | $5205192.65    | 0.03%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 481297                      | CUSIP: 36209TUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2632 | PA      | $2642.67       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 771507                      | CUSIP: 36176N3Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        458 | PA      | $456.78        | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 644988                      | CUSIP: 36292CRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112644 | PA      | $111533.04     | 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        |      30219 | PA      | $30355.53      | 0.00%             | 2029-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 471612                      | CUSIP: 36209G3V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5579 | PA      | $5816.72       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 772033                      | CUSIP: 36176PPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82474 | PA      | $82127.61      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 614411                      | CUSIP: 36290QR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23334 | PA      | $24326.98      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 503919                      | CUSIP: 36210VYQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4630 | PA      | $4680.07       | 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        |      97734 | PA      | $101083.25     | 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        |       4942 | PA      | $5086.64       | 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        |      14751 | PA      | $15255.92      | 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        |    2287494 | PA      | $2341534.70    | 0.01%             | 2044-09-01      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 481318                      | CUSIP: 36209TVK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9486 | PA      | $9556.38       | 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        |      10349 | PA      | $10461.05      | 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        |      31406 | PA      | $31748.82      | 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        |       2908 | PA      | $3007.46       | 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        |      59387 | PA      | $61091.48      | 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        |     699654 | PA      | $704876.39     | 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        |      87169 | PA      | $87193.98      | 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        |       1550 | PA      | $1558.20       | 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        |      12749 | PA      | $13124.67      | 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        |      21055 | PA      | $21053.64      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 346712                      | CUSIP: 36203EDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        673 | PA      | $671.23        | 0.00%             | 2023-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 723743                      | CUSIP: 3620AABL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     271733 | PA      | $271005.51     | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 681248                      | CUSIP: 36295UZM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75921 | PA      | $77265.24      | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 579204                      | CUSIP: 36201CNV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3868 | PA      | $3925.55       | 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        |      53551 | PA      | $54821.21      | 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        |      15277 | PA      | $15443.19      | 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        |      10546 | PA      | $10848.02      | 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        |       4153 | PA      | $4196.41       | 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        |     349436 | PA      | $364674.70     | 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        |      10016 | PA      | $10433.28      | 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        |     332392 | PA      | $341103.90     | 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        |      55566 | PA      | $57045.57      | 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        |     650683 | PA      | $649256.87     | 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        |      52044 | PA      | $51705.20      | 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        |      71443 | PA      | $73887.64      | 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        |     997082 | PA      | $940495.54     | 0.01%             | 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        |     111966 | PA      | $112955.05     | 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        |     299540 | PA      | $276803.30     | 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        |      32273 | PA      | $33023.78      | 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        |       2920 | PA      | $2953.12       | 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        |       2943 | PA      | $2958.66       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 467421                      | CUSIP: 36209CG67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5162 | PA      | $5163.51       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 606905                      | CUSIP: 36201YGN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87478 | PA      | $90474.64      | 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        |      57195 | PA      | $57262.45      | 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        |     672544 | PA      | $651589.95     | 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        |     185967 | PA      | $191864.86     | 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        |     334427 | PA      | $333813.40     | 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        |       3888 | PA      | $4008.37       | 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        |     129539 | PA      | $133978.99     | 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        |     152474 | PA      | $157977.75     | 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        |      61119 | PA      | $62018.43      | 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        |      13596 | PA      | $13419.36      | 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        |     195554 | PA      | $187469.96     | 0.00%             | 2029-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 714452                      | CUSIP: 36297KWM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162808 | PA      | $167022.56     | 0.00%             | 2024-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 760098                      | CUSIP: 36176AGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79386 | PA      | $78824.30      | 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        |      48453 | PA      | $50136.14      | 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        |      57252 | PA      | $57920.43      | 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        |       3314 | PA      | $3338.39       | 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        |      74960 | PA      | $74697.80      | 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        |     488081 | PA      | $486057.53     | 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        |      15302 | PA      | $15438.67      | 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        |       8173 | PA      | $8095.54       | 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        |       1511 | PA      | $1579.06       | 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        |       1387 | PA      | $1415.66       | 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        |       3078 | PA      | $3258.34       | 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        |     714809 | PA      | $706934.88     | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476058                      | CUSIP: 36209MZX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4060 | PA      | $4073.26       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 486703                      | CUSIP: 36210AU47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52378 | PA      | $54006.32      | 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        |      21844 | PA      | $21651.34      | 0.00%             | 2034-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 662321                      | CUSIP: 36294WYS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19479 | PA      | $19969.46      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 516462                      | CUSIP: 36211LWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9103 | PA      | $8982.63       | 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        |       3792 | PA      | $3820.26       | 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        |        481 | PA      | $501.65        | 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        |      74507 | PA      | $75508.70      | 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        |      72641 | PA      | $72310.72      | 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        |      83570 | PA      | $87208.43      | 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        |      40161 | PA      | $36983.43      | 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        |     154017 | PA      | $153604.42     | 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        |      69994 | PA      | $72212.50      | 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        |      95141 | PA      | $97653.45      | 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        |       2159 | PA      | $2171.08       | 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        |       8521 | PA      | $8440.14       | 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        |       4811 | PA      | $4887.17       | 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        |      37071 | PA      | $36142.49      | 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        |      20045 | PA      | $21434.69      | 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        |      12626 | PA      | $12626.40      | 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        |      45534 | PA      | $47463.26      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                | FHR 4099 BZ                    | CUSIP: 3137ASRU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38301261 | PA      | $35321499.26   | 0.21%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 659637                      | CUSIP: 36294TZA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        796 | PA      | $807.90        | 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        |        900 | PA      | $909.09        | 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        |       9961 | PA      | $9957.85       | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376445                      | CUSIP: 36204QES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        327 | PA      | $326.55        | 0.00%             | 2024-04-15      | 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        |     122782 | PA      | $130837.32     | 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        |    5544918 | PA      | $5558740.14    | 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        |     443353 | PA      | $442165.75     | 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        |       5092 | PA      | $5266.16       | 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        |     121169 | PA      | $111298.73     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 608519                      | CUSIP: 36202TAU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135079 | PA      | $138960.83     | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615493                      | CUSIP: 36290RXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     198677 | PA      | $204807.23     | 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        |     119044 | PA      | $125411.85     | 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        |      49750 | PA      | $48950.19      | 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        |       5062 | PA      | $5111.09       | 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        |      44487 | PA      | $45337.47      | 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        |      46021 | PA      | $49242.73      | 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        |      39668 | PA      | $39965.16      | 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        |      29332 | PA      | $29965.80      | 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        |      57515 | PA      | $61764.16      | 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        |       9242 | PA      | $9244.91       | 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        |      13760 | PA      | $14611.43      | 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        |       1888 | PA      | $1870.15       | 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        |     413664 | PA      | $426587.85     | 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        |     151453 | PA      | $158968.74     | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 600736                      | CUSIP: 36200GLR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49680 | PA      | $51221.05      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 606747                      | CUSIP: 36201YBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     434703 | PA      | $449264.11     | 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        |     101341 | PA      | $102069.62     | 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        |      12059 | PA      | $12103.37      | 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        |    2423935 | PA      | $2336981.74    | 0.01%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 375972                      | CUSIP: 36204PT51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3080 | PA      | $3077.13       | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 BD3961                      | CUSIP: 3617BKMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8210240 | PA      | $8113376.87    | 0.05%             | 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        |    5493104 | PA      | $4326676.87    | 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        |      21004 | PA      | $21692.83      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BV3789                      | CUSIP: 3140MHF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     997292 | PA      | $935830.84     | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464215                      | CUSIP: 36208XVG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1902 | PA      | $1880.19       | 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        |       4708 | PA      | $4755.32       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 431600                      | CUSIP: 36207GNR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        732 | PA      | $707.01        | 0.00%             | 2026-11-15      | 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        |      62868 | PA      | $64796.54      | 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        |     503759 | PA      | $518238.96     | 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        |     199556 | PA      | $204328.20     | 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        |      96999 | PA      | $93663.20      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 695263                      | CUSIP: 36296MML9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     745965 | PA      | $746185.62     | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615239                      | CUSIP: 36290RPY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     488747 | PA      | $509426.23     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 622216                      | CUSIP: 36291AGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        627 | PA      | $646.24        | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 553187                      | CUSIP: 36213FRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25524 | PA      | $26395.72      | 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        |      54462 | PA      | $53169.05      | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 688029                      | CUSIP: 36296DLJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     887490 | PA      | $934585.38     | 0.01%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 551979                      | CUSIP: 36213EFU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11891 | PA      | $12142.36      | 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        |      25222 | PA      | $26009.95      | 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        |       9362 | PA      | $9461.11       | 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        |      56421 | PA      | $56419.87      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474247                      | CUSIP: 36209KZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        159 | PA      | $158.65        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 661812                      | CUSIP: 36294WGV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12777 | PA      | $12470.37      | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376086                      | CUSIP: 36204PXP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        158 | PA      | $160.41        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738956                      | CUSIP: 3620AS5R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     431304 | PA      | $441973.62     | 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        |     112527 | PA      | $116953.40     | 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        |      15759 | PA      | $16272.89      | 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        |      80298 | PA      | $82526.81      | 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        |     133821 | PA      | $134764.94     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473993                      | CUSIP: 36209KRN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10840 | PA      | $10951.80      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 594597                      | CUSIP: 36201VRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56908 | PA      | $58808.00      | 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        |        388 | PA      | $390.97        | 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        |    4582326 | PA      | $4754153.32    | 0.03%             | 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        |       3413 | PA      | $3400.31       | 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        |       2007 | PA      | $2017.63       | 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        |       6188 | PA      | $6242.75       | 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        |       6060 | PA      | $6269.62       | 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        |      45180 | PA      | $45485.72      | 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        |      29231 | PA      | $29351.55      | 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        |     100775 | PA      | $101658.77     | 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        |       3882 | PA      | $4002.39       | 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        |      20305 | PA      | $18910.22      | 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        |      75582 | PA      | $75716.80      | 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        |      40895 | PA      | $43900.12      | 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        |      59326 | PA      | $61817.50      | 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        |      12524 | PA      | $13153.15      | 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        |       3212 | PA      | $3095.74       | 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        |      29537 | PA      | $30604.17      | 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        |      87837 | PA      | $86495.93      | 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        |       4399 | PA      | $4450.83       | 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        |       2222 | PA      | $2290.80       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 496729                      | CUSIP: 36210MY21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3147 | PA      | $3142.51       | 0.00%             | 2029-01-15      | 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        |     105870 | PA      | $105079.79     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 368911                      | CUSIP: 36204FYG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         10 | PA      | $10.50         | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2523                      | CUSIP: 36179QYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29522 | PA      | $30163.85      | 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        |     119546 | PA      | $125183.88     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 705344                      | CUSIP: 36296YS94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146914 | PA      | $153868.12     | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 770479                      | CUSIP: 36176MXG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     355414 | PA      | $353719.70     | 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        |      13522 | PA      | $13558.16      | 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        |     138087 | PA      | $142203.32     | 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        |      10371 | PA      | $10549.42      | 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        |      23618 | PA      | $23892.40      | 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        |      27662 | PA      | $28608.95      | 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        |      49254 | PA      | $49700.92      | 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        |      77286 | PA      | $82659.76      | 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        |      40259 | PA      | $42283.61      | 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        |     114684 | PA      | $110887.98     | 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        |     108832 | PA      | $111200.42     | 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        |     124498 | PA      | $129999.73     | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 411011                      | CUSIP: 36206GR85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67194 | PA      | $70535.58      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603176                      | CUSIP: 36200KCM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13170 | PA      | $13739.74      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 614514                      | CUSIP: 36290QVF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29775 | PA      | $29769.69      | 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        |      17194 | PA      | $17354.93      | 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        |      42411 | PA      | $45696.88      | 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        |      15761 | PA      | $16829.71      | 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        |        647 | PA      | $652.31        | 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        |        227 | PA      | $222.84        | 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        |        447 | PA      | $464.09        | 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        |       3890 | PA      | $3908.68       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738855                      | CUSIP: 3620ASZU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26605 | PA      | $26580.22      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 586785                      | CUSIP: 36201L2S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12740 | PA      | $13122.67      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 609720                      | CUSIP: 36202UK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50269 | PA      | $49987.47      | 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        |      78750 | PA      | $81549.72      | 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        |       6876 | PA      | $7143.34       | 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        |    2262704 | PA      | $2020353.63    | 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        |      21291 | PA      | $22189.22      | 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        |     284751 | PA      | $275506.67     | 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        |     396923 | PA      | $400708.86     | 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        |     713501 | PA      | $655496.73     | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 434325                      | CUSIP: 36207KPJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7114 | PA      | $7099.27       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA3690                      | CUSIP: 36178BC37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     195234 | PA      | $189028.28     | 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        |    1951369 | PA      | $2002914.87    | 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        |       2422 | PA      | $2449.97       | 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        |       7980 | PA      | $8184.49       | 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        |     247618 | PA      | $239777.79     | 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        |      40660 | PA      | $41931.60      | 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        |    9731201 | PA      | $9368196.52    | 0.06%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 405602                      | CUSIP: 36206ARX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3547 | PA      | $3564.21       | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 479607                      | CUSIP: 36209RYC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31648 | PA      | $31424.47      | 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        |      18172 | PA      | $18339.11      | 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        |      18893 | PA      | $19540.45      | 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        |      33270 | PA      | $32846.37      | 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        |      15216 | PA      | $15626.17      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 433631                      | CUSIP: 36207JVY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6300 | PA      | $6344.80       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 594626                      | CUSIP: 36201VSP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39344 | PA      | $40127.26      | 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        |      15348 | PA      | $15717.76      | 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        |      24207 | PA      | $25823.58      | 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        |    7789769 | PA      | $7215421.41    | 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        |      83114 | PA      | $88038.02      | 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        |     135526 | PA      | $135471.90     | 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        |      64087 | PA      | $63773.04      | 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        |    1472225 | PA      | $1510469.76    | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 634662                      | CUSIP: 36291QB78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139456 | PA      | $142231.02     | 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        |       1770 | PA      | $1786.59       | 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        |      92948 | PA      | $96131.36      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 690154                      | CUSIP: 36296FWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105402 | PA      | $107983.42     | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 726139                      | CUSIP: 3620ACV84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     172828 | PA      | $177485.92     | 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        |      48554 | PA      | $49597.16      | 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        |       1640 | PA      | $1634.04       | 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        |      11282 | PA      | $11419.49      | 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        |       3657 | PA      | $3757.90       | 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        |      71298 | PA      | $75502.65      | 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        |      24225 | PA      | $24024.57      | 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        |    1941484 | PA      | $1743019.81    | 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        |      58372 | PA      | $60376.28      | 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        |      23934 | PA      | $25340.78      | 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        |      65443 | PA      | $66678.75      | 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        |      68104 | PA      | $72552.61      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 598730                      | CUSIP: 36200EEB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2775 | PA      | $2767.83       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 595673                      | CUSIP: 36200AXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34066 | PA      | $35502.51      | 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        |       9107 | PA      | $8702.09       | 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        |     346839 | PA      | $330641.69     | 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        |      58674 | PA      | $58427.61      | 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        |      72257 | PA      | $75289.50      | 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        |     261586 | PA      | $270544.99     | 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        |       2958 | PA      | $3041.11       | 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        |      84801 | PA      | $85736.18      | 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        |      23505 | PA      | $25125.83      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782376                      | CUSIP: 36241KT99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     563693 | PA      | $567380.32     | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 590452                      | CUSIP: 36201Q5M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73605 | PA      | $72640.78      | 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        |      59076 | PA      | $61624.90      | 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        |       1155 | PA      | $1174.88       | 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        |     603629 | PA      | $605432.58     | 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        |      27362 | PA      | $27754.41      | 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        |     175337 | PA      | $175231.94     | 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        |      90526 | PA      | $87650.52      | 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        |     159833 | PA      | $154751.50     | 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        |      10667 | PA      | $10291.18      | 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        |     235204 | PA      | $227544.47     | 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        |      96519 | PA      | $99309.38      | 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        |      49805 | PA      | $50712.34      | 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        |      24886 | PA      | $25008.15      | 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        |     197036 | PA      | $190110.88     | 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        |      49583 | PA      | $50434.97      | 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        |    9050789 | PA      | $7836334.25    | 0.05%             | 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        |    1062002 | PA      | $1020806.29    | 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        |       3655 | PA      | $3548.83       | 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        |        794 | PA      | $820.57        | 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        |       1117 | PA      | $1195.64       | 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        |    4067677 | PA      | $4156155.09    | 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        |     208602 | PA      | $210450.44     | 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        |     579654 | PA      | $536795.97     | 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        |     390951 | PA      | $413986.11     | 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        |      42895 | PA      | $45633.78      | 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        |       4331 | PA      | $4392.60       | 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        |      65825 | PA      | $70144.61      | 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        |      85557 | PA      | $88491.50      | 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        |        372 | PA      | $401.41        | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376429                      | CUSIP: 36204QEA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         81 | PA      | $80.68         | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 501044                      | CUSIP: 36210SS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6568 | PA      | $6669.77       | 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        |       7286 | PA      | $7601.17       | 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        |       2716 | PA      | $2851.00       | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 780168                      | CUSIP: 36225AFH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        823 | PA      | $842.01        | 0.00%             | 2024-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376402                      | CUSIP: 36204QDF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2572 | PA      | $2571.27       | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 385722                      | CUSIP: 36205BPF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        262 | PA      | $261.17        | 0.00%             | 2024-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 594086                      | CUSIP: 36201U6X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30779 | PA      | $31765.61      | 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        |     172643 | PA      | $166463.87     | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 373618                      | CUSIP: 36204MAT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        124 | PA      | $123.89        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB1576                      | CUSIP: 36178LXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16138 | PA      | $15611.75      | 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        |  146692303 | PA      | $135958284.08  | 0.80%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08721                      | CUSIP: 3128MJYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1223855 | PA      | $1133622.68    | 0.01%             | 2046-09-01      | 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        |      48432 | PA      | $49092.42      | 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        |       6418 | PA      | $6188.21       | 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        |      51933 | PA      | $53216.19      | 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        |      87887 | PA      | $92588.03      | 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        |      36444 | PA      | $37469.44      | 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        |      68765 | PA      | $70973.70      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q35689                      | CUSIP: 3132QSKB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57952 | PA      | $58640.13      | 0.00%             | 2045-08-01      | 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        |      37456 | PA      | $39295.65      | 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        |      16476 | PA      | $16744.66      | 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        |      55991 | PA      | $57086.59      | 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        |      14591 | PA      | $14700.78      | 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        |       5692 | PA      | $5848.56       | 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        |      13619 | PA      | $13789.77      | 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        |       1821 | PA      | $1837.91       | 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        |      15007 | PA      | $15818.99      | 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        |     513264 | PA      | $474384.31     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 749230                      | CUSIP: 3620C5LK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75573 | PA      | $77548.86      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474670                      | CUSIP: 36209LJP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2224 | PA      | $2240.08       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 621072                      | CUSIP: 36290X6H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78901 | PA      | $82097.86      | 0.00%             | 2037-02-15      | 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        |     175892 | PA      | $178052.44     | 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        |      15173 | PA      | $15188.51      | 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        |      94165 | PA      | $95447.50      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BU7427                      | CUSIP: 3140M9HD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     783351 | PA      | $742928.90     | 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        |      41054 | PA      | $41421.11      | 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        |      22208 | PA      | $22968.35      | 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        |     773761 | PA      | $706506.95     | 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        |       7797 | PA      | $7859.10       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 520044                      | CUSIP: 36211QWD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        317 | PA      | $317.90        | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 462674                      | CUSIP: 36208V6K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19524 | PA      | $19713.20      | 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        |        262 | PA      | $265.41        | 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        |      18250 | PA      | $19446.21      | 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        |       3032 | PA      | $3086.67       | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 489568                      | CUSIP: 36210DZ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10517 | PA      | $10966.22      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 588361                      | CUSIP: 36201NTS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13437 | PA      | $13567.60      | 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        |    1256803 | PA      | $1316484.67    | 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        |       5649 | PA      | $5645.78       | 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        |      77941 | PA      | $80194.19      | 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        |       5320 | PA      | $5485.10       | 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        |       9863 | PA      | $10123.63      | 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        |      19501 | PA      | $20104.02      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 681522                      | CUSIP: 36295VD30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95135 | PA      | $97176.75      | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 620444                      | CUSIP: 36290XHV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18665 | PA      | $19587.19      | 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        |      23439 | PA      | $25252.86      | 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        |      49984 | PA      | $50251.47      | 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        |    3770371 | PA      | $3913834.43    | 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        |      94711 | PA      | $97125.03      | 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        |     618455 | PA      | $598021.08     | 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        |       7800 | PA      | $7538.36       | 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        |        631 | PA      | $664.56        | 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        |    3640607 | PA      | $3301272.77    | 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        |      14794 | PA      | $14933.50      | 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        |      48143 | PA      | $49085.64      | 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        |     881670 | PA      | $875494.18     | 0.01%             | 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        |      36655 | PA      | $36663.94      | 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        |      45994 | PA      | $47566.55      | 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        |      73937 | PA      | $73936.96      | 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        |      92264 | PA      | $92249.34      | 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        |      25776 | PA      | $27106.10      | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617571                      | CUSIP: 36290UCG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23913 | PA      | $24585.90      | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 487368                      | CUSIP: 36210BMR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1572 | PA      | $1555.08       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 636918                      | CUSIP: 36291SSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101570 | PA      | $108224.63     | 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        |     270950 | PA      | $255893.20     | 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        |       2609 | PA      | $2606.06       | 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        |      38120 | PA      | $39136.57      | 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        |      13976 | PA      | $15089.02      | 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        |     213714 | PA      | $218682.82     | 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        |      73562 | PA      | $72872.96      | 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        |      15679 | PA      | $16467.03      | 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        |     624777 | PA      | $638376.71     | 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        |       9088 | PA      | $8396.72       | 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        |      19303 | PA      | $20050.41      | 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        |       6954 | PA      | $7084.90       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 368138                      | CUSIP: 36204E4X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         52 | PA      | $53.09         | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 642421                      | CUSIP: 36291YVN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12743 | PA      | $12993.06      | 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        |      41870 | PA      | $40821.76      | 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        |       5082 | PA      | $5084.91       | 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        |      94306 | PA      | $94071.17      | 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        |      61136 | PA      | $62549.80      | 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        |      33361 | PA      | $32997.19      | 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        |      10013 | PA      | $10344.74      | 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        |     541493 | PA      | $523688.18     | 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        |     795353 | PA      | $825751.12     | 0.00%             | 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        |     457220 | PA      | $468693.69     | 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        |      33949 | PA      | $33905.26      | 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        |    3918077 | PA      | $3959480.22    | 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        |     242111 | PA      | $243042.51     | 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        |       2311 | PA      | $2234.88       | 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        |      20837 | PA      | $21078.68      | 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        |      40356 | PA      | $42242.83      | 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        |     238080 | PA      | $252094.81     | 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        |     465191 | PA      | $484282.37     | 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        |      16155 | PA      | $16937.21      | 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        |       7508 | PA      | $7614.14       | 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        |     224084 | PA      | $220778.90     | 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        |      16633 | PA      | $16678.59      | 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        |      99680 | PA      | $96476.20      | 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        |       5469 | PA      | $5583.83       | 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        |      33428 | PA      | $32997.20      | 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        |      14268 | PA      | $14651.07      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 695435                      | CUSIP: 36296MSY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4436 | PA      | $4656.71       | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 371245                      | CUSIP: 36204JL20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        689 | PA      | $688.64        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 619479                      | CUSIP: 36290WFU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     240463 | PA      | $248700.47     | 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        |       7929 | PA      | $8179.52       | 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        |      11735 | PA      | $11614.30      | 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        |      34557 | PA      | $35695.08      | 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        |       2095 | PA      | $2139.74       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 449513                      | CUSIP: 36208FK25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2082 | PA      | $2054.59       | 0.00%             | 2028-02-15      | 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        |      30040 | PA      | $29933.38      | 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        |      28662 | PA      | $28193.93      | 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        |     443606 | PA      | $452566.14     | 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        |      20336 | PA      | $21123.58      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 780560                      | CUSIP: 36225ATR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        987 | PA      | $983.72        | 0.00%             | 2024-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476276                      | CUSIP: 36209NCM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19097 | PA      | $18761.57      | 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        |     443265 | PA      | $461522.54     | 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        |      55944 | PA      | $56034.42      | 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        |     426832 | PA      | $420540.66     | 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        |       1092 | PA      | $1120.69       | 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        |       1408 | PA      | $1417.43       | 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        |      23161 | PA      | $22449.45      | 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        |     101846 | PA      | $98668.31      | 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        |      11830 | PA      | $11946.74      | 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        |     146962 | PA      | $154086.52     | 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        |    1472790 | PA      | $1222969.05    | 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        |       3162 | PA      | $3198.36       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 385198                      | CUSIP: 36205A3F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        700 | PA      | $681.16        | 0.00%             | 2024-02-15      | 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        |       6154 | PA      | $6214.08       | 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        |      67498 | PA      | $67213.84      | 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        |       6473 | PA      | $6982.56       | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 682100                      | CUSIP: 36295VX53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8157 | PA      | $8562.73       | 0.00%             | 2038-03-15      | 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        |      99804 | PA      | $102462.16     | 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        |       4261 | PA      | $4084.52       | 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        |       6284 | PA      | $6461.61       | 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        |     557401 | PA      | $554969.47     | 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        |     158286 | PA      | $153308.63     | 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        |      75522 | PA      | $77899.27      | 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        |      78461 | PA      | $83952.97      | 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        |      63288 | PA      | $62732.70      | 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        |     279018 | PA      | $288620.03     | 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        |      13874 | PA      | $13818.34      | 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        |      15179 | PA      | $14818.65      | 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        |     237308 | PA      | $244833.04     | 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        |      50513 | PA      | $52245.59      | 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        |      32668 | PA      | $33321.70      | 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        |      31185 | PA      | $31395.16      | 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        |        822 | PA      | $823.70        | 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        |       2173 | PA      | $2100.85       | 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        |    4570225 | PA      | $4317747.73    | 0.03%             | 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        |      97540 | PA      | $101797.57     | 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        |     565379 | PA      | $580585.51     | 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        |      40591 | PA      | $42144.11      | 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        |       8659 | PA      | $8860.75       | 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        |     579653 | PA      | $594807.01     | 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        |      26283 | PA      | $27429.33      | 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        |      87516 | PA      | $90040.28      | 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        |     113149 | PA      | $111482.12     | 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        |      54675 | PA      | $54509.34      | 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        |       6422 | PA      | $6355.28       | 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        |      29442 | PA      | $30620.84      | 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        |      47832 | PA      | $43670.98      | 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        |       3328 | PA      | $3351.18       | 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        |       1911 | PA      | $1906.40       | 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        |       1576 | PA      | $1586.17       | 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        |     243513 | PA      | $223811.75     | 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        |   12033243 | PA      | $12018894.94   | 0.07%             | 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        |        495 | PA      | $489.05        | 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        |     215182 | PA      | $214606.24     | 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        |      64422 | PA      | $63549.12      | 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        |      13849 | PA      | $13691.04      | 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        |      71923 | PA      | $74886.88      | 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        |      16991 | PA      | $17188.49      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 675065                      | CUSIP: 36295M6A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     282472 | PA      | $297299.83     | 0.00%             | 2038-01-15      | 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        |     228090 | PA      | $235906.20     | 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        |      51063 | PA      | $53473.29      | 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        |    2777582 | PA      | $2629773.37    | 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        |      25908 | PA      | $26574.65      | 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        |      41361 | PA      | $40366.66      | 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        |       3994 | PA      | $4166.76       | 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        |       9442 | PA      | $9398.36       | 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        |     133616 | PA      | $146731.58     | 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        |      55189 | PA      | $56389.59      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 351450                      | CUSIP: 36203KL77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        143 | PA      | $142.91        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 706864                      | CUSIP: 36297BJH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1197739 | PA      | $1194532.29    | 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        |      80075 | PA      | $82962.68      | 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        |      35932 | PA      | $37325.88      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 562015                      | CUSIP: 36213RK48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4356 | PA      | $4330.22       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 486877                      | CUSIP: 36210A2J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2413 | PA      | $2516.82       | 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        |      62454 | PA      | $63906.19      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 706509                      | CUSIP: 36297A3S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     408329 | PA      | $410224.16     | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482926                      | CUSIP: 36209VPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10417 | PA      | $10855.68      | 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        |     709335 | PA      | $720012.55     | 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        |         81 | PA      | $81.66         | 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        |     187511 | PA      | $187215.34     | 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        |       3994 | PA      | $4035.80       | 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        |      36302 | PA      | $38954.13      | 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        |       4940 | PA      | $4762.43       | 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        |      15999 | PA      | $16310.20      | 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        |     121757 | PA      | $130292.12     | 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        |     591518 | PA      | $607395.46     | 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        |     359215 | PA      | $362706.50     | 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        |      58747 | PA      | $59469.92      | 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        |      40558 | PA      | $38304.04      | 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        |      56027 | PA      | $59087.58      | 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        |       9039 | PA      | $9618.15       | 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        |       4402 | PA      | $4453.28       | 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        |      37002 | PA      | $38982.34      | 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        |      93515 | PA      | $93501.08      | 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        |      40649 | PA      | $43480.07      | 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        |       5592 | PA      | $6023.82       | 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        |      18323 | PA      | $18420.67      | 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        |        315 | PA      | $333.63        | 0.00%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 608503                      | CUSIP: 36202TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12001 | PA      | $12004.56      | 0.00%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 553189                      | CUSIP: 36213FRJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1014 | PA      | $1009.21       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 593475                      | CUSIP: 36201UJU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18753 | PA      | $18958.46      | 0.00%             | 2033-09-15      | 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        |       2274 | PA      | $2322.88       | 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        |      49399 | PA      | $49731.99      | 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        |       7057 | PA      | $7275.87       | 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        |       5951 | PA      | $6034.77       | 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        |     124713 | PA      | $125113.09     | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 351337                      | CUSIP: 36203KHN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        145 | PA      | $144.77        | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 371438                      | CUSIP: 36204JS31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1417 | PA      | $1412.25       | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 562476                      | CUSIP: 36213R2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89011 | PA      | $92196.62      | 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        |      62613 | PA      | $64639.87      | 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        |      81353 | PA      | $81979.13      | 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        |       3923 | PA      | $3937.81       | 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        |     111529 | PA      | $110665.72     | 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        |     261494 | PA      | $262469.06     | 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        |      71905 | PA      | $74148.37      | 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        |      43665 | PA      | $45538.74      | 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        |     296939 | PA      | $305626.05     | 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        |       8318 | PA      | $8356.72       | 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        |      51002 | PA      | $46858.51      | 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        |      73858 | PA      | $76378.91      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376023                      | CUSIP: 36204PVQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        382 | PA      | $380.43        | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 426096                      | CUSIP: 36207AKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3763 | PA      | $3636.49       | 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        |     157139 | PA      | $156732.46     | 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        |       9628 | PA      | $9874.81       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 657533                      | CUSIP: 36294RPS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22204 | PA      | $21668.93      | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 604481                      | CUSIP: 36200MRA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1175 | PA      | $1188.95       | 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        |       6776 | PA      | $6958.66       | 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        |     164507 | PA      | $170148.20     | 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        |    2186482 | PA      | $2065537.04    | 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        |      27086 | PA      | $26937.40      | 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        |      68600 | PA      | $69395.34      | 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        |       4041 | PA      | $4031.94       | 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        |      91900 | PA      | $95904.87      | 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        |       9128 | PA      | $9233.01       | 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        |      11226 | PA      | $11127.75      | 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        |        208 | PA      | $210.19        | 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        |      75838 | PA      | $73269.79      | 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        |     417217 | PA      | $428399.89     | 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        |      61693 | PA      | $65528.94      | 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        |      12098 | PA      | $12165.41      | 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        |      16094 | PA      | $16080.81      | 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        |      24845 | PA      | $25057.30      | 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        |     214575 | PA      | $228112.44     | 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        |       1414 | PA      | $1425.93       | 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        |       7025 | PA      | $7130.63       | 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        |     683213 | PA      | $654866.75     | 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        |   30255104 | PA      | $30914017.36   | 0.18%             | 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        |     647817 | PA      | $646082.32     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506393                      | CUSIP: 36210YRN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9857 | PA      | $9856.24       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615938                      | CUSIP: 36290SHP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1370 | PA      | $1476.69       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 591841                      | CUSIP: 36201SP29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16243 | PA      | $16020.29      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 723235                      | CUSIP: 3620A9PU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37322 | PA      | $38323.85      | 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        |     201839 | PA      | $206465.38     | 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        |      12323 | PA      | $13201.18      | 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        |      83350 | PA      | $86207.46      | 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        |       8826 | PA      | $9128.97       | 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        |      78085 | PA      | $75841.07      | 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        |      94258 | PA      | $96677.32      | 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        |    1009292 | PA      | $1007078.69    | 0.01%             | 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        |     566771 | PA      | $517370.10     | 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        |      42413 | PA      | $41428.94      | 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        |       7835 | PA      | $8080.86       | 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        |      37768 | PA      | $38930.51      | 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        |      84807 | PA      | $90952.08      | 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        |         92 | PA      | $92.49         | 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        |       1961 | PA      | $1997.08       | 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        |        328 | PA      | $329.39        | 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        |      31820 | PA      | $32491.11      | 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        |      32918 | PA      | $34058.27      | 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        |      53405 | PA      | $53901.14      | 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        |      95373 | PA      | $100330.21     | 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        |       2970 | PA      | $2935.06       | 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        |     573318 | PA      | $550697.39     | 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        |       6519 | PA      | $6587.32       | 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        |     410965 | PA      | $414003.51     | 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        |       5377 | PA      | $5236.87       | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 462843                      | CUSIP: 36208WEQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2090 | PA      | $2020.95       | 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        |     109138 | PA      | $112831.49     | 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        |      46548 | PA      | $47506.92      | 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        |      10638 | PA      | $10761.63      | 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        |     644658 | PA      | $592144.95     | 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        |      80738 | PA      | $83429.03      | 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        |      35970 | PA      | $37064.42      | 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        |       1121 | PA      | $1110.09       | 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        |        606 | PA      | $578.45        | 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        |      46145 | PA      | $46072.57      | 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        |        404 | PA      | $420.92        | 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        |    1993966 | PA      | $1870170.28    | 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        |     381145 | PA      | $380544.96     | 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        |       5652 | PA      | $5695.58       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QD2837                      | CUSIP: 3133B0EJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     997083 | PA      | $940492.30     | 0.01%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 486769                      | CUSIP: 36210AW60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6642 | PA      | $6389.68       | 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        |       4910 | PA      | $4966.56       | 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        |      22880 | PA      | $22882.79      | 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        |      46044 | PA      | $43491.90      | 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        |       1830 | PA      | $1829.87       | 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        |      11887 | PA      | $11893.66      | 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        |      15616 | PA      | $15466.79      | 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        |     103970 | PA      | $103553.89     | 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        |       7826 | PA      | $7565.54       | 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        |      40701 | PA      | $45095.94      | 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        |      16605 | PA      | $16206.91      | 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        |       5802 | PA      | $5851.63       | 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        |      96031 | PA      | $98059.17      | 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        |      82320 | PA      | $88220.71      | 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        |       7933 | PA      | $8317.34       | 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        |      35240 | PA      | $32370.22      | 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        |      51915 | PA      | $53708.24      | 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        |       2385 | PA      | $2467.86       | 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        |      61376 | PA      | $63394.26      | 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        |      23705 | PA      | $23633.64      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AN5756                      | CUSIP: 36186NMD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1756359 | PA      | $1628097.46    | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 634233                      | CUSIP: 36291PSW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72357 | PA      | $74903.41      | 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        |      27271 | PA      | $25112.81      | 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        |       2316 | PA      | $2475.09       | 0.00%             | 2032-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 657278                      | CUSIP: 36294RFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18863 | PA      | $19257.12      | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 582830                      | CUSIP: 36201GPP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29126 | PA      | $28807.97      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 483508                      | CUSIP: 36209WDM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1149 | PA      | $1161.68       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 619176                      | CUSIP: 36290V2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14320 | PA      | $14288.21      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 552310                      | CUSIP: 36213ER73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3018 | PA      | $2987.41       | 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        |    2983519 | PA      | $2867904.27    | 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        |      74384 | PA      | $70966.26      | 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        |      19165 | PA      | $20127.40      | 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        |      12393 | PA      | $12144.56      | 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        |       1598 | PA      | $1677.70       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 668653                      | CUSIP: 36295EZS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134535 | PA      | $138967.42     | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 636295                      | CUSIP: 36291R3C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38372 | PA      | $40082.74      | 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        |       2042 | PA      | $2022.01       | 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        |     103293 | PA      | $106353.21     | 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        |     424322 | PA      | $410835.10     | 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        |      10264 | PA      | $10381.79      | 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        |     265401 | PA      | $261486.20     | 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        |      13009 | PA      | $12780.11      | 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        |    2108809 | PA      | $2124439.04    | 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        |     383192 | PA      | $388392.02     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 573174                      | CUSIP: 36200UXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9633 | PA      | $9706.78       | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 582202                      | CUSIP: 36201FX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57136 | PA      | $57591.61      | 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        |       6347 | PA      | $6346.44       | 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        |      63233 | PA      | $65399.88      | 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        |     142670 | PA      | $143806.46     | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 649421                      | CUSIP: 36292HPE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6138 | PA      | $6286.01       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 640212                      | CUSIP: 36291WGV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15850 | PA      | $16394.01      | 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        |      52255 | PA      | $51260.04      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 700741                      | CUSIP: 36296TP23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44961 | PA      | $45692.78      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 645799                      | CUSIP: 36292DNQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28528 | PA      | $29017.12      | 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        |     514026 | PA      | $515926.79     | 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        |       2167 | PA      | $2236.38       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 546125                      | CUSIP: 36212WVS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12558 | PA      | $13073.08      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 743015                      | CUSIP: 3620AXN87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     826577 | PA      | $824364.46     | 0.00%             | 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        |     372744 | PA      | $388128.32     | 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        |     624765 | PA      | $648155.17     | 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        |      10711 | PA      | $10597.77      | 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        |      22449 | PA      | $22985.48      | 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        |      78256 | PA      | $80364.50      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 656525                      | CUSIP: 36294QLE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6460 | PA      | $6418.57       | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 733734                      | CUSIP: 3620AMEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18582 | PA      | $18496.76      | 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        |      80106 | PA      | $76425.45      | 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        |     133132 | PA      | $136722.55     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615634                      | CUSIP: 36290R4T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2179 | PA      | $2254.18       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1010                      | CUSIP: 36179NDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165186 | PA      | $147394.56     | 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        |      34078 | PA      | $35156.66      | 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        |      41379 | PA      | $44274.09      | 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        |      76421 | PA      | $79758.22      | 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        |      11103 | PA      | $11985.72      | 0.00%             | 2037-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QE2231                      | CUSIP: 3133BBPQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     446706 | PA      | $418910.99     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 483850                      | CUSIP: 36209WQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41714 | PA      | $43808.76      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 496501                      | CUSIP: 36210MRW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        994 | PA      | $991.12        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 469204                      | CUSIP: 36209EGM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3560 | PA      | $3587.31       | 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        |       1657 | PA      | $1602.18       | 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        |    1529091 | PA      | $1465163.24    | 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        |     995446 | PA      | $1023945.41    | 0.01%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 583037                      | CUSIP: 36201GV69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80014 | PA      | $82660.10      | 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        |      28167 | PA      | $28236.73      | 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        |     110260 | PA      | $112548.86     | 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        |      70868 | PA      | $72838.61      | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AM8642                      | CUSIP: 36185BS72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135191 | PA      | $124217.77     | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 587465                      | CUSIP: 36201MTW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24714 | PA      | $25348.37      | 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        |       4631 | PA      | $4672.27       | 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        |      26884 | PA      | $27806.41      | 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        |      37686 | PA      | $40536.58      | 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        |    3835843 | PA      | $3858376.51    | 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        |       6368 | PA      | $6439.54       | 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        |         87 | PA      | $83.67         | 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        |      34966 | PA      | $35987.76      | 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        |      23351 | PA      | $22060.18      | 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        |      36887 | PA      | $38606.01      | 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        |      14178 | PA      | $14315.30      | 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        |     261938 | PA      | $265823.04     | 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        |       9506 | PA      | $9556.92       | 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        |      13140 | PA      | $13383.92      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 657285                      | CUSIP: 36294RF20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58480 | PA      | $58809.80      | 0.00%             | 2037-01-15      | 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        |        679 | PA      | $707.83        | 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        |    1090285 | PA      | $1053335.19    | 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        |      32838 | PA      | $32717.40      | 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        |       6781 | PA      | $6830.69       | 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        |      22708 | PA      | $22970.67      | 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        |       2563 | PA      | $2592.68       | 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        |     168142 | PA      | $162674.45     | 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        |      13914 | PA      | $13634.75      | 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        |      79605 | PA      | $78562.78      | 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        |     494411 | PA      | $505177.31     | 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        |      22564 | PA      | $23908.31      | 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        |     221164 | PA      | $205980.21     | 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        |        347 | PA      | $349.27        | 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        |      10448 | PA      | $10102.39      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 434291                      | CUSIP: 36207KNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5371 | PA      | $5447.55       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 572181                      | CUSIP: 36200TUE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89834 | PA      | $92932.90      | 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        |      34500 | PA      | $36035.08      | 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        |     263925 | PA      | $271026.55     | 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        |       6631 | PA      | $6701.20       | 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        |      97966 | PA      | $94280.57      | 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        |     316402 | PA      | $309941.47     | 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        |    1073612 | PA      | $1095639.44    | 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        |      11815 | PA      | $12049.74      | 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        |     431135 | PA      | $444404.09     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 772728                      | CUSIP: 36176QHD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27300 | PA      | $27249.79      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 460669                      | CUSIP: 36208TW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2318 | PA      | $2335.40       | 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        |      33138 | PA      | $33137.81      | 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        |      15564 | PA      | $15768.45      | 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        |     127607 | PA      | $131980.43     | 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        |      58601 | PA      | $62346.65      | 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        |      42720 | PA      | $43061.70      | 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        |       1063 | PA      | $1056.00       | 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        |      20046 | PA      | $20993.95      | 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        |      84643 | PA      | $88324.19      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 720566                      | CUSIP: 3620A6QT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77807 | PA      | $80229.94      | 0.00%             | 2039-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615554                      | CUSIP: 36290RZT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13783 | PA      | $14254.48      | 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        |     320640 | PA      | $317722.33     | 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        |       2680 | PA      | $2830.13       | 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        |   71072616 | PA      | $66417267.09   | 0.39%             | 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        |     128854 | PA      | $133269.36     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 645349                      | CUSIP: 36292C5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66508 | PA      | $68322.11      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 404729                      | CUSIP: 36205YSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        992 | PA      | $992.77        | 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        |     159352 | PA      | $164405.95     | 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        |      10413 | PA      | $11093.86      | 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        |      90056 | PA      | $85065.68      | 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        |       1878 | PA      | $1896.23       | 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        |       7511 | PA      | $7648.67       | 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        |       7367 | PA      | $7722.71       | 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        |      23444 | PA      | $24238.08      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Securities, LLC                       | WELLS FARGO TRIPARTY MTGE      | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | Long             | RA               | CORP              | US        |   26100000 | PA      | $26100000.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603132                      | CUSIP: 36200KA98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36873 | PA      | $37710.92      | 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        |       4010 | PA      | $4055.20       | 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        |      35825 | PA      | $36238.98      | 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        |        623 | PA      | $642.35        | 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        |     106512 | PA      | $106521.67     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464783                      | CUSIP: 36208YJ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18946 | PA      | $18998.15      | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 585291                      | CUSIP: 36201KF84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34472 | PA      | $35357.46      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 BF1236                      | CUSIP: 3617G7LR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3095491 | PA      | $3058798.83    | 0.02%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 366229                      | CUSIP: 36204CY21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        449 | PA      | $455.08        | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 644939                      | CUSIP: 36292CPY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31987 | PA      | $32404.47      | 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        |     179231 | PA      | $184365.01     | 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        |      29878 | PA      | $29752.54      | 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        |      66579 | PA      | $61159.07      | 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        |       7361 | PA      | $7266.94       | 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        |       4347 | PA      | $4446.78       | 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        |     127550 | PA      | $127636.30     | 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        |       7882 | PA      | $8346.41       | 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        |      15450 | PA      | $15526.18      | 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        |      26990 | PA      | $27538.49      | 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        |    1438731 | PA      | $1404410.09    | 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        |       2293 | PA      | $2313.64       | 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        |      44532 | PA      | $44413.27      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 570642                      | CUSIP: 36200R5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8556 | PA      | $8655.34       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 626119                      | CUSIP: 36291ESG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29468 | PA      | $30036.40      | 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        |       3670 | PA      | $3785.10       | 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        |      54810 | PA      | $55899.90      | 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        |      48726 | PA      | $48729.63      | 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        |       8353 | PA      | $8273.72       | 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        |      11624 | PA      | $11685.68      | 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        |     177445 | PA      | $189884.29     | 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        |     544003 | PA      | $526324.20     | 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        |       4295 | PA      | $4332.82       | 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        |      27529 | PA      | $28718.56      | 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        |       1794 | PA      | $1913.72       | 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        |     173290 | PA      | $185750.48     | 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        |      83070 | PA      | $81558.53      | 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        |     223712 | PA      | $205864.29     | 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        |       2452 | PA      | $2536.82       | 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        |       4802 | PA      | $4893.81       | 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        |     299663 | PA      | $303352.94     | 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        |      17450 | PA      | $18673.76      | 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        |      10167 | PA      | $10698.99      | 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        |      74136 | PA      | $73951.98      | 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        |      12165 | PA      | $12835.45      | 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        |   59362772 | PA      | $53335402.46   | 0.32%             | 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        |     175494 | PA      | $177077.95     | 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        |       9230 | PA      | $8505.49       | 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        |     105283 | PA      | $108886.76     | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670654                      | CUSIP: 36295HBX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90991 | PA      | $95293.05      | 0.00%             | 2039-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 469185                      | CUSIP: 36209EF23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1104 | PA      | $1107.87       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA6130                      | CUSIP: 36178DY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     736667 | PA      | $680939.61     | 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        |      34829 | PA      | $36510.16      | 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        |      34599 | PA      | $34437.06      | 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        |     797338 | PA      | $790115.53     | 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        |     100962 | PA      | $104420.27     | 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        |     264796 | PA      | $256250.64     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 705963                      | CUSIP: 36297AJG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     232685 | PA      | $240615.26     | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 636774                      | CUSIP: 36291SMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96019 | PA      | $95036.83      | 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        |     102443 | PA      | $109140.85     | 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        |      39503 | PA      | $39721.44      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783021                      | CUSIP: 36241LLA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41338 | PA      | $41522.05      | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 467451                      | CUSIP: 36209CH41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        196 | PA      | $197.59        | 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        |       6775 | PA      | $6869.36       | 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        |     335450 | PA      | $321582.88     | 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        |     880933 | PA      | $833616.00     | 0.00%             | 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        |      45036 | PA      | $45522.72      | 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        |     267335 | PA      | $238571.14     | 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        |      28068 | PA      | $28723.57      | 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        |      79176 | PA      | $73524.02      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 663853                      | CUSIP: 36294YQE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3884 | PA      | $3885.41       | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 411002                      | CUSIP: 36206GRX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16873 | PA      | $17414.01      | 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        |      19836 | PA      | $19146.69      | 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        |        448 | PA      | $449.79        | 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        |       1906 | PA      | $1965.28       | 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        |       6455 | PA      | $6357.75       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 627839                      | CUSIP: 36291GPY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        886 | PA      | $903.54        | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 736568                      | CUSIP: 3620AQJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51340 | PA      | $52798.33      | 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        |      11957 | PA      | $12087.82      | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 423265                      | CUSIP: 36206WFE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        613 | PA      | $593.66        | 0.00%             | 2029-03-15      | 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        |     194523 | PA      | $192751.71     | 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        |      19060 | PA      | $19124.97      | 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        |    1011967 | PA      | $976207.81     | 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        |      91290 | PA      | $97649.15      | 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        |        736 | PA      | $727.02        | 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        |      15060 | PA      | $14920.57      | 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        |      20556 | PA      | $21778.22      | 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        |     342949 | PA      | $342361.22     | 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        |      90425 | PA      | $92578.59      | 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        |      21698 | PA      | $22589.50      | 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        |      37142 | PA      | $38688.38      | 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        |      11416 | PA      | $11723.02      | 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        |      98287 | PA      | $101656.51     | 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        |       4258 | PA      | $4282.95       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 466406                      | CUSIP: 36209BDK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4631 | PA      | $4627.28       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 736727                      | CUSIP: 3620AQPL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1643 | PA      | $1662.95       | 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        |        102 | PA      | $103.22        | 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        |    5889282 | PA      | $5651991.42    | 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        |     822150 | PA      | $776662.15     | 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        |      14664 | PA      | $14578.98      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 627730                      | CUSIP: 36291GLK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10378 | PA      | $10746.05      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615692                      | CUSIP: 36290R7D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173989 | PA      | $181347.47     | 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        |      16450 | PA      | $17012.87      | 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        |       5914 | PA      | $6211.40       | 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        |    1883926 | PA      | $1730446.74    | 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        |      35572 | PA      | $34440.73      | 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        |   24043274 | PA      | $24261288.73   | 0.14%             | 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        |       5402 | PA      | $5223.14       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617376                      | CUSIP: 36290T2H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        263 | PA      | $275.25        | 0.00%             | 2037-01-15      | 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        |      56318 | PA      | $55155.75      | 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        |      12845 | PA      | $13607.49      | 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        |     315048 | PA      | $289364.39     | 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        |     178440 | PA      | $190150.52     | 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        |     402710 | PA      | $413513.76     | 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        |       2489 | PA      | $2447.96       | 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        |      13391 | PA      | $13850.18      | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 465936                      | CUSIP: 36209ASZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3514 | PA      | $3540.47       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605232                      | CUSIP: 36200NLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59492 | PA      | $61530.27      | 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        |     500038 | PA      | $492009.95     | 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        |     520370 | PA      | $519477.34     | 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        |      12255 | PA      | $12341.83      | 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        |       4384 | PA      | $4435.22       | 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        |      79542 | PA      | $85765.77      | 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        |      73386 | PA      | $75360.89      | 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        |     506577 | PA      | $505220.27     | 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        |       2552 | PA      | $2462.27       | 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        |      44578 | PA      | $42503.26      | 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        |      60838 | PA      | $62029.52      | 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        |        373 | PA      | $373.85        | 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        |       3598 | PA      | $3643.56       | 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        |     380126 | PA      | $364155.29     | 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        |      29895 | PA      | $29815.24      | 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        |      23338 | PA      | $23476.54      | 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        |      84781 | PA      | $87688.23      | 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        |      25187 | PA      | $25904.18      | 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        |      38760 | PA      | $39802.71      | 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        |      26482 | PA      | $27041.65      | 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        |       1658 | PA      | $1680.72       | 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        |     265490 | PA      | $266758.86     | 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        |      15668 | PA      | $16188.25      | 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        |      66637 | PA      | $68433.13      | 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        |      19739 | PA      | $19663.88      | 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        |     393509 | PA      | $351983.28     | 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        |      60578 | PA      | $59944.54      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 466701                      | CUSIP: 36209BNS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        184 | PA      | $175.35        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490103                      | CUSIP: 36210ENU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25332 | PA      | $25310.65      | 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        |       2013 | PA      | $1946.49       | 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        |        355 | PA      | $361.96        | 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        |        559 | PA      | $609.44        | 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        |     243001 | PA      | $243353.97     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 629803                      | CUSIP: 36291JU40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15201 | PA      | $15731.83      | 0.00%             | 2034-09-15      | 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        |       9802 | PA      | $10221.50      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 354638                      | CUSIP: 36203N4X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         12 | PA      | $11.88         | 0.00%             | 2023-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 570575                      | CUSIP: 36200R2G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41343 | PA      | $44229.38      | 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        |       3197 | PA      | $3406.08       | 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        |       9688 | PA      | $9832.19       | 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        |      24743 | PA      | $26509.00      | 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        |      44097 | PA      | $40833.53      | 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        |      17829 | PA      | $17892.18      | 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        |       4866 | PA      | $4852.15       | 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        |     106071 | PA      | $102671.77     | 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        |    4713106 | PA      | $4482445.63    | 0.03%             | 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        |       5090 | PA      | $5559.73       | 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        |      72438 | PA      | $72340.92      | 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        |      50387 | PA      | $51761.04      | 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        |      10330 | PA      | $10316.08      | 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        |     469266 | PA      | $469312.38     | 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        |     231987 | PA      | $231386.95     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 466036                      | CUSIP: 36209AV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2798 | PA      | $2813.19       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 369640                      | CUSIP: 36204GS52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        807 | PA      | $809.70        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 366985                      | CUSIP: 36204DUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2942064 | PA      | $3021154.80    | 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        |      13314 | PA      | $13552.87      | 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        |      39226 | PA      | $39746.06      | 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        |      11661 | PA      | $11999.09      | 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        |     370928 | PA      | $373344.65     | 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        |      29776 | PA      | $30049.67      | 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        |       2186 | PA      | $2210.68       | 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        |      88142 | PA      | $88102.32      | 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        |       8353 | PA      | $8592.38       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 485107                      | CUSIP: 36209X3Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1393 | PA      | $1388.39       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 650343                      | CUSIP: 36292JP45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43546 | PA      | $44565.16      | 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        |     151565 | PA      | $155026.38     | 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        |      30515 | PA      | $30832.78      | 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        |    1248207 | PA      | $1182152.07    | 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        |       9130 | PA      | $9239.44       | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 686074                      | CUSIP: 36296BFP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1906 | PA      | $1951.46       | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 499233                      | CUSIP: 36210QSW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2769 | PA      | $2737.09       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 502201                      | CUSIP: 36210T3J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        848 | PA      | $847.40        | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 598218                      | CUSIP: 36200DSF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77700 | PA      | $77687.96      | 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        |      12377 | PA      | $12801.09      | 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        |       8990 | PA      | $8983.39       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 575371                      | CUSIP: 36200XFL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1764 | PA      | $1782.20       | 0.00%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737460                      | CUSIP: 3620ARJD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8062734 | PA      | $7987598.62    | 0.05%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 733871                      | CUSIP: 3620AMJQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     308636 | PA      | $316945.42     | 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        |      15632 | PA      | $15940.82      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 612053                      | CUSIP: 36202W5N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14403 | PA      | $14707.12      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 597589                      | CUSIP: 36200C2W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22567 | PA      | $23547.96      | 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        |      91552 | PA      | $91132.34      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 366783                      | CUSIP: 36204DM89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        235 | PA      | $224.98        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Natixis SA                                        | NATIXIS TRIPARTY TR            | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Long             | RA               | CORP              | US        |   32200000 | PA      | $32200000.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781846                      | CUSIP: 36241KBP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55510 | PA      | $57277.37      | 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        |     116978 | PA      | $116763.49     | 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        |       7305 | PA      | $7459.52       | 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        |     208533 | PA      | $207908.57     | 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        |     127845 | PA      | $133232.36     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 661536                      | CUSIP: 36294V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77890 | PA      | $79799.02      | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 663301                      | CUSIP: 36294X3J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38098 | PA      | $39499.40      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 483321                      | CUSIP: 36209V4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2110 | PA      | $2088.42       | 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        |     210262 | PA      | $219762.65     | 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        |     586128 | PA      | $567689.93     | 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        |      18962 | PA      | $17907.91      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 468051                      | CUSIP: 36209C5L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4111 | PA      | $4143.52       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 507317                      | CUSIP: 36211ASE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1985 | PA      | $2021.06       | 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        |       7323 | PA      | $7374.89       | 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        |       4741 | PA      | $4900.80       | 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        |     225455 | PA      | $227136.91     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 469983                      | CUSIP: 36209FCU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         89 | PA      | $89.95         | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 644748                      | CUSIP: 36292CHZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5257 | PA      | $5362.03       | 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        |       1857 | PA      | $2042.95       | 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        |      44571 | PA      | $45026.04      | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 3.5 2/23                  | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $937968.80     | 0.01%             | 2023-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 756987                      | CUSIP: 36230RXQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1940077 | PA      | $1893448.71    | 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        |      67436 | PA      | $68757.01      | 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        |      74886 | PA      | $68842.54      | 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        |       3875 | PA      | $3913.14       | 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        |      16660 | PA      | $16770.90      | 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        |      29821 | PA      | $30831.51      | 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        |     264970 | PA      | $271907.37     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 355104                      | CUSIP: 36203PNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        420 | PA      | $419.22        | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610992                      | CUSIP: 36202VXV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36879 | PA      | $37612.64      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 385486                      | CUSIP: 36205BF31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         14 | PA      | $14.04         | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 429082                      | CUSIP: 36207DUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        689 | PA      | $688.47        | 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        |      11075 | PA      | $10949.47      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 497524                      | CUSIP: 36210NVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5160 | PA      | $5144.02       | 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        |      55028 | PA      | $54254.97      | 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        |       1663 | PA      | $1779.46       | 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        |       4229 | PA      | $4216.81       | 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        |      92688 | PA      | $97344.32      | 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        |      40942 | PA      | $43416.63      | 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        |      26765 | PA      | $27075.22      | 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        |      40131 | PA      | $40888.03      | 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        |       1355 | PA      | $1323.07       | 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        |      79650 | PA      | $82380.68      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 544539                      | CUSIP: 36212U4Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2997 | PA      | $2963.28       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 566475                      | CUSIP: 36213WJU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7294 | PA      | $7289.85       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 431914                      | CUSIP: 36207GYK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        326 | PA      | $325.62        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 587787                      | CUSIP: 36201M6Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38036 | PA      | $39339.24      | 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        |      10734 | PA      | $10958.77      | 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        |      20793 | PA      | $21904.66      | 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        |        356 | PA      | $357.24        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 495171                      | CUSIP: 36210LCG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        256 | PA      | $258.56        | 0.00%             | 2029-07-15      | 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        |       2016 | PA      | $2089.10       | 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        |       2702 | PA      | $2917.38       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 591493                      | CUSIP: 36201SC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13236 | PA      | $13615.48      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 652595                      | CUSIP: 36292L7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27956 | PA      | $30042.55      | 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        |       9274 | PA      | $9358.74       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617573                      | CUSIP: 36290UCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21462 | PA      | $21468.02      | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490096                      | CUSIP: 36210ENM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65384 | PA      | $69265.45      | 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        |      95793 | PA      | $96995.72      | 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        |        196 | PA      | $189.55        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 377956                      | CUSIP: 36204RZV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         73 | PA      | $72.72         | 0.00%             | 2024-03-15      | 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        |      12723 | PA      | $12277.79      | 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        |       5608 | PA      | $5106.02       | 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        |     143047 | PA      | $144114.99     | 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        |    1243762 | PA      | $1247474.57    | 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        |       1520 | PA      | $1545.84       | 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        |       8608 | PA      | $8714.63       | 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        |       2060 | PA      | $2008.92       | 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        |      24992 | PA      | $25847.29      | 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        |      33375 | PA      | $34551.83      | 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        |      39990 | PA      | $39043.44      | 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        |       6394 | PA      | $6332.57       | 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        |     347491 | PA      | $359398.19     | 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        |      31268 | PA      | $33459.13      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole                                   | CREDIT AGRICOLE TRIPARTY TSY   | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | RA               | CORP              | US        |    2500000 | PA      | $2500000.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 795434                      | CUSIP: 36177QBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109609 | PA      | $101168.73     | 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        |     248960 | PA      | $235612.88     | 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        |     159120 | PA      | $149769.13     | 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        |      11769 | PA      | $11908.87      | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 374670                      | CUSIP: 36204NFK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         44 | PA      | $44.95         | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 632995                      | CUSIP: 36291NGC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        850 | PA      | $858.91        | 0.00%             | 2037-03-15      | 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        |      22494 | PA      | $22396.15      | 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        |      56338 | PA      | $56534.08      | 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        |      61003 | PA      | $61571.19      | 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        |      13125 | PA      | $13236.35      | 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        |      32453 | PA      | $33854.44      | 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        |     471806 | PA      | $465119.36     | 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        |       4604 | PA      | $4811.19       | 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        |      16967 | PA      | $17096.01      | 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        |        373 | PA      | $374.70        | 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        |      26713 | PA      | $26663.69      | 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        |      36798 | PA      | $36640.96      | 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        |     363410 | PA      | $390912.83     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 465300                      | CUSIP: 36208Y3H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        120 | PA      | $120.20        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 733469                      | CUSIP: 3620AL2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     340110 | PA      | $340140.62     | 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        |       2734 | PA      | $2697.68       | 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        |       3038 | PA      | $3106.77       | 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        |     980736 | PA      | $973791.69     | 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        |       2924 | PA      | $2944.09       | 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        |      62537 | PA      | $64476.42      | 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        |     220771 | PA      | $236244.33     | 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        |      29567 | PA      | $30154.66      | 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        |     113126 | PA      | $111909.13     | 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        |       5225 | PA      | $5348.45       | 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        |        220 | PA      | $223.62        | 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        |       2993 | PA      | $3007.87       | 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        |       1307 | PA      | $1335.55       | 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        |      72638 | PA      | $75459.99      | 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        |     132456 | PA      | $132586.98     | 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        |     301081 | PA      | $282433.05     | 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        |      18395 | PA      | $18471.24      | 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        |      58228 | PA      | $60293.64      | 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        |      25403 | PA      | $25086.68      | 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        |      16681 | PA      | $16990.01      | 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        |      54843 | PA      | $56689.29      | 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        |       7757 | PA      | $7818.45       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2SF 2.5 2/23                  | CUSIP: 21H022622<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -486846000 | PA      | $-433673264.10 | -2.56%            | 2023-02-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 618747                      | CUSIP: 36290VL44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4564 | PA      | $4574.42       | 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        |      26895 | PA      | $26812.12      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 663813                      | CUSIP: 36294YN67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33171 | PA      | $32371.81      | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 422835                      | CUSIP: 36206VV46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3905 | PA      | $3910.11       | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473174                      | CUSIP: 36209JT76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2362 | PA      | $2378.79       | 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        |      54449 | PA      | $55513.89      | 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        |       5441 | PA      | $5503.81       | 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        |       2267 | PA      | $2276.46       | 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        |       1995 | PA      | $2029.51       | 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        |       1099 | PA      | $1103.56       | 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        |       2324 | PA      | $2418.80       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 493398                      | CUSIP: 36210JDB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3826 | PA      | $3820.05       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AE6611                      | CUSIP: 36181AKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137052 | PA      | $129452.19     | 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        |     557432 | PA      | $609194.69     | 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        |      31397 | PA      | $32238.59      | 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        |     869118 | PA      | $798469.93     | 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        |       2961 | PA      | $2952.03       | 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        |      18319 | PA      | $18768.92      | 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        |      57100 | PA      | $55167.54      | 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        |      93294 | PA      | $97394.09      | 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        |     103941 | PA      | $100118.69     | 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        |      18590 | PA      | $18712.19      | 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        |      27178 | PA      | $27719.25      | 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        |      65277 | PA      | $67370.60      | 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        |     166838 | PA      | $170104.63     | 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        |      45933 | PA      | $46804.69      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 643567                      | CUSIP: 36292A6C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1421 | PA      | $1416.49       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 385621                      | CUSIP: 36205BLA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        752 | PA      | $762.38        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 477198                      | CUSIP: 36209PDB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24853 | PA      | $24940.97      | 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        |      21825 | PA      | $22593.00      | 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        |     141722 | PA      | $147899.70     | 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        |     188172 | PA      | $193236.01     | 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        |      51602 | PA      | $51373.33      | 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        |    1546081 | PA      | $1479946.41    | 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        |      74214 | PA      | $71633.02      | 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        |       1794 | PA      | $1869.97       | 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        |      52156 | PA      | $53024.05      | 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        |      48225 | PA      | $49168.83      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2017-42 AC                 | CUSIP: 38376MSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   55506116 | PA      | $51735374.24   | 0.31%             | 2041-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05205                      | CUSIP: 3128M7DJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71394 | PA      | $74329.51      | 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        |     313241 | PA      | $287871.69     | 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        |       3122 | PA      | $3277.61       | 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        |      27224 | PA      | $27369.21      | 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        |      11349 | PA      | $11524.52      | 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        |      10864 | PA      | $10514.02      | 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        |    1337214 | PA      | $1294085.34    | 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        |     150674 | PA      | $145863.63     | 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        |      73420 | PA      | $77068.64      | 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        |      65921 | PA      | $66170.12      | 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        |       9819 | PA      | $9798.16       | 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        |      10960 | PA      | $11779.09      | 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        |        242 | PA      | $244.90        | 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        |        937 | PA      | $984.15        | 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        |      87243 | PA      | $90223.96      | 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        |     471301 | PA      | $432981.03     | 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        |      52723 | PA      | $54544.18      | 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        |       3362 | PA      | $3329.84       | 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        |     210250 | PA      | $198959.13     | 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        |      79159 | PA      | $79614.85      | 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        |    1068280 | PA      | $988452.57     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 368345                      | CUSIP: 36204FES9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        272 | PA      | $271.47        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 683063                      | CUSIP: 36295WZ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192832 | PA      | $202883.30     | 0.00%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783379                      | CUSIP: 36241LXG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29379932 | PA      | $28679352.90   | 0.17%             | 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        |     757911 | PA      | $778346.45     | 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        |     110160 | PA      | $110194.23     | 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        |     319629 | PA      | $314519.55     | 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        |      70860 | PA      | $70925.31      | 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        |      16780 | PA      | $16942.76      | 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        |       1799 | PA      | $1735.80       | 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        |    2073692 | PA      | $2073890.99    | 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        |     301687 | PA      | $312138.91     | 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        |     567240 | PA      | $553818.36     | 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        |      14833 | PA      | $15337.25      | 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        |      12881 | PA      | $12705.33      | 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        |      33340 | PA      | $34602.85      | 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        |      57730 | PA      | $61924.24      | 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        |    1851049 | PA      | $1900565.92    | 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        |   11162745 | PA      | $10410899.97   | 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        |     128702 | PA      | $130909.87     | 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        |      48484 | PA      | $51996.57      | 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        |       5312 | PA      | $5403.11       | 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        |    5180762 | PA      | $5056706.93    | 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        |    1245442 | PA      | $1280490.47    | 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        |     267962 | PA      | $275164.83     | 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        |       2815 | PA      | $2713.72       | 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        |       7122 | PA      | $7391.44       | 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        |      15575 | PA      | $14951.58      | 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        |   28967917 | PA      | $27045035.26   | 0.16%             | 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        |      13386 | PA      | $13240.44      | 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        |      39741 | PA      | $41356.52      | 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        |   18458323 | PA      | $17777540.82   | 0.11%             | 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        |     297370 | PA      | $294572.64     | 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        |       3853 | PA      | $3898.64       | 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        |     229988 | PA      | $226521.06     | 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        |       9537 | PA      | $9643.48       | 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        |     112364 | PA      | $117251.98     | 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        |     100168 | PA      | $102865.82     | 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        |      37032 | PA      | $37461.56      | 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        |     155104 | PA      | $159477.86     | 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        |      70967 | PA      | $71946.50      | 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        |     215668 | PA      | $228349.37     | 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        |      25022 | PA      | $25144.98      | 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        |     174722 | PA      | $181361.36     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 449042                      | CUSIP: 36208EZF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9000 | PA      | $9258.55       | 0.00%             | 2028-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737428                      | CUSIP: 3620ARHD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     667242 | PA      | $687246.41     | 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        |    1059210 | NS      | $105910433.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 717368                      | CUSIP: 3620A26D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     618730 | PA      | $598216.63     | 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        |      27606 | PA      | $28545.39      | 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        |       1276 | PA      | $1260.24       | 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        |     358086 | PA      | $365772.66     | 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        |      18307 | PA      | $17939.12      | 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        |     103140 | PA      | $105538.16     | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617572                      | CUSIP: 36290UCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30116 | PA      | $30933.08      | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 366547                      | CUSIP: 36204DEU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        146 | PA      | $145.75        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AC2222                      | CUSIP: 36179BPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     291265 | PA      | $275116.78     | 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        |     140904 | PA      | $144162.55     | 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        |     130643 | PA      | $138288.82     | 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        |       2561 | PA      | $2661.51       | 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        |     426214 | PA      | $439731.78     | 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        |       8442 | PA      | $8769.25       | 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        |       8203 | PA      | $8456.55       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376345                      | CUSIP: 36204QBN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1157 | PA      | $1171.66       | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 685995                      | CUSIP: 36296BC83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1871 | PA      | $1969.38       | 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        |     260619 | PA      | $261422.52     | 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        |     191388 | PA      | $199753.75     | 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        |      31995 | PA      | $33741.74      | 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        |      39194 | PA      | $38901.30      | 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        |       2318 | PA      | $2326.48       | 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        |      20572 | PA      | $21604.06      | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 508557                      | CUSIP: 36211B5S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2701 | PA      | $2732.81       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4050                        | CUSIP: 36202EQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168551 | PA      | $175382.54     | 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        |       1516 | PA      | $1627.72       | 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        |      71465 | PA      | $69041.64      | 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        |      77566 | PA      | $78702.92      | 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        |      35405 | PA      | $36023.64      | 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        |      35339 | PA      | $37815.78      | 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        |      99415 | PA      | $96169.44      | 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        |      42664 | PA      | $43649.21      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 391191                      | CUSIP: 36205HRL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1382 | PA      | $1380.20       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617483                      | CUSIP: 36290T6U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77106 | PA      | $79209.71      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 633584                      | CUSIP: 36291N2R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58154 | PA      | $61673.40      | 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        |      94045 | PA      | $96961.57      | 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        |      15573 | PA      | $16664.44      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 666307                      | CUSIP: 36295CGQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90168 | PA      | $82329.93      | 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        |       6556 | PA      | $6686.41       | 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        |      56065 | PA      | $57985.28      | 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        |     278398 | PA      | $295451.44     | 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        |     201516 | PA      | $208409.08     | 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        |      68305 | PA      | $70645.40      | 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        |     332438 | PA      | $339408.54     | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473136                      | CUSIP: 36209JSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1644 | PA      | $1638.46       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 583684                      | CUSIP: 36201HM91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6583 | PA      | $6936.05       | 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        |      97099 | PA      | $96920.36      | 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        |       2908 | PA      | $3118.96       | 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        |     149113 | PA      | $147945.78     | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AI5685                      | CUSIP: 36198SJ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58671 | PA      | $56240.63      | 0.00%             | 2029-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 645797                      | CUSIP: 36292DNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81166 | PA      | $83949.35      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 505069                      | CUSIP: 36210XCE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2197 | PA      | $2218.65       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491156                      | CUSIP: 36210FTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11798 | PA      | $11716.51      | 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        |     487811 | PA      | $448142.02     | 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        |      30381 | PA      | $30663.33      | 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        |      41911 | PA      | $41536.39      | 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        |     125337 | PA      | $127073.15     | 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        |     167251 | PA      | $172986.02     | 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        |       3312 | PA      | $3329.46       | 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        |        728 | PA      | $753.47        | 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        |      58557 | PA      | $57663.03      | 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        |   15657696 | PA      | $12084093.22   | 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        |     154704 | PA      | $144666.68     | 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        |      23487 | PA      | $24329.21      | 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        |      60741 | PA      | $64717.69      | 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        |      45637 | PA      | $45617.79      | 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        |     396993 | PA      | $393259.11     | 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        |      23500 | PA      | $24854.96      | 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        |     488669 | PA      | $483618.88     | 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        |       8450 | PA      | $8594.77       | 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        |        239 | PA      | $242.20        | 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        |    1596801 | PA      | $1542670.16    | 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        |     128419 | PA      | $135214.52     | 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        |     389221 | PA      | $371230.82     | 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        |      11542 | PA      | $11710.43      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617495                      | CUSIP: 36290T7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10264 | PA      | $10266.64      | 0.00%             | 2037-04-15      | 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        |       7870 | PA      | $8229.46       | 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        |      62863 | PA      | $62509.59      | 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        |   10904011 | PA      | $10225928.84   | 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        |     484593 | PA      | $467567.27     | 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        |       8261 | PA      | $8580.09       | 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        |       2345 | PA      | $2272.41       | 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        |      54653 | PA      | $53337.95      | 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        |      11451 | PA      | $11410.41      | 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        |     236124 | PA      | $246087.88     | 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        |      10062 | PA      | $10425.85      | 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        |      48866 | PA      | $44608.38      | 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        |       6000 | PA      | $6117.53       | 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        |      89577 | PA      | $91359.24      | 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        |      15901 | PA      | $15951.41      | 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        |       2279 | PA      | $2254.88       | 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        |     565260 | PA      | $543650.53     | 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        |      20861 | PA      | $21404.00      | 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        |      21860 | PA      | $21908.42      | 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        |       9050 | PA      | $9401.34       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506669                      | CUSIP: 36210Y2A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         68 | PA      | $68.20         | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 456155                      | CUSIP: 36208NWQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7503 | PA      | $7542.80       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 451618                      | CUSIP: 36208HVK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5833 | PA      | $5637.40       | 0.00%             | 2028-02-15      | 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        |      22423 | PA      | $23178.57      | 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        |       6053 | PA      | $5856.67       | 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        |      29451 | PA      | $31504.82      | 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        |      20620 | PA      | $20396.05      | 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        |        124 | PA      | $129.20        | 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        |      14513 | PA      | $14757.72      | 0.00%             | 2037-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 332761                      | CUSIP: 36224MTS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        477 | PA      | $475.11        | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 627846                      | CUSIP: 36291GP75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76431 | PA      | $76522.03      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 778612                      | CUSIP: 36176WYH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     226981 | PA      | $232572.82     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 631185                      | CUSIP: 36291LF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2045 | PA      | $2136.16       | 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        |       7613 | PA      | $7459.87       | 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        |      34844 | PA      | $36054.45      | 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        |      20277 | PA      | $20713.33      | 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        |       4125 | PA      | $4119.00       | 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        |       3958 | PA      | $4138.68       | 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        |      51528 | PA      | $52061.29      | 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        |     773552 | PA      | $710628.91     | 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        |    1378420 | PA      | $1353999.44    | 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        |       1621 | PA      | $1629.44       | 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        |     337289 | PA      | $346938.44     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 462557                      | CUSIP: 36208VZW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        109 | PA      | $108.54        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 492946                      | CUSIP: 36210HTB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7010 | PA      | $7004.36       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 606216                      | CUSIP: 36201XN95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12167 | PA      | $12712.37      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605838                      | CUSIP: 36201XBF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26909 | PA      | $27679.14      | 0.00%             | 2033-02-15      | 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        |     122016 | PA      | $121792.61     | 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        |      10001 | PA      | $9959.52       | 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        |       4578 | PA      | $4424.82       | 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        |    1197127 | PA      | $1188652.22    | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 458945                      | CUSIP: 36208RZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4790 | PA      | $4849.54       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 719571                      | CUSIP: 3620A5MU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     653739 | PA      | $659633.47     | 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        |      36179 | PA      | $38531.54      | 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        |     381880 | PA      | $396766.43     | 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        |    2217041 | PA      | $2263537.97    | 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        |     881691 | PA      | $930251.12     | 0.01%             | 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        |       6945 | PA      | $6996.33       | 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        |       4105 | PA      | $4139.69       | 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        |        453 | PA      | $457.03        | 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        |      19930 | PA      | $20610.39      | 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        |       2854 | PA      | $2997.34       | 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        |     152651 | PA      | $162667.46     | 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        |       3579 | PA      | $3460.33       | 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        |      10389 | PA      | $10725.65      | 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        |       7369 | PA      | $7434.91       | 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        |     213184 | PA      | $218168.67     | 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        |       4014 | PA      | $4017.17       | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AK8698                      | CUSIP: 36183SUX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1886812 | PA      | $1763463.76    | 0.01%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 502984                      | CUSIP: 36210UXM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        154 | PA      | $155.69        | 0.00%             | 2029-02-15      | 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        |      43036 | PA      | $44453.43      | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 671529                      | CUSIP: 36295JA63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83129 | PA      | $84696.67      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AE7027                      | CUSIP: 36181AYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140815 | PA      | $128566.52     | 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        |      16342 | PA      | $17526.53      | 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        |      16154 | PA      | $15983.84      | 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        |      26770 | PA      | $26860.67      | 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        |       1936 | PA      | $1957.25       | 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        |      93837 | PA      | $97691.82      | 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        |       2741 | PA      | $2734.57       | 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        |     780535 | PA      | $790122.82     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB2883                      | CUSIP: 36178NFY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     210754 | PA      | $203620.41     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605009                      | CUSIP: 36200NDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38461 | PA      | $40201.41      | 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        |      25717 | PA      | $25854.29      | 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        |      46011 | PA      | $47241.06      | 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        |   67116726 | PA      | $66211536.15   | 0.39%             | 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        |       1399 | PA      | $1406.55       | 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        |        314 | PA      | $323.51        | 0.00%             | 2035-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 719876                      | CUSIP: 3620A5XD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     234091 | PA      | $250940.30     | 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        |      76943 | PA      | $80672.37      | 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        |      35185 | PA      | $36274.76      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                               | US LONG BOND(CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -1008 | NC      | $-1967859.93   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 567999                      | CUSIP: 36213X7L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3955 | PA      | $4077.15       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 608286                      | CUSIP: 36202SXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118987 | PA      | $127323.92     | 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        |        959 | PA      | $963.99        | 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        |       2388 | PA      | $2361.11       | 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        |    3788654 | PA      | $3620202.72    | 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        |      52057 | PA      | $51916.82      | 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        |    1870934 | PA      | $1930900.32    | 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        |       4972 | PA      | $4793.38       | 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        |     826316 | PA      | $823422.09     | 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        |      30861 | PA      | $31493.71      | 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        |       1577 | PA      | $1643.10       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 796108                      | CUSIP: 36177QYE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136747 | PA      | $132992.78     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 501428                      | CUSIP: 36210TA55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4098 | PA      | $3961.44       | 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        |       5140 | PA      | $5251.76       | 0.00%             | 2043-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 480498                      | CUSIP: 36209SX30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2641 | PA      | $2553.77       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781653                      | CUSIP: 36225BZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     373975 | PA      | $400360.58     | 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        |     477847 | PA      | $494245.57     | 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        |       8193 | PA      | $8443.65       | 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        |    1605402 | PA      | $1428043.08    | 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        |     121493 | PA      | $126027.77     | 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        |       4619 | PA      | $4655.24       | 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        |     625194 | PA      | $627054.47     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 602384                      | CUSIP: 36200JFZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4008 | PA      | $3958.00       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474659                      | CUSIP: 36209LJC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2538 | PA      | $2535.43       | 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        |      70321 | PA      | $72990.18      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 501422                      | CUSIP: 36210TAX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        253 | PA      | $253.44        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617300                      | CUSIP: 36290TX53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42175 | PA      | $41163.75      | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 489044                      | CUSIP: 36210DHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7201 | PA      | $7254.67       | 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        |       5964 | PA      | $6032.82       | 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        |     172988 | PA      | $176985.45     | 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        |       1182 | PA      | $1244.90       | 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        |      63708 | PA      | $65861.25      | 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        |      96690 | PA      | $101855.96     | 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        |       5058 | PA      | $5231.31       | 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        |   16431493 | PA      | $15104891.82   | 0.09%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7706                      | CUSIP: 36179WR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  266732657 | PA      | $246083574.63  | 1.45%             | 2051-11-20      | 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        |      68740 | PA      | $68252.64      | 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        |      20838 | PA      | $21908.79      | 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        |      42924 | PA      | $44475.25      | 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        |       9095 | PA      | $9086.33       | 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        |     363070 | PA      | $357897.43     | 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        |      11543 | PA      | $12436.87      | 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        |     255633 | PA      | $256569.67     | 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        |      16829 | PA      | $17564.02      | 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        |        328 | PA      | $332.67        | 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        |       1852 | PA      | $1785.32       | 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        |     783485 | PA      | $810212.91     | 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        |      20992 | PA      | $20982.50      | 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        |     288051 | PA      | $273781.09     | 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        |     196884 | PA      | $200881.94     | 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        |        456 | PA      | $459.83        | 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        |      21256 | PA      | $22194.57      | 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        |      43862 | PA      | $44665.00      | 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        |      40889 | PA      | $41984.35      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 434100                      | CUSIP: 36207KGH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4312 | PA      | $4347.56       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782539                      | CUSIP: 36241KZC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149880 | PA      | $158257.03     | 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        |    1994088 | PA      | $1870283.54    | 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        |      72445 | PA      | $77335.24      | 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        |     410578 | PA      | $423599.93     | 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        |      74655 | PA      | $74526.49      | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 492017                      | CUSIP: 36210GSE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3738 | PA      | $3782.54       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 633388                      | CUSIP: 36291NUM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29018 | PA      | $29051.26      | 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        |      45102 | PA      | $47200.76      | 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        |    2994168 | PA      | $2971717.85    | 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        |      29834 | PA      | $30316.99      | 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        |      85932 | PA      | $88866.49      | 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        |      83876 | PA      | $79394.58      | 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        |      53245 | PA      | $52755.33      | 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        |      61237 | PA      | $60507.47      | 0.00%             | 2033-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 478041                      | CUSIP: 36209QBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        587 | PA      | $581.81        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 602419                      | CUSIP: 36200JG46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10169 | PA      | $10505.28      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476886                      | CUSIP: 36209NXP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        268 | PA      | $269.27        | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 565676                      | CUSIP: 36213VMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72283 | PA      | $72865.43      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 405556                      | CUSIP: 36206AQH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         20 | PA      | $18.86         | 0.00%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 625563                      | CUSIP: 36291D5Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19654 | PA      | $19533.37      | 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        |     104221 | PA      | $103781.55     | 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        |     947033 | PA      | $944497.36     | 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        |     177487 | PA      | $178798.58     | 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        |     216404 | PA      | $206090.59     | 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        |    1674930 | PA      | $1690039.03    | 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        |     504771 | PA      | $500176.60     | 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        |      52360 | PA      | $54686.82      | 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        |      43867 | PA      | $46865.80      | 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        |      15927 | PA      | $16482.47      | 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        |       5008 | PA      | $4907.84       | 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        |    2045254 | PA      | $2039778.39    | 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        |      58160 | PA      | $60151.56      | 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        |      90587 | PA      | $88795.66      | 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        |       2213 | PA      | $2216.82       | 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        |      39535 | PA      | $40837.88      | 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        |      21608 | PA      | $21582.16      | 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        |       4337 | PA      | $4356.90       | 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        |      26858 | PA      | $27801.03      | 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        |     122580 | PA      | $123018.49     | 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        |     404481 | PA      | $422095.18     | 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        |      24742 | PA      | $25096.84      | 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        |      26554 | PA      | $26299.46      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AO8421                      | CUSIP: 3617A9LA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165783 | PA      | $153777.24     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 750281                      | CUSIP: 3620C6RA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52612 | PA      | $51837.30      | 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        |        359 | PA      | $358.67        | 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        |     696063 | PA      | $689727.63     | 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        |     127255 | PA      | $132791.34     | 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        |  205070277 | PA      | $191510578.85  | 1.13%             | 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        |      30509 | PA      | $31548.50      | 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        |       5256 | PA      | $5322.01       | 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        |       1580 | PA      | $1586.15       | 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        |       6282 | PA      | $6073.69       | 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        |       3024 | PA      | $3175.71       | 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        |     410367 | PA      | $391380.52     | 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        |       2162 | PA      | $2189.20       | 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        |     401752 | PA      | $387972.20     | 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        |     131604 | PA      | $136115.37     | 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        |        873 | PA      | $920.78        | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 372932                      | CUSIP: 36204LHH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        692 | PA      | $689.99        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 544271                      | CUSIP: 36212UT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6537 | PA      | $6833.77       | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 460484                      | CUSIP: 36208TRD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18922 | PA      | $19099.38      | 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        |      13836 | PA      | $14371.13      | 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        |   25848907 | PA      | $26719498.51   | 0.16%             | 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        |        687 | PA      | $691.93        | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 469181                      | CUSIP: 36209EFW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3425 | PA      | $3416.91       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 593366                      | CUSIP: 36201UFF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70495 | PA      | $69604.44      | 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        |      23907 | PA      | $23926.98      | 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        |     121688 | PA      | $124475.44     | 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        |     206387 | PA      | $204016.14     | 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        |      13012 | PA      | $12844.87      | 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        |      17400 | PA      | $16788.54      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482048                      | CUSIP: 36209UP91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1408 | PA      | $1422.90       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 400137                      | CUSIP: 36205TPW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5563 | PA      | $5606.00       | 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        |    1127858 | PA      | $1067627.25    | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 494305                      | CUSIP: 36210KDJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57269 | PA      | $57098.38      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 612873                      | CUSIP: 36202X2E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10046 | PA      | $10389.74      | 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        |       5009 | PA      | $4964.04       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08715                      | CUSIP: 3128MJYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      73287 | PA      | $67884.85      | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 741596                      | CUSIP: 3620AV3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37367 | PA      | $38858.03      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 599562                      | CUSIP: 36200FB72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68601 | PA      | $70953.14      | 0.00%             | 2037-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 374315                      | CUSIP: 36204MYL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        178 | PA      | $177.35        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 362788                      | CUSIP: 36203X6Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         93 | PA      | $89.94         | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605266                      | CUSIP: 36200NMP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     745355 | PA      | $760625.66     | 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        |      21362 | PA      | $21069.65      | 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        |       8183 | PA      | $8530.96       | 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        |      77745 | PA      | $78306.97      | 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        |      35628 | PA      | $36849.18      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 572362                      | CUSIP: 36200TZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5175 | PA      | $5235.44       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 512935                      | CUSIP: 36211GY80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14207 | PA      | $14326.88      | 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        |      68203 | PA      | $69676.77      | 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        |       6173 | PA      | $5961.91       | 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        |     132789 | PA      | $141369.58     | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 480280                      | CUSIP: 36209SQ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3961 | PA      | $3949.87       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737193                      | CUSIP: 3620AQ7E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32289 | PA      | $33514.55      | 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        |      25571 | PA      | $24837.07      | 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        |       2720 | PA      | $2736.05       | 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        |     490730 | PA      | $474712.23     | 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        |     100488 | PA      | $92322.08      | 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        |     138068 | PA      | $130501.06     | 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        |      35380 | PA      | $37419.90      | 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        |       8853 | PA      | $9026.77       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 697486                      | CUSIP: 36296P2T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1341211 | PA      | $1304621.71    | 0.01%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8487                      | CUSIP: 36179XNC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6634513 | PA      | $6282172.08    | 0.04%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 465523                      | CUSIP: 36209AD49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2179 | PA      | $2191.46       | 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        |      12642 | PA      | $13279.77      | 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        |      27538 | PA      | $28935.56      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 498903                      | CUSIP: 36210QGL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1756 | PA      | $1772.03       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 520259                      | CUSIP: 36211Q5U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126493 | PA      | $134790.93     | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 456893                      | CUSIP: 36208PRN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12603 | PA      | $12483.30      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD9302                      | CUSIP: 36180NKP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1732754 | PA      | $1639182.16    | 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        |      38337 | PA      | $39367.04      | 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        |    9686039 | PA      | $9896892.48    | 0.06%             | 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        |       6316 | PA      | $5836.37       | 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        |    2930676 | PA      | $2874129.37    | 0.02%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 475933                      | CUSIP: 36209MV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        449 | PA      | $447.91        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781988                      | CUSIP: 36241KF52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3453343 | PA      | $3473362.95    | 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        |        950 | PA      | $964.80        | 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        |       2509 | PA      | $2606.36       | 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        |    2268501 | PA      | $2107594.34    | 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        |     564842 | PA      | $521310.55     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482794                      | CUSIP: 36209VKF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1433 | PA      | $1430.73       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 566184                      | CUSIP: 36213V6V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7809 | PA      | $8226.73       | 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        |        941 | PA      | $946.80        | 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        |       6079 | PA      | $6153.06       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676086                      | CUSIP: 36295PCX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111427 | PA      | $115028.89     | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473091                      | CUSIP: 36209JRL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1008 | PA      | $994.93        | 0.00%             | 2029-04-15      | 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        |    5803529 | PA      | $6114515.95    | 0.04%             | 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        |     516338 | PA      | $478115.82     | 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        |      62668 | PA      | $63804.04      | 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        |      84768 | PA      | $81133.09      | 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        |     116110 | PA      | $122956.56     | 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        |    8285629 | PA      | $6880603.25    | 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        |      15685 | PA      | $15254.30      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 485318                      | CUSIP: 36209YDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        623 | PA      | $628.80        | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 697579                      | CUSIP: 36296P6Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2748 | PA      | $2900.15       | 0.00%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 562447                      | CUSIP: 36213RZL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1941 | PA      | $1978.23       | 0.00%             | 2034-01-15      | 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        |     383338 | PA      | $395202.46     | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464317                      | CUSIP: 36208XYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12097 | PA      | $12146.69      | 0.00%             | 2028-11-15      | 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        |       1060 | PA      | $1096.10       | 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        |      32276 | PA      | $33439.41      | 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        |     188730 | PA      | $189871.16     | 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        |      33283 | PA      | $32795.82      | 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        |       5909 | PA      | $6147.54       | 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        |     161992 | PA      | $172772.49     | 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        |       2184 | PA      | $2225.48       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 719209                      | CUSIP: 3620A5AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     242487 | PA      | $248705.21     | 0.00%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 655564                      | CUSIP: 36294PJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1669 | PA      | $1740.15       | 0.00%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 658609                      | CUSIP: 36294SVA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28345 | PA      | $29108.42      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 600385                      | CUSIP: 36200F6W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20799 | PA      | $21388.14      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491147                      | CUSIP: 36210FTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4648 | PA      | $4709.08       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 741517                      | CUSIP: 3620AVYN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     541192 | PA      | $532965.74     | 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        |     210708 | PA      | $217399.53     | 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        |      17464 | PA      | $18206.83      | 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        |      16457 | PA      | $17074.57      | 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        |     321429 | PA      | $295340.62     | 0.00%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 681392                      | CUSIP: 36295U7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30019 | PA      | $30671.98      | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 589585                      | CUSIP: 36201P6W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56633 | PA      | $59662.23      | 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        |      20765 | PA      | $21177.38      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 468224                      | CUSIP: 36209DD50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2242 | PA      | $2144.94       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZA2670                      | CUSIP: 31329K6F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24579 | PA      | $24009.22      | 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        |       1027 | PA      | $1061.27       | 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        |      43980 | PA      | $43542.46      | 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        |      23950 | PA      | $24619.19      | 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        |      86507 | PA      | $92543.63      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 492165                      | CUSIP: 36210GW26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3359 | PA      | $3478.46       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 620108                      | CUSIP: 36290W3R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52034 | PA      | $55392.64      | 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        |     170595 | PA      | $160029.34     | 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        |      13504 | PA      | $13362.95      | 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        |      51345 | PA      | $49235.87      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 510877                      | CUSIP: 36211EQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        644 | PA      | $650.63        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 555640                      | CUSIP: 36213JHR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        718 | PA      | $725.96        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 555501                      | CUSIP: 36213JDE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24636 | PA      | $24921.93      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 704207                      | CUSIP: 36296XKU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     205218 | PA      | $211203.70     | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 477615                      | CUSIP: 36209PSC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1155 | PA      | $1163.30       | 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        |        596 | PA      | $629.91        | 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        |      24746 | PA      | $23372.18      | 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        |       2460 | PA      | $2470.37       | 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        |      14336 | PA      | $14694.79      | 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        |        297 | PA      | $287.41        | 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        |     422770 | PA      | $439957.37     | 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        |      10122 | PA      | $10758.12      | 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        |     247754 | PA      | $250162.67     | 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        |      68081 | PA      | $64311.78      | 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        |      31431 | PA      | $32405.92      | 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        |      24827 | PA      | $24823.96      | 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        |      11300 | PA      | $11988.35      | 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        |        149 | PA      | $148.19        | 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        |       2975 | PA      | $3095.16       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 352830                      | CUSIP: 36203L4P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        467 | PA      | $473.57        | 0.00%             | 2024-02-15      | 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        |       6599 | PA      | $6800.24       | 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        |      19882 | PA      | $20270.85      | 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        |      93641 | PA      | $94361.05      | 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        |       9396 | PA      | $9715.68       | 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        |     140143 | PA      | $145182.02     | 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        |     214389 | PA      | $230649.43     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 458269                      | CUSIP: 36208RCE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11451 | PA      | $11602.97      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 633625                      | CUSIP: 36291N4J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        885 | PA      | $928.30        | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617415                      | CUSIP: 36290T3Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78767 | PA      | $80988.73      | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 429799                      | CUSIP: 36207ENQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95087 | PA      | $96096.53      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 366720                      | CUSIP: 36204DK99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        611 | PA      | $599.91        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 606774                      | CUSIP: 36201YCK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14628 | PA      | $14488.40      | 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        |     108321 | PA      | $112770.59     | 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        |      35028 | PA      | $34343.99      | 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        |       2079 | PA      | $2008.74       | 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        |      12464 | PA      | $12519.96      | 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        |       2949 | PA      | $2976.65       | 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        |      20453 | PA      | $21087.56      | 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        |     319819 | PA      | $321297.28     | 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        |      10931 | PA      | $11088.18      | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615425                      | CUSIP: 36290RVS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3823 | PA      | $3923.14       | 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        |       1699 | PA      | $1707.44       | 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        |      31303 | PA      | $32201.18      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610384                      | CUSIP: 36202VCV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4956 | PA      | $5014.32       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 769813                      | CUSIP: 36176MAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     186269 | PA      | $185380.45     | 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        |        161 | PA      | $172.07        | 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        |     140598 | PA      | $149945.90     | 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        |     190250 | PA      | $189544.05     | 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        |       7074 | PA      | $7153.70       | 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        |      41956 | PA      | $44473.79      | 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        |      26635 | PA      | $26839.42      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376432                      | CUSIP: 36204QED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1201 | PA      | $1197.88       | 0.00%             | 2024-03-15      | 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        |       3153 | PA      | $3339.21       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 668387                      | CUSIP: 36295ERG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28823 | PA      | $30252.57      | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 699366                      | CUSIP: 36296R6B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1306 | PA      | $1351.09       | 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        |   17781094 | PA      | $18365281.32   | 0.11%             | 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        |     531109 | PA      | $512014.20     | 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        |       1486 | PA      | $1471.48       | 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        |       1336 | PA      | $1347.00       | 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        |        407 | PA      | $407.17        | 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        |      30061 | PA      | $30301.18      | 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        |     122105 | PA      | $122680.34     | 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        |       3758 | PA      | $3753.55       | 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        |      41382 | PA      | $42207.77      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 507648                      | CUSIP: 36211A5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        192 | PA      | $191.59        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BT2641                      | CUSIP: 3140LQ5B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     353125 | PA      | $298528.23     | 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        |      29792 | PA      | $30811.81      | 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        |      77676 | PA      | $76335.98      | 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        |       6877 | PA      | $6932.37       | 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        |       3180 | PA      | $3211.87       | 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        |      17284 | PA      | $17556.23      | 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        |     383396 | PA      | $371263.05     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 580406                      | CUSIP: 36201DYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37482 | PA      | $39443.17      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 672674                      | CUSIP: 36295KJT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153277 | PA      | $160015.46     | 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        |      60287 | PA      | $60490.06      | 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        |       1293 | PA      | $1357.18       | 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        |     433754 | PA      | $442654.26     | 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        |      43133 | PA      | $44290.88      | 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        |       9713 | PA      | $9682.82       | 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        |      16740 | PA      | $16853.81      | 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        |      20802 | PA      | $21086.29      | 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        |    1085808 | PA      | $1044692.67    | 0.01%             | 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        |      51809 | PA      | $54034.93      | 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        |       9184 | PA      | $9193.56       | 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        |     139569 | PA      | $139680.23     | 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        |      12764 | PA      | $12653.25      | 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        |      67777 | PA      | $67749.30      | 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        |      14662 | PA      | $14888.23      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 357350                      | CUSIP: 36203R5K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6816 | PA      | $6802.59       | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 595653                      | CUSIP: 36200AWN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        327 | PA      | $325.78        | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 493680                      | CUSIP: 36210JM54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9557 | PA      | $9569.86       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7767                      | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  193178253 | PA      | $172376316.57  | 1.02%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 609213                      | CUSIP: 36202TYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1055115 | PA      | $970035.62     | 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        |      37252 | PA      | $38540.79      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676388                      | CUSIP: 36295PND0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3754 | PA      | $3919.16       | 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        |      56684 | PA      | $58604.37      | 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        |      15595 | PA      | $16614.69      | 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        |       3035 | PA      | $3064.95       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 466982                      | CUSIP: 36209BXK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21466 | PA      | $21562.22      | 0.00%             | 2028-05-15      | 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        |      59969 | PA      | $59683.63      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 469984                      | CUSIP: 36209FCV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4102 | PA      | $4218.24       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738256                      | CUSIP: 3620ASE54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63129 | PA      | $63982.79      | 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        |        280 | PA      | $288.52        | 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        |      77069 | PA      | $82127.88      | 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        |     169967 | PA      | $181993.04     | 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        |      17371 | PA      | $16181.46      | 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        |      32416 | PA      | $32106.76      | 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        |      21257 | PA      | $21531.84      | 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        |      24826 | PA      | $24830.84      | 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        |     558207 | PA      | $571161.42     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476937                      | CUSIP: 36209NZA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10346 | PA      | $10369.60      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 509870                      | CUSIP: 36211DMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2448 | PA      | $2413.54       | 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        |      89165 | PA      | $82826.35      | 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        |       6148 | PA      | $6338.84       | 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        |      24474 | PA      | $24451.07      | 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        |      68981 | PA      | $63755.23      | 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        |        558 | PA      | $564.84        | 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        |      63812 | PA      | $63853.93      | 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        |     850971 | PA      | $781789.54     | 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        |        507 | PA      | $502.93        | 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        |      18664 | PA      | $18679.95      | 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        |      22226 | PA      | $22932.38      | 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        |        409 | PA      | $394.02        | 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        |     623210 | PA      | $621541.37     | 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        |       5914 | PA      | $5857.18       | 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        |       4153 | PA      | $4019.83       | 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        |       5229 | PA      | $5126.49       | 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        |      18378 | PA      | $18742.26      | 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        |      30308 | PA      | $31347.15      | 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        |       3602 | PA      | $3600.84       | 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        |      32746 | PA      | $33587.97      | 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        |       8934 | PA      | $9262.54       | 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        |     134381 | PA      | $134425.28     | 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        |     117219 | PA      | $116748.08     | 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        |     834343 | PA      | $766536.15     | 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        |     573546 | PA      | $526911.88     | 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        |     152982 | PA      | $157716.98     | 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        |    2748926 | PA      | $2547083.46    | 0.02%             | 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        |     564286 | PA      | $550733.85     | 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        |   21462038 | PA      | $19350379.88   | 0.11%             | 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        |     340997 | PA      | $343298.62     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 632862                      | CUSIP: 36291NB75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23362 | PA      | $23819.39      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 629884                      | CUSIP: 36291JXM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6778 | PA      | $7222.07       | 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        |      11527 | PA      | $12006.94      | 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        |       5954 | PA      | $5845.38       | 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        |      45756 | PA      | $45372.45      | 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        |      88113 | PA      | $84752.92      | 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        |   27145300 | PA      | $23023286.20   | 0.14%             | 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        |      37590 | PA      | $39144.46      | 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        |      62788 | PA      | $63429.12      | 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        |       8227 | PA      | $8317.16       | 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        |      62596 | PA      | $66322.01      | 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        |     102683 | PA      | $103755.17     | 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        |      11989 | PA      | $11840.47      | 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        |      31865 | PA      | $31211.65      | 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        |      27285 | PA      | $26332.49      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 661833                      | CUSIP: 36294WHJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52819 | PA      | $51545.93      | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BU6110                      | CUSIP: 3140M7YG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1994401 | PA      | $1891489.44    | 0.01%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 643375                      | CUSIP: 36292AXC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118329 | PA      | $120645.52     | 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        |      96461 | PA      | $99855.78      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 595678                      | CUSIP: 36200AXF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11074 | PA      | $11312.38      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 548308                      | CUSIP: 36213ADM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10900 | PA      | $11134.57      | 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        |       9967 | PA      | $10180.93      | 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        |       2947 | PA      | $3007.52       | 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        |      77062 | PA      | $78688.41      | 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        |     417764 | PA      | $400161.13     | 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        |       5077 | PA      | $5334.96       | 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        |      78074 | PA      | $79888.27      | 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        |      36337 | PA      | $36663.52      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 487381                      | CUSIP: 36210BM69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52710 | PA      | $52990.90      | 0.00%             | 2029-01-15      | 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        |      11923 | PA      | $12024.46      | 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        |     265733 | PA      | $274799.05     | 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        |     186634 | PA      | $198851.59     | 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        |      67917 | PA      | $67741.16      | 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        |      65849 | PA      | $68102.66      | 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        |      66918 | PA      | $67770.62      | 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        |      89575 | PA      | $93385.28      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 618061                      | CUSIP: 36290UTS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43708 | PA      | $43870.81      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 480418                      | CUSIP: 36209SVK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4753 | PA      | $4777.97       | 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        |       1543 | PA      | $1592.92       | 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        |     631606 | PA      | $628917.35     | 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        |      39706 | PA      | $40023.52      | 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        |     110076 | PA      | $107729.59     | 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        |     281965 | PA      | $302161.44     | 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        |      42049 | PA      | $43076.53      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 368258                      | CUSIP: 36204FB37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        271 | PA      | $269.77        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 487035                      | CUSIP: 36210BBC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        798 | PA      | $804.00        | 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        |      41252 | PA      | $42318.11      | 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        |         99 | PA      | $104.09        | 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        |      79375 | PA      | $84941.93      | 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        |    1140932 | PA      | $1048173.67    | 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        |      15685 | PA      | $15148.60      | 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        |       6275 | PA      | $6321.35       | 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        |      18597 | PA      | $19186.81      | 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        |      10642 | PA      | $11004.11      | 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        |       9246 | PA      | $9071.66       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 371923                      | CUSIP: 36204KD42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        578 | PA      | $586.38        | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474209                      | CUSIP: 36209KYE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        595 | PA      | $589.22        | 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        |       5688 | PA      | $5645.84       | 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        |      19280 | PA      | $20110.81      | 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        |     280038 | PA      | $287349.83     | 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        |     266713 | PA      | $277546.15     | 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        |    1404712 | PA      | $1317499.65    | 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        |       5458 | PA      | $5487.37       | 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        |     685319 | PA      | $662759.40     | 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        |       1174 | PA      | $1264.62       | 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        |       7809 | PA      | $8079.93       | 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        |      23950 | PA      | $24305.78      | 0.00%             | 2029-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 354711                      | CUSIP: 36203PAL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2149 | PA      | $2174.71       | 0.00%             | 2023-12-15      | 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        |      15004 | PA      | $15468.84      | 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        |       4627 | PA      | $4785.49       | 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        |     201856 | PA      | $202929.82     | 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        |      52385 | PA      | $52571.20      | 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        |      44852 | PA      | $46848.20      | 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        |      20769 | PA      | $21060.88      | 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        |      22028 | PA      | $22140.86      | 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        |     101813 | PA      | $104602.02     | 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        |      16205 | PA      | $15672.06      | 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        |       3454 | PA      | $3462.74       | 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        |     192008 | PA      | $185764.80     | 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        |     351952 | PA      | $337229.45     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AN1805                      | CUSIP: 36185KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9770 | PA      | $8975.52       | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 609364                      | CUSIP: 36202T5Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29748 | PA      | $32217.48      | 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        |      19152 | PA      | $19837.91      | 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        |        600 | PA      | $618.21        | 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        |       3299 | PA      | $3463.97       | 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        |       8286 | PA      | $8378.24       | 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        |       1915 | PA      | $2047.90       | 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        |      38377 | PA      | $39882.44      | 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        |    2571697 | PA      | $2564812.19    | 0.02%             | 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        |     112769 | PA      | $111056.65     | 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        |       3424 | PA      | $3417.43       | 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        |     128414 | PA      | $132806.37     | 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        |     962020 | PA      | $910348.08     | 0.01%             | 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        |      19899 | PA      | $20222.28      | 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        |       7087 | PA      | $7146.33       | 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        |     183792 | PA      | $188688.04     | 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        |        648 | PA      | $663.16        | 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        |      27628 | PA      | $29286.19      | 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        |     185176 | PA      | $199489.61     | 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        |     142664 | PA      | $145758.95     | 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        |     707240 | PA      | $696413.40     | 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        |      36498 | PA      | $37134.22      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 592774                      | CUSIP: 36201TQ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     466024 | PA      | $466207.25     | 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        |     116156 | PA      | $115994.18     | 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        |      68976 | PA      | $71975.28      | 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        |       7842 | PA      | $7594.58       | 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        |     189179 | PA      | $194980.91     | 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        |     212978 | PA      | $217867.02     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 661591                      | CUSIP: 36294V7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67431 | PA      | $68917.16      | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AM4633                      | CUSIP: 36184SEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     221871 | PA      | $221537.19     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491196                      | CUSIP: 36210FUV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13891 | PA      | $13965.14      | 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        |      93972 | PA      | $99795.27      | 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        |     642940 | PA      | $660246.89     | 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        |      60798 | PA      | $64120.73      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 662065                      | CUSIP: 36294WQS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50537 | PA      | $52750.36      | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 497099                      | CUSIP: 36210NGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113733 | PA      | $117669.37     | 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        |     161313 | PA      | $148913.37     | 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        |    1189571 | PA      | $1092836.32    | 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        |      94764 | PA      | $92203.34      | 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        |     294027 | PA      | $284540.04     | 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        |      69779 | PA      | $69458.94      | 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        |      26039 | PA      | $26541.64      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 685642                      | CUSIP: 36296AWB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165013 | PA      | $171531.66     | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605207                      | CUSIP: 36200NKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31418 | PA      | $32550.94      | 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        |      83703 | PA      | $80760.83      | 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        |       6268 | PA      | $6150.68       | 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        |      43587 | PA      | $44075.26      | 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        |      12973 | PA      | $12660.92      | 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        |       1659 | PA      | $1662.02       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 669663                      | CUSIP: 36295F5Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6644 | PA      | $6629.56       | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 597317                      | CUSIP: 36200CSE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4972 | PA      | $5164.73       | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 604651                      | CUSIP: 36200MWL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     359281 | PA      | $374039.46     | 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        |    1925000 | PA      | $1773425.50    | 0.01%             | 2031-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 499383                      | CUSIP: 36210QXL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1766 | PA      | $1770.38       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676495                      | CUSIP: 36295PRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4027 | PA      | $4164.82       | 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        |      13568 | PA      | $13732.61      | 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        |     132386 | PA      | $136923.53     | 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        |    3786199 | PA      | $3433742.82    | 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        |      15663 | PA      | $16487.36      | 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        |      16612 | PA      | $16723.69      | 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        |        680 | PA      | $679.03        | 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        |      11957 | PA      | $11955.59      | 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        |    1098614 | PA      | $1096596.16    | 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        |       2676 | PA      | $2632.04       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 462914                      | CUSIP: 36208WGX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        638 | PA      | $636.71        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 638277                      | CUSIP: 36291UCN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57351 | PA      | $58491.31      | 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        |      56136 | PA      | $55878.74      | 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      | $1.07          | 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        |     703613 | PA      | $678314.45     | 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        |      49956 | PA      | $53596.35      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 457821                      | CUSIP: 36208QSJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         95 | PA      | $95.26         | 0.00%             | 2028-09-15      | 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        |      18272 | PA      | $18195.43      | 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        |       1806 | PA      | $1785.06       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 623432                      | CUSIP: 36291BSV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15739 | PA      | $16346.86      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 632898                      | CUSIP: 36291NDB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26680 | PA      | $27067.16      | 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        |      12102 | PA      | $12688.17      | 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        |      98655 | PA      | $101124.41     | 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        |      15576 | PA      | $15719.72      | 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        |      99747 | PA      | $98876.84      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust Series 2019-3 | SCRT 2019-3 MZ                 | CUSIP: 35563PLL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13420145 | PA      | $12408265.96   | 0.07%             | 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        |      17328 | PA      | $18061.10      | 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        |      11922 | PA      | $12326.14      | 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        |     220490 | PA      | $212661.15     | 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        |     551366 | PA      | $553904.77     | 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        |      12216 | PA      | $12187.31      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 661050                      | CUSIP: 36294VL73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58904 | PA      | $60306.58      | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 604351                      | CUSIP: 36200ML84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5394 | PA      | $5450.41       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 457932                      | CUSIP: 36208QVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14397 | PA      | $15120.68      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 679480                      | CUSIP: 36295S2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40283 | PA      | $40295.10      | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 521359                      | CUSIP: 36211SE86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164411 | PA      | $171401.47     | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 478451                      | CUSIP: 36209QQC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1477 | PA      | $1493.60       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506647                      | CUSIP: 36210YZL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12603 | PA      | $12753.15      | 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        |     311311 | PA      | $308060.93     | 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        |      33003 | PA      | $34056.19      | 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        |      31573 | PA      | $31244.09      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 537458                      | CUSIP: 36212MB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5096 | PA      | $5153.98       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 477598                      | CUSIP: 36209PRT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5788 | PA      | $5816.98       | 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        |        253 | PA      | $244.54        | 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        |      81962 | PA      | $82514.90      | 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        |      23138 | PA      | $23759.35      | 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        |      29999 | PA      | $30201.68      | 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        |      42038 | PA      | $42281.04      | 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        |    3562973 | PA      | $3488883.78    | 0.02%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 430652                      | CUSIP: 36207FL90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2162 | PA      | $2165.79       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 604338                      | CUSIP: 36200MLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     231099 | PA      | $241152.75     | 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        |     935214 | PA      | $949177.44     | 0.01%             | 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        |     101706 | PA      | $103431.68     | 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        |     103981 | PA      | $106786.82     | 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        |       4488 | PA      | $4532.62       | 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        |   24064042 | PA      | $23739444.44   | 0.14%             | 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        |      26460 | PA      | $27478.33      | 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        |       2890 | PA      | $2829.99       | 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        |       6619 | PA      | $6956.43       | 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        |       1362 | PA      | $1389.83       | 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        |       7854 | PA      | $8087.50       | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670484                      | CUSIP: 36295G2R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41932 | PA      | $43180.02      | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 616412                      | CUSIP: 36290SYH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8846 | PA      | $9225.16       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 619567                      | CUSIP: 36290WJL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11370 | PA      | $11759.34      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 465541                      | CUSIP: 36209AEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20962 | PA      | $20804.91      | 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        |       9178 | PA      | $9134.29       | 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        |      35860 | PA      | $37011.93      | 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        |       6510 | PA      | $6568.45       | 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        |      18581 | PA      | $18750.59      | 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        |      57207 | PA      | $60856.27      | 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        |      19287 | PA      | $19185.52      | 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        |      59818 | PA      | $61723.68      | 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        |      37849 | PA      | $39213.36      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376668                      | CUSIP: 36204QMR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        629 | PA      | $627.88        | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 481371                      | CUSIP: 36209TW88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        746 | PA      | $777.91        | 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        |       2014 | PA      | $2104.93       | 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        |       4315 | PA      | $4353.29       | 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        |       2009 | PA      | $1944.73       | 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        |      19243 | PA      | $19973.95      | 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        |       1137 | PA      | $1142.48       | 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        |      64830 | PA      | $64595.12      | 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        |       3217 | PA      | $3326.60       | 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        |     160891 | PA      | $156825.52     | 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        |      30632 | PA      | $31240.64      | 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        |      18134 | PA      | $18538.89      | 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        |     176711 | PA      | $182387.01     | 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        |      85792 | PA      | $85778.42      | 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        |      40221 | PA      | $41674.69      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 471768                      | CUSIP: 36209HCD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        726 | PA      | $723.36        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737532                      | CUSIP: 3620ARLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2219705 | PA      | $2199538.95    | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 764565                      | CUSIP: 36176FFE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78521 | PA      | $77928.30      | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 475964                      | CUSIP: 36209MWZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2175 | PA      | $2302.65       | 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        |      61202 | PA      | $62418.71      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670915                      | CUSIP: 36295HK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     315878 | PA      | $324181.37     | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 745274                      | CUSIP: 3620C06K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1338 | PA      | $1329.46       | 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        |     149780 | PA      | $154873.96     | 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        |      54149 | PA      | $56463.23      | 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        |     981922 | PA      | $935995.48     | 0.01%             | 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        |         37 | PA      | $36.91         | 0.00%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 256787                      | CUSIP: 36219RF48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19923 | PA      | $20020.91      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482880                      | CUSIP: 36209VM50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9871 | PA      | $9922.54       | 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        |      37677 | PA      | $37656.71      | 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        |         44 | PA      | $44.24         | 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        |       2121 | PA      | $2109.02       | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 359235                      | CUSIP: 36203UBC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        400 | PA      | $399.03        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q31864                      | CUSIP: 3132QNCA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     198816 | PA      | $199898.37     | 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        |       1603 | PA      | $1621.48       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 638757                      | CUSIP: 36291UTN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34451 | PA      | $36062.28      | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 688086                      | CUSIP: 36296DNB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     493407 | PA      | $519452.90     | 0.00%             | 2038-11-15      | 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        |       4574 | PA      | $4721.25       | 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        |     213258 | PA      | $211315.91     | 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        |     388368 | PA      | $378848.09     | 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        |     105231 | PA      | $108335.60     | 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        |    3077445 | PA      | $2827258.96    | 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        |       2292 | PA      | $2363.34       | 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        |      66634 | PA      | $68400.04      | 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        |      28269 | PA      | $29456.18      | 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        |      28850 | PA      | $29838.85      | 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        |        856 | PA      | $902.15        | 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        |      94258 | PA      | $96809.65      | 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        |       9679 | PA      | $9955.64       | 0.00%             | 2041-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCI 3 2/23                    | CUSIP: 01F030421<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -13920000 | PA      | $-13347974.30  | -0.08%            | 2023-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 489588                      | CUSIP: 36210D2V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12611 | PA      | $12613.63      | 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        |     107279 | PA      | $110959.86     | 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        |      52464 | PA      | $54263.08      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 583699                      | CUSIP: 36201HNQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22439 | PA      | $23207.94      | 0.00%             | 2033-11-15      | 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        |      19915 | PA      | $19415.91      | 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        |      58247 | PA      | $60265.08      | 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        |      23032 | PA      | $24092.74      | 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        |    2805406 | PA      | $2707023.29    | 0.02%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 378336                      | CUSIP: 36204SHM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        137 | PA      | $136.76        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 445608                      | CUSIP: 36207YAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7146 | PA      | $7172.16       | 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        |       6180 | PA      | $6123.97       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 592639                      | CUSIP: 36201TLU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        158 | PA      | $156.35        | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 449485                      | CUSIP: 36208FJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32291 | PA      | $32486.83      | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491394                      | CUSIP: 36210F3B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2843 | PA      | $2749.87       | 0.00%             | 2028-10-15      | 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        |       9638 | PA      | $9760.50       | 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        |       2302 | PA      | $2332.00       | 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        |     469933 | PA      | $471315.24     | 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        |       3529 | PA      | $3804.23       | 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        |      23534 | PA      | $23993.68      | 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        |       2319 | PA      | $2379.55       | 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        |      48705 | PA      | $49659.35      | 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        |       8512 | PA      | $8570.88       | 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        |      56947 | PA      | $58900.17      | 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        |      53108 | PA      | $53089.84      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 656538                      | CUSIP: 36294QLT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10020 | PA      | $9554.76       | 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        |    2000834 | PA      | $1863945.70    | 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        |     794988 | PA      | $758544.68     | 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        |      64338 | PA      | $67852.00      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 499615                      | CUSIP: 36210RAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4085 | PA      | $4066.28       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 614460                      | CUSIP: 36290QTR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     406028 | PA      | $431158.44     | 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        |      41312 | PA      | $42261.73      | 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        |     123705 | PA      | $123988.54     | 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        |      11993 | PA      | $12268.93      | 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        |    3064380 | PA      | $3050159.38    | 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        |       5266 | PA      | $5337.05       | 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        |     110401 | PA      | $110382.26     | 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        |      42955 | PA      | $43079.69      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 467537                      | CUSIP: 36209CLS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2445 | PA      | $2472.31       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 726240                      | CUSIP: 3620ACZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     465790 | PA      | $450022.92     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 762302                      | CUSIP: 36176CU37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56916 | PA      | $56429.22      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 705121                      | CUSIP: 36296YLA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28941 | PA      | $28731.56      | 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        |      85317 | PA      | $85893.04      | 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        |      21137 | PA      | $21250.05      | 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        |      11835 | PA      | $11964.94      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376780                      | CUSIP: 36204QQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         76 | PA      | $75.48         | 0.00%             | 2023-12-15      | 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        |       4547 | PA      | $4743.23       | 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        |   11889919 | PA      | $11641179.23   | 0.07%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 375976                      | CUSIP: 36204PT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        380 | PA      | $378.61        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 575827                      | CUSIP: 36200XVU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13592 | PA      | $13772.43      | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 669050                      | CUSIP: 36295FH31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7940 | PA      | $7942.48       | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 644965                      | CUSIP: 36292CQS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159478 | PA      | $172262.43     | 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        |       2605 | PA      | $2620.66       | 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        |     211355 | PA      | $224762.05     | 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        |     154348 | PA      | $166297.75     | 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        |    1889671 | PA      | $1939169.44    | 0.01%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 400104                      | CUSIP: 36205TNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4593 | PA      | $4591.69       | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 625122                      | CUSIP: 36291DPF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28054 | PA      | $28611.84      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 677309                      | CUSIP: 36295QN22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29268 | PA      | $29830.43      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 637396                      | CUSIP: 36291TC97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14244 | PA      | $14137.81      | 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        |       4510 | PA      | $4553.68       | 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        |      56908 | PA      | $56760.58      | 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        |      60212 | PA      | $60953.63      | 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        |       5198 | PA      | $5237.94       | 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        |      48910 | PA      | $49626.42      | 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        |     149159 | PA      | $149851.21     | 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        |       4896 | PA      | $4961.99       | 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        |      83132 | PA      | $83189.68      | 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        |      39830 | PA      | $42433.95      | 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        |       2076 | PA      | $2172.27       | 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        |      40009 | PA      | $39972.56      | 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        |        556 | PA      | $563.21        | 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        |      38664 | PA      | $38637.69      | 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        |      43306 | PA      | $43807.55      | 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        |     239829 | PA      | $239111.49     | 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        |     248356 | PA      | $228165.63     | 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        |      17768 | PA      | $17178.89      | 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        |     240173 | PA      | $227170.60     | 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        |      11398 | PA      | $11272.58      | 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        |     270152 | PA      | $277305.70     | 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        |     937471 | PA      | $934961.23     | 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        |       7103 | PA      | $6872.64       | 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        |      10958 | PA      | $11170.35      | 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        |       8503 | PA      | $8453.45       | 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        |       9749 | PA      | $10241.63      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 352819                      | CUSIP: 36203L4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        507 | PA      | $505.34        | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491001                      | CUSIP: 36210FNS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4572 | PA      | $4802.05       | 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        |      36505 | PA      | $36345.45      | 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        |      39543 | PA      | $40017.82      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 618702                      | CUSIP: 36290VKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171858 | PA      | $164101.75     | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB2138                      | CUSIP: 31416XLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40261 | PA      | $39171.58      | 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        |       4390 | PA      | $4411.35       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 333503                      | CUSIP: 36224NNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        478 | PA      | $476.72        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615018                      | CUSIP: 36290RG31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4405 | PA      | $4671.65       | 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        |     625598 | PA      | $596273.94     | 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        |      48210 | PA      | $48029.74      | 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        |     148501 | PA      | $148397.14     | 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        |         93 | PA      | $93.00         | 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        |       4340 | PA      | $4402.26       | 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        |      97446 | PA      | $97537.00      | 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        |       3430 | PA      | $3491.08       | 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        |      84655 | PA      | $87542.29      | 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        |      61275 | PA      | $63879.69      | 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        |     226322 | PA      | $220317.79     | 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        |      55454 | PA      | $55285.82      | 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        |       8271 | PA      | $8366.65       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 2.5 2/23                  | CUSIP: 01F022626<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -98000000 | PA      | $-85719375.00  | -0.51%            | 2023-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3036                      | CUSIP: 36179RLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2902315 | PA      | $2965462.49    | 0.02%             | 2045-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 351405                      | CUSIP: 36203KKS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        120 | PA      | $115.08        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603957                      | CUSIP: 36200K5S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     270676 | PA      | $279911.10     | 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        |     231338 | PA      | $214838.94     | 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        |     214778 | PA      | $222668.87     | 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        |      23849 | PA      | $23874.58      | 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        |       4556 | PA      | $4660.10       | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 551983                      | CUSIP: 36213EFY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2776 | PA      | $2772.39       | 0.00%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603078                      | CUSIP: 36200J6P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20536 | PA      | $21370.64      | 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        |      24933 | PA      | $24744.62      | 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        |      32559 | PA      | $34121.68      | 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        |     336810 | PA      | $325416.46     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 705973                      | CUSIP: 36297AJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71122 | PA      | $74659.25      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 696536                      | CUSIP: 36296NY91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148319 | PA      | $151311.95     | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 604141                      | CUSIP: 36200MEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72704 | PA      | $74939.09      | 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        |        554 | PA      | $558.21        | 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        |     131616 | PA      | $134673.44     | 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        |       1626 | PA      | $1649.14       | 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        |       1323 | PA      | $1334.35       | 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        |       6045 | PA      | $6232.98       | 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        |        851 | PA      | $842.54        | 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        |      42521 | PA      | $42407.57      | 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        |     194804 | PA      | $203285.56     | 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        |     365123 | PA      | $380629.55     | 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        |    3141348 | PA      | $3235798.96    | 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        |      70064 | PA      | $66281.66      | 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        |      16192 | PA      | $16805.33      | 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        |      63425 | PA      | $65597.20      | 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        |       9251 | PA      | $9334.32       | 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        |     184049 | PA      | $183579.70     | 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        |       5990 | PA      | $6018.98       | 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        |       7514 | PA      | $7557.97       | 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        |     234289 | PA      | $244476.85     | 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        |       5637 | PA      | $5695.02       | 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        |        470 | PA      | $475.28        | 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        |      51181 | PA      | $50965.64      | 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        |       5107 | PA      | $5420.95       | 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        |      21929 | PA      | $22358.01      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676377                      | CUSIP: 36295PM25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64807 | PA      | $66118.13      | 0.00%             | 2038-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 488993                      | CUSIP: 36210DGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5181 | PA      | $5236.39       | 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        |     290626 | PA      | $298375.27     | 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        |     376620 | PA      | $375611.36     | 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        |      13086 | PA      | $13555.04      | 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        |      50197 | PA      | $51331.42      | 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        |       2474 | PA      | $2482.74       | 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        |      25187 | PA      | $26910.29      | 0.00%             | 2039-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617617                      | CUSIP: 36290UDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37077 | PA      | $37798.55      | 0.00%             | 2037-07-15      | 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        |       2098 | PA      | $2125.68       | 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        |     104875 | PA      | $109983.95     | 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        |     576438 | PA      | $591380.84     | 0.00%             | 2038-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 672396                      | CUSIP: 36295J7H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132718 | PA      | $135643.60     | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 371005                      | CUSIP: 36204JDJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15536 | PA      | $14924.81      | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 574170                      | CUSIP: 36200V2B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2186 | PA      | $2210.84       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                | FHR 4175 EZ                    | CUSIP: 3137B04R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43423847 | PA      | $39762843.25   | 0.23%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 560902                      | CUSIP: 36213QDF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53137 | PA      | $54173.31      | 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        |     175905 | PA      | $163837.60     | 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        |     192682 | PA      | $186395.58     | 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        |     132918 | PA      | $138612.26     | 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        |      27002 | PA      | $26810.29      | 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        |     466233 | PA      | $469706.64     | 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        |      20601 | PA      | $20840.69      | 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        |     111618 | PA      | $115444.58     | 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        |      47290 | PA      | $46874.21      | 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        |       3026 | PA      | $3122.93       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 459028                      | CUSIP: 36208R4M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18371 | PA      | $18590.31      | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 508046                      | CUSIP: 36211BL36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7631 | PA      | $7548.02       | 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        |       6354 | PA      | $6571.66       | 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        |       3232 | PA      | $3480.88       | 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        |       6930 | PA      | $7145.03       | 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        |     134325 | PA      | $138930.79     | 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        |    2165746 | PA      | $2064386.36    | 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        |     271193 | PA      | $262004.75     | 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        |      39980 | PA      | $40113.84      | 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        |      76471 | PA      | $77430.52      | 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        |      55019 | PA      | $51320.38      | 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        |       6240 | PA      | $5811.04       | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust Series 2018-4 | SCRT 2018-4 MZ                 | CUSIP: 35563PHJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10451626 | PA      | $8786263.59    | 0.05%             | 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        |       8039 | PA      | $8296.15       | 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        |     148184 | PA      | $143270.54     | 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        |      11010 | PA      | $11129.02      | 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        |       9813 | PA      | $9890.47       | 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        |      95456 | PA      | $99953.22      | 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        |      88808 | PA      | $88725.40      | 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        |     200361 | PA      | $198802.82     | 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        |     436699 | PA      | $440629.96     | 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        |      12224 | PA      | $12508.08      | 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        |       8125 | PA      | $8694.72       | 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        |      26328 | PA      | $26850.53      | 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        |       7947 | PA      | $7990.64       | 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        |       4996 | PA      | $5056.25       | 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        |      15774 | PA      | $16488.35      | 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        |        420 | PA      | $426.20        | 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        |       2039 | PA      | $2080.52       | 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        |        589 | PA      | $595.19        | 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        |       3122 | PA      | $3154.03       | 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        |       1553 | PA      | $1532.53       | 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        |     169027 | PA      | $154308.94     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 477004                      | CUSIP: 36209N3M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2060 | PA      | $2075.88       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 767151                      | CUSIP: 36176JBU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     693526 | PA      | $637141.52     | 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        |     147998 | PA      | $147916.66     | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 580179                      | CUSIP: 36201DQ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1315 | PA      | $1310.50       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 600329                      | CUSIP: 36200F4N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20552 | PA      | $21189.06      | 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        |       7463 | PA      | $7458.84       | 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        |      32980 | PA      | $35422.27      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 580152                      | CUSIP: 36201DQD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10698 | PA      | $10683.96      | 0.00%             | 2032-11-15      | 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        |       1160 | PA      | $1196.01       | 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        |      57883 | PA      | $57291.04      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 496696                      | CUSIP: 36210MXZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        417 | PA      | $420.43        | 0.00%             | 2028-12-15      | 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        |      23598 | PA      | $24280.40      | 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        |      79576 | PA      | $81880.60      | 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        |     269258 | PA      | $280505.75     | 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        |      92277 | PA      | $96297.48      | 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        |     111284 | PA      | $115097.94     | 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        |       4589 | PA      | $4736.44       | 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        |      19520 | PA      | $19566.32      | 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        |       4931 | PA      | $5317.71       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 674415                      | CUSIP: 36295MGY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57210 | PA      | $58645.73      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2959                      | CUSIP: 36179RJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     398778 | PA      | $361601.02     | 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        |      82360 | PA      | $87983.35      | 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        |      31166 | PA      | $32059.29      | 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        |      37369 | PA      | $35952.60      | 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        |      16068 | PA      | $16065.60      | 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        |       1960 | PA      | $2111.65       | 0.00%             | 2036-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 671147                      | CUSIP: 36295HTC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19516 | PA      | $19894.38      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 777195                      | CUSIP: 36176VGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     546503 | PA      | $545500.04     | 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        |       9119 | PA      | $9295.93       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 665220                      | CUSIP: 36295BAV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57374 | PA      | $57390.94      | 0.00%             | 2037-03-15      | 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        |      45990 | PA      | $47561.56      | 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        |     109368 | PA      | $113287.52     | 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        |      33723 | PA      | $34701.98      | 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        |     133983 | PA      | $135965.54     | 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        |      10883 | PA      | $10491.76      | 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        |      54389 | PA      | $53178.46      | 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        |       4657 | PA      | $4624.26       | 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        |      17113 | PA      | $17155.70      | 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        |       1927 | PA      | $1940.37       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 466705                      | CUSIP: 36209BNW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6287 | PA      | $6284.18       | 0.00%             | 2028-08-15      | 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        |      38531 | PA      | $41249.03      | 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        |      84061 | PA      | $89576.44      | 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        |       1022 | PA      | $1071.19       | 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        |      11954 | PA      | $12201.32      | 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        |   14279869 | PA      | $14172764.02   | 0.08%             | 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        |     712454 | PA      | $688835.87     | 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        |      50376 | PA      | $50404.01      | 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        |      44766 | PA      | $45948.00      | 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        |     118256 | PA      | $120651.05     | 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        |       3775 | PA      | $3842.88       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 691713                      | CUSIP: 36296HN62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88128 | PA      | $87891.88      | 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        |     460152 | PA      | $461571.33     | 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        |       2331 | PA      | $2407.40       | 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        |       8450 | PA      | $9003.79       | 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        |      54246 | PA      | $58308.99      | 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        |      11887 | PA      | $11653.23      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 566531                      | CUSIP: 36213WLL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25769 | PA      | $25949.68      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q25919                      | CUSIP: 3132M6G46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     215529 | PA      | $214811.42     | 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        |      71124 | PA      | $73462.97      | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 618362                      | CUSIP: 36290U5X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86066 | PA      | $88062.47      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 663805                      | CUSIP: 36294YNW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20000 | PA      | $20405.89      | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783313                      | CUSIP: 36241LVE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     275296 | PA      | $290401.30     | 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        |      26975 | PA      | $29479.65      | 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        |      42130 | PA      | $44223.50      | 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        |     922836 | PA      | $936725.22     | 0.01%             | 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        |       3621 | PA      | $3609.29       | 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        |        644 | PA      | $622.90        | 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        |      22196 | PA      | $22658.54      | 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        |       5165 | PA      | $5087.58       | 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        |      83456 | PA      | $85985.98      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 557532                      | CUSIP: 36213LLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4809 | PA      | $4747.98       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZK3970                      | CUSIP: 3131X7MT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29496 | PA      | $28411.51      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 664362                      | CUSIP: 36295AB79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     386628 | PA      | $415375.94     | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 594083                      | CUSIP: 36201U6U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61045 | PA      | $63670.76      | 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        |       3120 | PA      | $3129.79       | 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        |      72484 | PA      | $69086.19      | 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        |       8611 | PA      | $8509.31       | 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        |       8768 | PA      | $9039.46       | 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        |      26876 | PA      | $26834.70      | 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        |       2118 | PA      | $2141.45       | 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        |       3900 | PA      | $3969.60       | 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        |     394976 | PA      | $408480.24     | 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        |       9679 | PA      | $9769.75       | 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        |       4377 | PA      | $4423.10       | 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        |     310107 | PA      | $299607.70     | 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        |       1795 | PA      | $1821.27       | 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        |      10512 | PA      | $11137.78      | 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        |       7061 | PA      | $7206.39       | 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        |       7177 | PA      | $7677.60       | 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        |      26461 | PA      | $25543.66      | 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        |      10184 | PA      | $10315.67      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 595666                      | CUSIP: 36200AW39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2205 | PA      | $2290.98       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 565142                      | CUSIP: 36213UZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56727 | PA      | $57948.91      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2016-93 AB                 | CUSIP: 38379XX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16122311 | PA      | $13657547.81   | 0.08%             | 2044-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 609404                      | CUSIP: 36202UAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2503 | PA      | $2555.45       | 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        |       5262 | PA      | $4969.83       | 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        |      82644 | PA      | $85852.09      | 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        |       7234 | PA      | $7221.20       | 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        |      32180 | PA      | $34088.50      | 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        |       2767 | PA      | $2722.61       | 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        |     131260 | PA      | $136889.76     | 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        |     182164 | PA      | $183980.71     | 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        |     787405 | PA      | $768472.56     | 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        |       6730 | PA      | $6770.22       | 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        |        271 | PA      | $275.23        | 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        |     351601 | PA      | $346413.70     | 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        |       7247 | PA      | $7300.01       | 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        |       1919 | PA      | $1924.42       | 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        |    1099108 | PA      | $1018775.46    | 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        |      28203 | PA      | $29306.77      | 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        |      30618 | PA      | $31103.73      | 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        |       7555 | PA      | $7633.42       | 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        |      27386 | PA      | $28880.56      | 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        |       1298 | PA      | $1397.52       | 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        |   50708130 | PA      | $45170772.00   | 0.27%             | 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        |     506650 | PA      | $465480.18     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 440364                      | CUSIP: 36207SFD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2747 | PA      | $2749.26       | 0.00%             | 2027-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 578000                      | CUSIP: 36201BDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12763 | PA      | $13258.61      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 632881                      | CUSIP: 36291NCS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78548 | PA      | $78481.70      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 604240                      | CUSIP: 36200MHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1324 | PA      | $1394.56       | 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        |      62261 | PA      | $64942.98      | 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        |      39315 | PA      | $40298.20      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 360240                      | CUSIP: 36203VEM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        517 | PA      | $515.92        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 572173                      | CUSIP: 36200TT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19516 | PA      | $20847.34      | 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        |     105881 | PA      | $104214.94     | 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        |       8811 | PA      | $8787.28       | 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        |       4549 | PA      | $4555.33       | 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        |       1349 | PA      | $1337.52       | 0.00%             | 2038-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BV7806                      | CUSIP: 3140MMU89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     345314 | PA      | $323875.23     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 618957                      | CUSIP: 36290VTN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16337 | PA      | $16512.98      | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB5445                      | CUSIP: 31417CBP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      92763 | PA      | $89539.67      | 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        |     699350 | PA      | $720935.64     | 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        |      16362 | PA      | $16643.42      | 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        |     129519 | PA      | $125360.69     | 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        |       1732 | PA      | $1744.69       | 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        |      13119 | PA      | $14039.21      | 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        |     170957 | PA      | $157301.62     | 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        |     395187 | PA      | $428457.85     | 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        |     236196 | PA      | $235762.69     | 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        |       6816 | PA      | $6895.43       | 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        |     252469 | PA      | $261109.55     | 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        |      96094 | PA      | $92036.99      | 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        |     254116 | PA      | $253008.80     | 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        |     258433 | PA      | $263995.36     | 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        |      81672 | PA      | $87231.12      | 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        |        646 | PA      | $659.72        | 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        |      63113 | PA      | $65678.32      | 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        |       5354 | PA      | $5344.60       | 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        |   11376651 | PA      | $10918211.87   | 0.06%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 727866                      | CUSIP: 3620AETX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     206250 | PA      | $213881.62     | 0.00%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603712                      | CUSIP: 36200KVD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2321 | PA      | $2369.48       | 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        |       2685 | PA      | $2665.77       | 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        |      59688 | PA      | $62198.02      | 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        |      34340 | PA      | $34647.98      | 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        |     311725 | PA      | $298351.53     | 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        |       2005 | PA      | $2003.85       | 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        |       6815 | PA      | $6849.40       | 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        |    1315579 | PA      | $1269212.56    | 0.01%             | 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        |     126424 | PA      | $123424.51     | 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        |      17984 | PA      | $18291.08      | 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        |       6005 | PA      | $6058.47       | 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        |     938166 | PA      | $867979.27     | 0.01%             | 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        |     195933 | PA      | $180851.21     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 669992                      | CUSIP: 36295GKD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     687314 | PA      | $632125.46     | 0.00%             | 2045-04-15      | 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        |    1488311 | PA      | $1391597.38    | 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        |    3323571 | PA      | $3052404.24    | 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        |       2932 | PA      | $2874.10       | 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        |      31580 | PA      | $30127.07      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 606151                      | CUSIP: 36201XL89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8362 | PA      | $8632.70       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 413623                      | CUSIP: 36206KPG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        426 | PA      | $425.53        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 620514                      | CUSIP: 36290XK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18048 | PA      | $18234.49      | 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        |   25988672 | PA      | $25108108.39   | 0.15%             | 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        |    2760643 | PA      | $2623206.78    | 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        |       2444 | PA      | $2506.58       | 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        |       2966 | PA      | $2903.05       | 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        |     152282 | PA      | $157490.73     | 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        |       3000 | PA      | $2991.23       | 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        |       3278 | PA      | $3354.34       | 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        |      84206 | PA      | $90359.24      | 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        |      73237 | PA      | $75774.45      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 673587                      | CUSIP: 36295LJ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38945 | PA      | $38956.40      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 550428                      | CUSIP: 36213CPM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        234 | PA      | $237.95        | 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        |    1244872 | PA      | $1144481.51    | 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        |        651 | PA      | $654.92        | 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        |      13359 | PA      | $13627.03      | 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        |        222 | PA      | $220.72        | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BT9643                      | CUSIP: 3140LYWD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     997124 | PA      | $943289.90     | 0.01%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 638318                      | CUSIP: 36291UDX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43061 | PA      | $43541.25      | 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        |   12566387 | PA      | $11253821.25   | 0.07%             | 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        |     360011 | PA      | $367610.57     | 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        |      88886 | PA      | $98411.85      | 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        |     207709 | PA      | $220891.16     | 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        |       1100 | PA      | $1137.38       | 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        |       1296 | PA      | $1329.13       | 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        |      30532 | PA      | $30759.84      | 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        |       7218 | PA      | $7079.65       | 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        |      25770 | PA      | $27288.89      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 620073                      | CUSIP: 36290W2E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23697 | PA      | $24162.55      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 493420                      | CUSIP: 36210JDZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16656 | PA      | $16814.74      | 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        |      48338 | PA      | $48524.47      | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 667425                      | CUSIP: 36295DPJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61159 | PA      | $62795.01      | 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        |      39718 | PA      | $39873.97      | 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        |       2035 | PA      | $1967.76       | 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        |      10633 | PA      | $11129.15      | 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        |      87518 | PA      | $90244.13      | 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        |       1955 | PA      | $1994.68       | 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        |       1118 | PA      | $1131.91       | 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        |       2754 | PA      | $2777.89       | 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        |       4780 | PA      | $4825.53       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 685744                      | CUSIP: 36296AZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37598 | PA      | $38793.51      | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 751911                      | CUSIP: 36230LDQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30826 | PA      | $31922.77      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 724384                      | CUSIP: 3620AAXM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6019 | PA      | $6360.78       | 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        |     966448 | PA      | $963860.36     | 0.01%             | 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        |      32836 | PA      | $33416.88      | 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        |     144522 | PA      | $134294.30     | 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        |    1768625 | PA      | $1761095.19    | 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        |     529761 | PA      | $502424.84     | 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        |      28290 | PA      | $29200.46      | 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        |     273098 | PA      | $266094.34     | 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        |      12764 | PA      | $13522.04      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 604098                      | CUSIP: 36200MDB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6563 | PA      | $6788.01       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 745242                      | CUSIP: 3620C05B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3011343 | PA      | $3092310.03    | 0.02%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 370936                      | CUSIP: 36204JBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        500 | PA      | $498.31        | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 484205                      | CUSIP: 36209W3N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1847 | PA      | $1855.51       | 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        |       2335 | PA      | $2452.79       | 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        |       5568 | PA      | $5617.97       | 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        |      75881 | PA      | $75521.76      | 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        |       1599 | PA      | $1634.20       | 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        |       2991 | PA      | $2747.53       | 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        |     780839 | PA      | $801243.22     | 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        |      15874 | PA      | $16216.58      | 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        |      20785 | PA      | $20887.60      | 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        |      33068 | PA      | $33109.78      | 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        |      19400 | PA      | $20753.49      | 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        |      23977 | PA      | $22279.39      | 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        |        831 | PA      | $849.02        | 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        |      10492 | PA      | $11019.27      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 672921                      | CUSIP: 36295KSJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32903 | PA      | $33460.85      | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 772107                      | CUSIP: 36176PR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52219 | PA      | $50499.47      | 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        |      25472 | PA      | $25428.33      | 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        |      11326 | PA      | $11286.05      | 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        |     440035 | PA      | $454170.30     | 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        |      41998 | PA      | $42900.67      | 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        |      30597 | PA      | $29634.86      | 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        |      31653 | PA      | $31761.50      | 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        |      26998 | PA      | $26624.53      | 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        |        609 | PA      | $613.26        | 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        |        470 | PA      | $481.61        | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 467649                      | CUSIP: 36209CQA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1265 | PA      | $1262.32       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AE2325                      | CUSIP: 36180USN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     615298 | PA      | $586050.74     | 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        |      12201 | PA      | $11782.95      | 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        |      49376 | PA      | $49496.93      | 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        |      40151 | PA      | $40981.77      | 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        |     248183 | PA      | $263632.32     | 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        |      29624 | PA      | $30273.47      | 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        |      13189 | PA      | $13053.65      | 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        |      43555 | PA      | $44140.86      | 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        |      49472 | PA      | $45826.72      | 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        |   40596833 | PA      | $36158372.91   | 0.21%             | 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        |     115863 | PA      | $119829.24     | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 503465                      | CUSIP: 36210VJJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2815 | PA      | $2831.07       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605307                      | CUSIP: 36200NNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46439 | PA      | $48533.89      | 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        |       3035 | PA      | $3006.32       | 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        |     132002 | PA      | $137019.19     | 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        |       7972 | PA      | $7957.62       | 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        |      43217 | PA      | $41675.97      | 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        |       4329 | PA      | $4179.03       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 493669                      | CUSIP: 36210JMS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6235 | PA      | $6266.93       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 637942                      | CUSIP: 36291TWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61629 | PA      | $63798.22      | 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        |      24885 | PA      | $25523.72      | 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        |      95827 | PA      | $98902.71      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 548304                      | CUSIP: 36213ADH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152527 | PA      | $157742.53     | 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        |       9995 | PA      | $10284.60      | 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        |     408822 | PA      | $408540.87     | 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        |      15852 | PA      | $16650.56      | 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        |     115976 | PA      | $112213.51     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 552461                      | CUSIP: 36213EWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1224 | PA      | $1251.74       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 647771                      | CUSIP: 36292FT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24780 | PA      | $25199.64      | 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        |       5890 | PA      | $5868.58       | 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        |     138879 | PA      | $141498.31     | 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        |      12625 | PA      | $12960.64      | 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        |        336 | PA      | $331.87        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 354783                      | CUSIP: 36203PCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        566 | PA      | $553.20        | 0.00%             | 2024-03-15      | 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        |       2884 | PA      | $2975.33       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 637963                      | CUSIP: 36291TWY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18005 | PA      | $18473.00      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 630147                      | CUSIP: 36291KBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3024 | PA      | $3086.52       | 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        |      47524 | PA      | $49076.09      | 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        |      74748 | PA      | $76325.33      | 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        |      20100 | PA      | $20100.98      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 598471                      | CUSIP: 36200D2C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3475 | PA      | $3552.10       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 541342                      | CUSIP: 36212RLX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29119 | PA      | $29456.41      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 456170                      | CUSIP: 36208NW74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21873 | PA      | $21664.26      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 778366                      | CUSIP: 36176WQT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     570598 | PA      | $551400.12     | 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        |     248958 | PA      | $231127.58     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AM8641                      | CUSIP: 36185BS64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2677244 | PA      | $2503465.63    | 0.01%             | 2045-05-15      | 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        |     274304 | PA      | $273198.21     | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 544220                      | CUSIP: 36212USH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23145 | PA      | $23403.35      | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 794932                      | CUSIP: 36177PPS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     634278 | PA      | $613586.98     | 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        |       1025 | PA      | $1104.24       | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474765                      | CUSIP: 36209LMN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        344 | PA      | $372.29        | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 505716                      | CUSIP: 36210XYM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4049 | PA      | $4099.40       | 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        |    1537384 | PA      | $1530343.56    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737996                      | CUSIP: 3620AR3D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66292 | PA      | $66229.86      | 0.00%             | 2041-02-15      | 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        |       4888 | PA      | $5096.08       | 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        |      10384 | PA      | $10006.87      | 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        |      17210 | PA      | $16505.19      | 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        |       2704 | PA      | $2734.53       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2012-91 NC                 | CUSIP: 38378E3P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1637423 | PA      | $1449022.83    | 0.01%             | 2042-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 550656                      | CUSIP: 36213CWR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13731 | PA      | $14011.32      | 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        |       5105 | PA      | $5154.17       | 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        |       3945 | PA      | $3926.63       | 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        |       1029 | PA      | $1049.38       | 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        |      43825 | PA      | $43722.27      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 636174                      | CUSIP: 36291RXB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     316553 | PA      | $327141.77     | 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        |       3137 | PA      | $3199.74       | 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        |      14949 | PA      | $14904.20      | 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        |     672283 | PA      | $646998.88     | 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        |     928880 | PA      | $877270.17     | 0.01%             | 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        |     124622 | PA      | $128895.55     | 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        |   13547266 | PA      | $13911667.05   | 0.08%             | 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        |      36032 | PA      | $37347.86      | 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        |       1974 | PA      | $1909.79       | 0.00%             | 2041-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 505719                      | CUSIP: 36210XYQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1619 | PA      | $1615.43       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 612726                      | CUSIP: 36202XVT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1347 | PA      | $1356.92       | 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        |     102577 | PA      | $98309.75      | 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        |      41094 | PA      | $40962.18      | 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        |      37264 | PA      | $36868.67      | 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        |    8659363 | PA      | $8254709.69    | 0.05%             | 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        |      15745 | PA      | $16312.55      | 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        |       9339 | PA      | $9416.70       | 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        |    1545288 | PA      | $1459431.77    | 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        |     196755 | PA      | $202026.03     | 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        |      79400 | PA      | $83990.53      | 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        |      31515 | PA      | $31767.08      | 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        |     134284 | PA      | $138866.15     | 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        |      23043 | PA      | $23412.27      | 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        |      42200 | PA      | $43660.40      | 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        |      62073 | PA      | $65701.81      | 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        |      24135 | PA      | $24248.16      | 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        |      50895 | PA      | $52862.70      | 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        |       6317 | PA      | $6328.84       | 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        |      45877 | PA      | $46332.84      | 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        |      48425 | PA      | $51842.79      | 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        |      87365 | PA      | $90384.20      | 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        |      77046 | PA      | $79521.04      | 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        |      99794 | PA      | $102087.60     | 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        |       1660 | PA      | $1732.19       | 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        |       4591 | PA      | $4525.26       | 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        |       7317 | PA      | $7567.50       | 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        |      30521 | PA      | $30873.83      | 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        |     122584 | PA      | $122565.80     | 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        |     355645 | PA      | $355537.75     | 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        |     526569 | PA      | $524992.53     | 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        |       1656 | PA      | $1667.84       | 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        |     220067 | PA      | $228015.33     | 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        |     183700 | PA      | $195024.74     | 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        |      90134 | PA      | $88632.75      | 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        |       3057 | PA      | $3077.84       | 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        |      18542 | PA      | $19674.78      | 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        |     108275 | PA      | $104687.01     | 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        |      59760 | PA      | $61742.78      | 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        |      13730 | PA      | $14412.43      | 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        |     113540 | PA      | $117086.37     | 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        |       5176 | PA      | $5213.15       | 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        |     140746 | PA      | $139476.24     | 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        |      23154 | PA      | $22685.60      | 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        |      31696 | PA      | $32365.02      | 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        |     187736 | PA      | $192240.81     | 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        |    2767783 | PA      | $2603946.15    | 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        |   13303000 | PA      | $11686515.22   | 0.07%             | 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        |       4711 | PA      | $5047.12       | 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        |      93634 | PA      | $93641.74      | 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        |      47576 | PA      | $48578.95      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 382358                      | CUSIP: 36204WWT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3728 | PA      | $3722.75       | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782363                      | CUSIP: 36241KTU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11521 | PA      | $12332.95      | 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        |      10589 | PA      | $10486.52      | 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        |      17250 | PA      | $18175.32      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 393570                      | CUSIP: 36205LFK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        423 | PA      | $428.47        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 499338                      | CUSIP: 36210QV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7362 | PA      | $7350.13       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 398487                      | CUSIP: 36205RUL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2355 | PA      | $2366.41       | 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        |      87060 | PA      | $86826.46      | 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        |    5906505 | PA      | $5690858.54    | 0.03%             | 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        |      10518 | PA      | $10608.30      | 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        |      78248 | PA      | $79898.03      | 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        |       5634 | PA      | $6026.70       | 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        |      24157 | PA      | $25799.04      | 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        |     524737 | PA      | $523946.19     | 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        |      44743 | PA      | $44912.18      | 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        |     306237 | PA      | $312601.41     | 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        |       5383 | PA      | $5665.38       | 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        |       1539 | PA      | $1539.30       | 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        |        731 | PA      | $755.99        | 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        |       5887 | PA      | $5893.02       | 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        |     886459 | PA      | $821369.67     | 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        |      23969 | PA      | $25350.57      | 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        |      50551 | PA      | $52283.97      | 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        |      12484 | PA      | $12748.02      | 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        |      33606 | PA      | $33791.96      | 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        |      13454 | PA      | $13915.35      | 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        |      40404 | PA      | $43046.32      | 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        |       7544 | PA      | $7435.62       | 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        |     106464 | PA      | $100780.22     | 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        |       2202 | PA      | $2196.09       | 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        |       4696 | PA      | $4781.68       | 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        |    5698505 | PA      | $5160953.32    | 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        |      75696 | PA      | $75396.24      | 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        |   38724305 | PA      | $35593603.95   | 0.21%             | 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        |      32689 | PA      | $33361.61      | 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        |      33334 | PA      | $33367.00      | 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        |      36975 | PA      | $37107.44      | 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        |       7926 | PA      | $8296.38       | 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        |      68198 | PA      | $69838.19      | 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        |      20990 | PA      | $20961.46      | 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        |      38194 | PA      | $38518.80      | 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        |      20439 | PA      | $20983.73      | 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        |      10658 | PA      | $10681.49      | 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        |      23275 | PA      | $23134.63      | 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        |       2735 | PA      | $2741.50       | 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        |      13228 | PA      | $13493.45      | 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        |    9235000 | PA      | $8325098.54    | 0.05%             | 2047-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AN5728                      | CUSIP: 36186NLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     205639 | PA      | $190582.07     | 0.00%             | 2045-06-15      | 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        |    7071607 | PA      | $6326137.23    | 0.04%             | 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        |       2967 | PA      | $2928.97       | 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        |      50055 | PA      | $50506.57      | 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        |     174548 | PA      | $182572.64     | 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        |      17612 | PA      | $18173.56      | 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        |      93932 | PA      | $101263.01     | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491164                      | CUSIP: 36210FTV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        310 | PA      | $312.87        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q25382                      | CUSIP: 3132M5UF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7315 | PA      | $7393.08       | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 778600                      | CUSIP: 36176WX55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80579 | PA      | $79431.91      | 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        |      89786 | PA      | $95248.11      | 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        |    1385208 | PA      | $1381499.63    | 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        |       4740 | PA      | $4783.37       | 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        |    1683625 | PA      | $1605482.11    | 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        |    1500591 | PA      | $1564111.68    | 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        |       2054 | PA      | $2049.87       | 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        |     744729 | PA      | $734133.56     | 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        |     897531 | PA      | $824423.60     | 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        |       6015 | PA      | $6018.51       | 0.00%             | 2027-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 351410                      | CUSIP: 36203KKX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         27 | PA      | $27.74         | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 449542                      | CUSIP: 36208FLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19180 | PA      | $18841.75      | 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        |   48155069 | PA      | $44981101.04   | 0.27%             | 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        |      12598 | PA      | $12585.84      | 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        |       8191 | PA      | $8265.41       | 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        |        785 | PA      | $790.24        | 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        |      49216 | PA      | $50227.45      | 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        |       7574 | PA      | $8079.48       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491185                      | CUSIP: 36210FUJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19073 | PA      | $18865.41      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 645875                      | CUSIP: 36292DQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18023 | PA      | $18938.61      | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 621265                      | CUSIP: 36290YFE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30356 | PA      | $31295.70      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 721747                      | CUSIP: 3620A7ZL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140353 | PA      | $144584.94     | 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        |      44666 | PA      | $46451.85      | 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        |     122995 | PA      | $130206.61     | 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        |       7469 | PA      | $7218.71       | 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        |      93336 | PA      | $86430.05      | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 634421                      | CUSIP: 36291PYS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     287778 | PA      | $288294.96     | 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        |       6557 | PA      | $7020.11       | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 680572                      | CUSIP: 36295UCH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91569 | PA      | $95301.37      | 0.00%             | 2040-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust Series 2019-1 | SCRT 2019-1 MZ                 | CUSIP: 35563PJJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14396754 | PA      | $12134591.79   | 0.07%             | 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        |     145806 | PA      | $153605.12     | 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        |      47348 | PA      | $47316.81      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 441974                      | CUSIP: 36207T6K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51987 | PA      | $52590.30      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 505783                      | CUSIP: 36210X2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1827 | PA      | $1849.18       | 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        |     135873 | PA      | $137460.93     | 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        |       1112 | PA      | $1123.12       | 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        |      19951 | PA      | $20063.79      | 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        |       5237 | PA      | $5186.17       | 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        |      65376 | PA      | $64900.67      | 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        |    4116929 | PA      | $3896409.58    | 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        |      29464 | PA      | $31202.00      | 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        |      26051 | PA      | $26569.00      | 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        |      20518 | PA      | $20919.87      | 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        |      44176 | PA      | $45891.31      | 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        |     178530 | PA      | $182699.67     | 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        |     133575 | PA      | $124423.20     | 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        |       9442 | PA      | $9890.54       | 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        |     431063 | PA      | $399401.11     | 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        |      32666 | PA      | $33863.80      | 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        |      80288 | PA      | $85551.86      | 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        |     294988 | PA      | $302812.64     | 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        |      76206 | PA      | $74434.90      | 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        |      12107 | PA      | $12184.24      | 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        |       1716 | PA      | $1694.76       | 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        |       8354 | PA      | $8386.38       | 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        |      13907 | PA      | $14221.55      | 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        |     866151 | PA      | $895755.30     | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 669094                      | CUSIP: 36295FKF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99119 | PA      | $102595.20     | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 570433                      | CUSIP: 36200RV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54617 | PA      | $55244.67      | 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        |     117696 | PA      | $118032.05     | 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        |       6880 | PA      | $7362.00       | 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        |     718433 | PA      | $665731.93     | 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        |   15874373 | PA      | $15336190.47   | 0.09%             | 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        |        854 | PA      | $825.80        | 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        |      40364 | PA      | $41611.39      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 623076                      | CUSIP: 36291BFR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17278 | PA      | $18314.66      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 3840                        | CUSIP: 36202EHR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239158 | PA      | $244621.74     | 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        |       5597 | PA      | $5598.58       | 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        |      18530 | PA      | $17846.73      | 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        |        267 | PA      | $275.17        | 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        |      24166 | PA      | $24386.32      | 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        |      46191 | PA      | $46174.82      | 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        |     248664 | PA      | $257264.70     | 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        |     139704 | PA      | $139329.53     | 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        |      37273 | PA      | $34964.09      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 508531                      | CUSIP: 36211B4Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         22 | PA      | $22.46         | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB9110                      | CUSIP: 36178WDP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6196 | PA      | $5690.53       | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476262                      | CUSIP: 36209NB76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        319 | PA      | $318.39        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 604650                      | CUSIP: 36200MWK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128954 | PA      | $134363.83     | 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        |      36955 | PA      | $38211.37      | 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        |      13659 | PA      | $13460.33      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 672395                      | CUSIP: 36295J7G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47817 | PA      | $47403.36      | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 762160                      | CUSIP: 36176CQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108901 | PA      | $112831.13     | 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        |       2538 | PA      | $2567.68       | 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        |       6561 | PA      | $6631.35       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 678949                      | CUSIP: 36295SH25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     433342 | PA      | $433470.13     | 0.00%             | 2037-10-15      | 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        |        425 | PA      | $433.90        | 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        |    7020270 | PA      | $6384116.51    | 0.04%             | 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        |     153631 | PA      | $153256.35     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 355172                      | CUSIP: 36203PQZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        551 | PA      | $549.03        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476590                      | CUSIP: 36209NNF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        365 | PA      | $353.27        | 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        |       1673 | PA      | $1804.94       | 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        |      14836 | PA      | $14773.43      | 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        |     271725 | PA      | $277250.67     | 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        |     236838 | PA      | $243384.01     | 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        |      98074 | PA      | $98035.31      | 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        |        411 | PA      | $410.76        | 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        |       8168 | PA      | $8376.19       | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 551664                      | CUSIP: 36213DZ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        799 | PA      | $808.09        | 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        |       6609 | PA      | $6819.43       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 436255                      | CUSIP: 36207MTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28897 | PA      | $28938.74      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 634300                      | CUSIP: 36291PUZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12486 | PA      | $12730.91      | 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        |     145502 | PA      | $151076.51     | 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        |      56167 | PA      | $60096.15      | 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        |      11281 | PA      | $11423.49      | 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        |      21210 | PA      | $21657.44      | 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        |      41633 | PA      | $42448.62      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 370921                      | CUSIP: 36204JAW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        353 | PA      | $357.78        | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 442947                      | CUSIP: 36207VBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13745 | PA      | $13899.55      | 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        |      43599 | PA      | $44518.27      | 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        |      10249 | PA      | $10331.59      | 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        |       4773 | PA      | $4823.88       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 382986                      | CUSIP: 36204XNB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1931 | PA      | $1923.73       | 0.00%             | 2024-04-15      | 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        |      64286 | PA      | $59198.59      | 0.00%             | 2046-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 661570                      | CUSIP: 36294V6F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112290 | PA      | $114794.88     | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 769734                      | CUSIP: 36176L4T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4582 | PA      | $4331.38       | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 601301                      | CUSIP: 36200HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1405 | PA      | $1441.16       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 703194                      | CUSIP: 36296WGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103011 | PA      | $95938.48      | 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        |      15668 | PA      | $15974.30      | 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        |      18990 | PA      | $19675.70      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 632872                      | CUSIP: 36291NCH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39965 | PA      | $42588.41      | 0.00%             | 2035-04-15      | 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        |      11331 | PA      | $11716.80      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 600228                      | CUSIP: 36200FYZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35213 | PA      | $35264.44      | 0.00%             | 2033-08-15      | 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        |     198705 | PA      | $199162.58     | 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        |      30549 | PA      | $30943.88      | 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        |        144 | PA      | $147.89        | 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        |     141286 | PA      | $139660.07     | 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        |       9221 | PA      | $9257.93       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 664452                      | CUSIP: 36295AEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3211 | PA      | $3476.13       | 0.00%             | 2037-11-15      | 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        |    2122130 | PA      | $1959300.29    | 0.01%             | 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        |      35470 | PA      | $34341.02      | 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        |      51568 | PA      | $51659.78      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490200                      | CUSIP: 36210ERV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5783 | PA      | $5863.34       | 0.00%             | 2029-06-15      | 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        |      48847 | PA      | $48999.45      | 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        |       7524 | PA      | $6991.25       | 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        |      49018 | PA      | $49957.12      | 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        |     764236 | PA      | $736137.50     | 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        |       1296 | PA      | $1313.55       | 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        |   46374582 | PA      | $41530186.24   | 0.25%             | 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        |      62358 | PA      | $64518.42      | 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        |   13917992 | PA      | $11728136.27   | 0.07%             | 2043-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 371091                      | CUSIP: 36204JF84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1000 | PA      | $996.64        | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 779746                      | CUSIP: 36176YBP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114750 | PA      | $114203.00     | 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        |       7436 | PA      | $7392.91       | 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        |     182281 | PA      | $176494.35     | 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        |   15837804 | PA      | $15199779.34   | 0.09%             | 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        |      12577 | PA      | $12725.53      | 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        |      18796 | PA      | $19162.29      | 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        |      13621 | PA      | $13188.30      | 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        |     137966 | PA      | $135333.23     | 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        |    1059954 | PA      | $984486.07     | 0.01%             | 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        |   10247346 | PA      | $10758102.83   | 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        |       8603 | PA      | $8682.14       | 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        |      18874 | PA      | $19472.65      | 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        |      20829 | PA      | $20670.98      | 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        |   19596114 | PA      | $18532293.50   | 0.11%             | 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        |      75167 | PA      | $77884.20      | 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        |      86780 | PA      | $86476.15      | 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        |       1848 | PA      | $1849.43       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464454                      | CUSIP: 36208X5P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        636 | PA      | $658.43        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 483267                      | CUSIP: 36209VZ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2341 | PA      | $2337.00       | 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        |     255746 | PA      | $263956.50     | 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        |     118184 | PA      | $121996.76     | 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        |     209494 | PA      | $214235.27     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 780093                      | CUSIP: 36225AC65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        629 | PA      | $627.43        | 0.00%             | 2024-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 735209                      | CUSIP: 3620ANYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19133 | PA      | $19082.05      | 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        |       8904 | PA      | $9180.36       | 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        |     174411 | PA      | $179475.83     | 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        |       6847 | PA      | $6948.07       | 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        |       6119 | PA      | $6152.10       | 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        |      12548 | PA      | $12940.45      | 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        |      61202 | PA      | $61244.06      | 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        |       7881 | PA      | $8513.27       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 4.5 2/23                  | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2400000 | PA      | $2369625.12    | 0.01%             | 2023-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 595624                      | CUSIP: 36200AVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9344 | PA      | $9880.77       | 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        |    3077549 | PA      | $2792014.10    | 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        |    6054271 | PA      | $6038062.82    | 0.04%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 468325                      | CUSIP: 36209DHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6800 | PA      | $6859.45       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AL2998                      | CUSIP: 36183YKK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     242755 | PA      | $238292.52     | 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        |     856848 | PA      | $826167.45     | 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        |     314149 | PA      | $327856.94     | 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        |       6652 | PA      | $6706.13       | 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        |      88371 | PA      | $88134.88      | 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        |      43733 | PA      | $45930.18      | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 475706                      | CUSIP: 36209MNX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        417 | PA      | $403.06        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464522                      | CUSIP: 36208YAX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14889 | PA      | $15083.93      | 0.00%             | 2029-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 632982                      | CUSIP: 36291NFX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74896 | PA      | $73112.24      | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 507982                      | CUSIP: 36211BJ39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9111 | PA      | $9225.93       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 701962                      | CUSIP: 36296UZ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184873 | PA      | $189834.90     | 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        |      80981 | PA      | $81098.68      | 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        |      99425 | PA      | $98720.73      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 763884                      | CUSIP: 36176EM99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     927605 | PA      | $852033.03     | 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        |      10394 | PA      | $10834.08      | 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        |      26072 | PA      | $27122.52      | 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        |      10979 | PA      | $11075.90      | 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        |       6460 | PA      | $6927.44       | 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        |      11478 | PA      | $12060.77      | 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        |       5548 | PA      | $5495.57       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470176                      | CUSIP: 36209FJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        288 | PA      | $288.19        | 0.00%             | 2029-03-15      | 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        |      84715 | PA      | $78192.49      | 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        |       6005 | PA      | $6009.21       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 597859                      | CUSIP: 36200DE82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8874 | PA      | $9065.29       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 620643                      | CUSIP: 36290XP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1891 | PA      | $2023.27       | 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        |     216168 | PA      | $212626.88     | 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        |     189511 | PA      | $197830.95     | 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        |      63442 | PA      | $64344.36      | 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        |     117572 | PA      | $113414.88     | 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        |      61368 | PA      | $61897.22      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 510902                      | CUSIP: 36211ERX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2120 | PA      | $2146.41       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 508757                      | CUSIP: 36211CE65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6796 | PA      | $6555.90       | 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        |    5542801 | PA      | $5179686.53    | 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        |       7571 | PA      | $7575.49       | 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        |     114948 | PA      | $118293.51     | 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        |    1360073 | PA      | $1356433.12    | 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        |       2967 | PA      | $2993.29       | 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        |       7792 | PA      | $8418.53       | 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        |       3875 | PA      | $3747.82       | 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        |      29583 | PA      | $28543.03      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 687055                      | CUSIP: 36296CH86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59655 | PA      | $61996.25      | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A94672                      | CUSIP: 312943FM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14560 | PA      | $14381.44      | 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        |      12762 | PA      | $13540.06      | 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        |     264061 | PA      | $270204.51     | 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        |         59 | PA      | $58.31         | 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        |        427 | PA      | $428.37        | 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        |     123286 | PA      | $121804.25     | 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        |       4066 | PA      | $4075.90       | 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        |       9124 | PA      | $9400.93       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 687928                      | CUSIP: 36296DHD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     303231 | PA      | $319363.25     | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737528                      | CUSIP: 3620ARLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     555310 | PA      | $542018.31     | 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        |      17096 | PA      | $18009.49      | 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        |      45059 | PA      | $46600.24      | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 433918                      | CUSIP: 36207KAT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7104 | PA      | $7177.78       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490962                      | CUSIP: 36210FMK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19889 | PA      | $19914.10      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN BD5918                      | CUSIP: 3617BMSF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1058069 | PA      | $1013814.49    | 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        |     364495 | PA      | $345135.89     | 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        |     133058 | PA      | $137794.14     | 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        |    1046912 | PA      | $1043247.13    | 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        |       3970 | PA      | $4005.64       | 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        |    1633935 | PA      | $1629560.35    | 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        |       1483 | PA      | $1467.98       | 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        |    4781912 | PA      | $4666800.16    | 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        |     298918 | PA      | $253260.95     | 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        |     403713 | PA      | $435620.44     | 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        |      98242 | PA      | $98485.61      | 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        |      32567 | PA      | $32405.26      | 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        |      32255 | PA      | $32427.00      | 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        |        368 | PA      | $371.60        | 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        |     435062 | PA      | $447348.86     | 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        |      71840 | PA      | $73313.60      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 604204                      | CUSIP: 36200MGM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7843 | PA      | $8047.76       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD5620                      | CUSIP: 36180HG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30893 | PA      | $29881.45      | 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        |      11777 | PA      | $11839.54      | 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        |     475395 | PA      | $450210.22     | 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        |     466620 | PA      | $465596.56     | 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        |     144831 | PA      | $151383.62     | 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        |     101114 | PA      | $102402.08     | 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        |      22711 | PA      | $23922.26      | 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        |     122739 | PA      | $124879.79     | 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        |     871666 | PA      | $898261.51     | 0.01%             | 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        |      29912 | PA      | $31544.93      | 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        |       1823 | PA      | $1885.77       | 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        |      12060 | PA      | $12200.44      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 552375                      | CUSIP: 36213ET89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1618 | PA      | $1663.44       | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 724172                      | CUSIP: 3620AAQZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     196469 | PA      | $195647.48     | 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        |      64317 | PA      | $67219.80      | 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        |     112302 | PA      | $117879.83     | 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        |        851 | PA      | $859.56        | 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        |     232121 | PA      | $220145.81     | 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        |      21941 | PA      | $21367.13      | 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        |    1669487 | PA      | $1612994.86    | 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        |      33836 | PA      | $33050.16      | 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        |     225696 | PA      | $224662.22     | 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        |       4752 | PA      | $5087.13       | 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        |      69455 | PA      | $70809.82      | 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        |     147084 | PA      | $146814.43     | 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        |     108033 | PA      | $100386.97     | 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        |     201306 | PA      | $209486.85     | 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        |     137921 | PA      | $139966.75     | 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        |     153289 | PA      | $154342.95     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737164                      | CUSIP: 3620AQ5Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     217778 | PA      | $223353.56     | 0.00%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB8427                      | CUSIP: 36178VLG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     917708 | PA      | $819445.87     | 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        |      72649 | PA      | $75632.06      | 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        |     151278 | PA      | $150892.13     | 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        |      15192 | PA      | $15548.01      | 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        |      10670 | PA      | $10542.43      | 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        |      23136 | PA      | $23440.71      | 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        |      10703 | PA      | $10353.50      | 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        |      71433 | PA      | $67575.41      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610830                      | CUSIP: 36202VST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36858 | PA      | $37580.04      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 562290                      | CUSIP: 36213RUP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69946 | PA      | $77491.21      | 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        |      13131 | PA      | $13790.60      | 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        |      56743 | PA      | $56907.44      | 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        |       3516 | PA      | $3532.46       | 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        |      11914 | PA      | $12272.48      | 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        |      46438 | PA      | $47292.37      | 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        |      20285 | PA      | $21707.98      | 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        |     535989 | PA      | $536023.15     | 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        |    1013113 | PA      | $1003923.60    | 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        |   16041180 | PA      | $16390643.90   | 0.10%             | 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        |    1692692 | PA      | $1637452.89    | 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        |     110646 | PA      | $115581.04     | 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        |       7900 | PA      | $8430.53       | 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        |      73019 | PA      | $76190.21      | 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        |      30755 | PA      | $30750.12      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 701752                      | CUSIP: 36296UTH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65617 | PA      | $67741.81      | 0.00%             | 2039-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781414                      | CUSIP: 36225BSB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118670 | PA      | $126951.76     | 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        |     344902 | PA      | $369304.71     | 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        |       3731 | PA      | $3823.44       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 663109                      | CUSIP: 36294XVA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106116 | PA      | $109326.89     | 0.00%             | 2037-02-15      | 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        |      19248 | PA      | $19459.17      | 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        |     161602 | PA      | $161362.01     | 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        |      18578 | PA      | $19155.68      | 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        |       2131 | PA      | $2223.97       | 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        |      52394 | PA      | $52029.21      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 441968                      | CUSIP: 36207T6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2008 | PA      | $2031.15       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 719226                      | CUSIP: 3620A5A33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     195086 | PA      | $197520.12     | 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        |      13925 | PA      | $14086.77      | 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        |     122245 | PA      | $115470.69     | 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        |      11380 | PA      | $11735.87      | 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        |      15067 | PA      | $15284.95      | 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        |      89106 | PA      | $91789.76      | 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        |       9258 | PA      | $9544.94       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482899                      | CUSIP: 36209VNQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         13 | PA      | $12.41         | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AE2372                      | CUSIP: 36180UT58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24867 | PA      | $24066.22      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 388335                      | CUSIP: 36205ELQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        203 | PA      | $202.36        | 0.00%             | 2024-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 723319                      | CUSIP: 3620A9SG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2601691 | PA      | $2625137.61    | 0.02%             | 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        |     321531 | PA      | $323935.81     | 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        |     104072 | PA      | $106337.32     | 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        |     199474 | PA      | $206288.56     | 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        |   14498254 | PA      | $13815416.50   | 0.08%             | 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        |     399469 | PA      | $408301.30     | 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        |     356067 | PA      | $370688.26     | 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        |        290 | PA      | $311.19        | 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        |      33140 | PA      | $35087.01      | 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        |     154247 | PA      | $160974.05     | 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        |      12034 | PA      | $12133.63      | 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        |      91955 | PA      | $94094.27      | 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        |      69602 | PA      | $69733.50      | 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        |      18694 | PA      | $18516.13      | 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        |       9148 | PA      | $9881.59       | 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        |      10913 | PA      | $11245.38      | 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        |      56978 | PA      | $58950.30      | 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        |     426231 | PA      | $425127.50     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 495610                      | CUSIP: 36210LR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3493 | PA      | $3373.48       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 458930                      | CUSIP: 36208RY32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55472 | PA      | $55669.11      | 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        |     134983 | PA      | $140651.99     | 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        |       1351 | PA      | $1362.78       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 710834                      | CUSIP: 36297FV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53617 | PA      | $52149.64      | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 395074                      | CUSIP: 36205M2F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1644 | PA      | $1639.80       | 0.00%             | 2024-04-15      | 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        |     523684 | PA      | $522282.51     | 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        |       8090 | PA      | $8092.36       | 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        |      65748 | PA      | $67053.41      | 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        |      98214 | PA      | $102502.84     | 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        |      55271 | PA      | $57269.00      | 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        |      29391 | PA      | $30829.55      | 0.00%             | 2037-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 497466                      | CUSIP: 36210NTX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4052 | PA      | $4071.73       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 595870                      | CUSIP: 36200A6F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10931 | PA      | $10937.67      | 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        |      50548 | PA      | $52115.09      | 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        |    2229711 | PA      | $2042536.01    | 0.01%             | 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        |     136401 | PA      | $135159.74     | 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        |       3157 | PA      | $3170.24       | 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        |    6685800 | PA      | $6607079.09    | 0.04%             | 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        |      34462 | PA      | $35362.72      | 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        |     103914 | PA      | $103919.96     | 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        |      35960 | PA      | $36675.10      | 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        |        779 | PA      | $792.28        | 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        |      81827 | PA      | $83427.15      | 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        |       7810 | PA      | $8049.47       | 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        |    1413571 | PA      | $1298639.66    | 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        |      99260 | PA      | $101308.00     | 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        |      40375 | PA      | $42181.53      | 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        |       1703 | PA      | $1816.38       | 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        |     388784 | PA      | $362096.65     | 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        |    4062460 | PA      | $3798787.11    | 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        |     229962 | PA      | $242164.72     | 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        |     455977 | PA      | $470433.47     | 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        |      14616 | PA      | $14778.48      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 388314                      | CUSIP: 36205EK39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          9 | PA      | $9.28          | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 468753                      | CUSIP: 36209DWN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8182 | PA      | $8162.25       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 673751                      | CUSIP: 36295LQC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114811 | PA      | $118731.82     | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 550689                      | CUSIP: 36213CXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48479 | PA      | $50554.39      | 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        |       2329 | PA      | $2413.89       | 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        |      15596 | PA      | $15660.55      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 347016                      | CUSIP: 36203EN95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        230 | PA      | $229.35        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 503443                      | CUSIP: 36210VHU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        843 | PA      | $831.98        | 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        |     661773 | PA      | $641077.07     | 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        |     108542 | PA      | $104892.32     | 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        |     140744 | PA      | $140367.72     | 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        |       8780 | PA      | $8749.09       | 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        |      77221 | PA      | $77131.41      | 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        |      64683 | PA      | $65002.26      | 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        |       1478 | PA      | $1464.25       | 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        |       4810 | PA      | $5007.09       | 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        |      18299 | PA      | $18403.89      | 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        |       9687 | PA      | $9594.08       | 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        |       1330 | PA      | $1424.91       | 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        |      31910 | PA      | $32314.57      | 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        |      63450 | PA      | $67324.10      | 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        |      14880 | PA      | $14989.98      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 493628                      | CUSIP: 36210JLH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7556 | PA      | $7616.42       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AN5671                      | CUSIP: 3138LJJR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4100000 | PA      | $3870892.00    | 0.02%             | 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        |     456278 | PA      | $441004.37     | 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        |     114407 | PA      | $106554.92     | 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        |    4305611 | PA      | $4378715.23    | 0.03%             | 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        |       2676 | PA      | $2476.68       | 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        |    1342502 | PA      | $1388582.42    | 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        |       1285 | PA      | $1303.43       | 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        |      45479 | PA      | $45107.10      | 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        |      59705 | PA      | $60392.36      | 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        |      28000 | PA      | $28878.08      | 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        |     358542 | PA      | $357035.11     | 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        |     284221 | PA      | $286116.72     | 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        |     131492 | PA      | $126785.95     | 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        |      40489 | PA      | $40853.26      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 675364                      | CUSIP: 36295NJH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60233 | PA      | $61462.82      | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 769528                      | CUSIP: 36176LVV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26415 | PA      | $26390.24      | 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        |      17196 | PA      | $17537.81      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q44066                      | CUSIP: 3132WHQU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17198 | PA      | $15933.46      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 667372                      | CUSIP: 36295DMV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19903 | PA      | $20313.89      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7311                      | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  276056989 | PA      | $238940491.72  | 1.41%             | 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        |      66585 | PA      | $71253.93      | 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        |       5522 | PA      | $5548.73       | 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        |     392789 | PA      | $401851.81     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 655291                      | CUSIP: 36294N7C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6408 | PA      | $6903.63       | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 466439                      | CUSIP: 36209BEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30567 | PA      | $30593.24      | 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        |     172254 | PA      | $177589.30     | 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        |      14296 | PA      | $14541.96      | 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        |       1812 | PA      | $1829.51       | 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        |      26416 | PA      | $25956.01      | 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        |      27951 | PA      | $28541.11      | 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        |      81521 | PA      | $80362.35      | 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        |      62011 | PA      | $63985.35      | 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        |      96329 | PA      | $95199.87      | 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        |     108102 | PA      | $115633.85     | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 752300                      | CUSIP: 36230LRV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10326 | PA      | $10566.01      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 554866                      | CUSIP: 36213HMP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        350 | PA      | $352.39        | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617613                      | CUSIP: 36290UDS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16578 | PA      | $16582.87      | 0.00%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 499440                      | CUSIP: 36210QZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6390 | PA      | $6448.08       | 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        |      48412 | PA      | $49243.08      | 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        |       3171 | PA      | $3241.34       | 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        |      15650 | PA      | $16350.30      | 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        |      11743 | PA      | $12199.61      | 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        |    1522053 | PA      | $1401925.82    | 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        |      62478 | PA      | $59006.53      | 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        |       1903 | PA      | $1925.51       | 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        |      24917 | PA      | $24679.08      | 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        |     486265 | PA      | $490644.41     | 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        |     168029 | PA      | $164036.90     | 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        |      40412 | PA      | $40774.48      | 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        |       8500 | PA      | $8512.47       | 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        |       3942 | PA      | $3943.56       | 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        |       8352 | PA      | $8441.72       | 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        |      61011 | PA      | $63909.81      | 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        |      29088 | PA      | $30421.46      | 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        |     242662 | PA      | $238223.04     | 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        |      63236 | PA      | $65267.61      | 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        |     223197 | PA      | $226619.16     | 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        |      54392 | PA      | $56563.20      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464405                      | CUSIP: 36208X3N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4419 | PA      | $4441.90       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 646803                      | CUSIP: 36292ERY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46200 | PA      | $46351.33      | 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        |       1115 | PA      | $1123.97       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 701250                      | CUSIP: 36296UBT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42899 | PA      | $45031.65      | 0.00%             | 2038-12-15      | 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        |       1215 | PA      | $1223.55       | 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        |       9840 | PA      | $9845.59       | 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        |      25640 | PA      | $26150.29      | 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        |      64208 | PA      | $68400.16      | 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        |        985 | PA      | $1045.60       | 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        |     105558 | PA      | $109177.59     | 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        |      73188 | PA      | $74713.87      | 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        |      59826 | PA      | $61963.31      | 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        |       8762 | PA      | $8964.11       | 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        |     646078 | PA      | $668201.06     | 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        |     226862 | PA      | $208403.31     | 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        |     163490 | PA      | $154667.83     | 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        |      12780 | PA      | $12330.46      | 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        |     550585 | PA      | $531922.01     | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670881                      | CUSIP: 36295HJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95867 | PA      | $95895.79      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615387                      | CUSIP: 36290RUL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10156 | PA      | $10035.83      | 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        |      42546 | PA      | $42892.72      | 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        |       5576 | PA      | $5981.65       | 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        |      15093 | PA      | $15409.09      | 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        |       7690 | PA      | $7670.74       | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 478222                      | CUSIP: 36209QG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1272 | PA      | $1281.40       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN BD4619                      | CUSIP: 3617BLDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63975 | PA      | $61299.27      | 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        |     130757 | PA      | $131418.91     | 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        |     281237 | PA      | $299135.75     | 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        |      13207 | PA      | $13339.49      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 469928                      | CUSIP: 36209FA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3629 | PA      | $3610.67       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 690137                      | CUSIP: 36296FV67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80820 | PA      | $82559.90      | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 675978                      | CUSIP: 36295N6P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2883 | PA      | $2952.03       | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783911                      | CUSIP: 3622A2KY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1594343 | PA      | $1464952.74    | 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        |      23946 | PA      | $24323.17      | 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        |       2051 | PA      | $2068.25       | 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        |     436971 | PA      | $447063.52     | 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        |      17666 | PA      | $17785.76      | 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        |      30340 | PA      | $31637.53      | 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        |     956553 | PA      | $986560.65     | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 355840                      | CUSIP: 36203QHR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         90 | PA      | $90.63         | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 646908                      | CUSIP: 36292EU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32316 | PA      | $33291.93      | 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        |     162982 | PA      | $162702.21     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 392096                      | CUSIP: 36205JRR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        599 | PA      | $597.51        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 640863                      | CUSIP: 36291W5Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        937 | PA      | $918.11        | 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        |      96770 | PA      | $95468.70      | 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        |    1196300 | PA      | $1228108.76    | 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        |       5318 | PA      | $5415.44       | 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        |      23108 | PA      | $22910.64      | 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        |     105012 | PA      | $97026.56      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 799268                      | CUSIP: 36177UJN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3015 | PA      | $2869.01       | 0.00%             | 2042-09-15      | 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        |     139751 | PA      | $139877.69     | 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        |      62183 | PA      | $64710.97      | 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        |     200241 | PA      | $205621.46     | 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        |      12112 | PA      | $12188.53      | 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        |      51356 | PA      | $53319.22      | 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        |      99322 | PA      | $102505.82     | 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        |     199493 | PA      | $206455.30     | 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        |      29935 | PA      | $28605.53      | 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        |      12197 | PA      | $12715.96      | 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        |       4444 | PA      | $4467.60       | 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        |      18564 | PA      | $19515.86      | 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        |     234828 | PA      | $225376.80     | 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        |     235207 | PA      | $231616.32     | 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        |      40829 | PA      | $41687.66      | 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        |     135899 | PA      | $129796.59     | 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        |     660681 | PA      | $687551.60     | 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        |     910783 | PA      | $937169.96     | 0.01%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 360424                      | CUSIP: 36203VLD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        662 | PA      | $660.08        | 0.00%             | 2023-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 594587                      | CUSIP: 36201VRG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67748 | PA      | $68961.37      | 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        |      57790 | PA      | $58004.92      | 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        |      44073 | PA      | $46949.25      | 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        |    2881041 | PA      | $2787745.53    | 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        |   15078474 | PA      | $14081368.95   | 0.08%             | 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        |       3320 | PA      | $3288.44       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670140                      | CUSIP: 36295GPZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56873 | PA      | $58532.94      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 488245                      | CUSIP: 36210CL27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12402 | PA      | $12445.64      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 699538                      | CUSIP: 36296SEK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59134 | PA      | $61152.50      | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 699452                      | CUSIP: 36296SBV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150875 | PA      | $154807.19     | 0.00%             | 2038-10-15      | 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        |      64833 | PA      | $65555.06      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 381391                      | CUSIP: 36204VUQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        149 | PA      | $149.05        | 0.00%             | 2024-04-15      | 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        |        545 | PA      | $586.88        | 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        |     138584 | PA      | $143333.40     | 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        |      85990 | PA      | $83255.78      | 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        |      43861 | PA      | $45377.15      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 687957                      | CUSIP: 36296DJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17940 | PA      | $18831.32      | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD1932                      | CUSIP: 36180DED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141832 | PA      | $137373.02     | 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        |      40703 | PA      | $41524.44      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 3.5 2/23                  | CUSIP: 01F032625<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -98085000 | PA      | $-92000669.75  | -0.54%            | 2023-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 667443                      | CUSIP: 36295DP45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80144 | PA      | $82129.79      | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 688480                      | CUSIP: 36296D2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148998 | PA      | $154063.33     | 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        |       3680 | PA      | $3753.55       | 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        |     185714 | PA      | $187375.43     | 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        |     149442 | PA      | $150653.29     | 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        |       3592 | PA      | $3703.42       | 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        |       6196 | PA      | $6351.34       | 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        |      17718 | PA      | $17771.23      | 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        |      51528 | PA      | $53294.15      | 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        |      39136 | PA      | $39666.61      | 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        |     422815 | PA      | $408849.92     | 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        |       3597 | PA      | $3848.65       | 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        |      34333 | PA      | $35489.42      | 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        |   20306858 | PA      | $19488624.03   | 0.12%             | 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        |     191123 | PA      | $185891.28     | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 456707                      | CUSIP: 36208PKU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1528 | PA      | $1530.86       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 492134                      | CUSIP: 36210GV35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32318 | PA      | $32485.59      | 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        |        993 | PA      | $998.66        | 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        |      38064 | PA      | $38107.96      | 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        |     438410 | PA      | $456490.07     | 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        |      36044 | PA      | $36045.36      | 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        |    2770777 | PA      | $2739472.37    | 0.02%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670893                      | CUSIP: 36295HKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22872 | PA      | $23451.73      | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AO8725                      | CUSIP: 3617A9VS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     256633 | PA      | $235768.22     | 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        |      99294 | PA      | $102286.23     | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 363329                      | CUSIP: 36203YSS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1577 | PA      | $1571.41       | 0.00%             | 2023-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738950                      | CUSIP: 3620AS5K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95032 | PA      | $95672.92      | 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        |     417828 | PA      | $429069.01     | 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        |       9321 | PA      | $9870.02       | 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        |       3095 | PA      | $3192.59       | 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        |      40548 | PA      | $38044.31      | 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        |      67884 | PA      | $65699.97      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 656293                      | CUSIP: 36294QC66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142442 | PA      | $146076.09     | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 472622                      | CUSIP: 36209JAX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1092 | PA      | $1081.48       | 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        |     934443 | PA      | $952071.17     | 0.01%             | 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        |     103028 | PA      | $107432.85     | 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        |      45908 | PA      | $45518.79      | 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        |       2848 | PA      | $2753.76       | 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        |    1097054 | PA      | $1105826.12    | 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        |     151697 | PA      | $152703.17     | 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        |       1083 | PA      | $1098.74       | 0.00%             | 2029-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 297398                      | CUSIP: 362205KK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $36.04         | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 796317                      | CUSIP: 36177RAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     411266 | PA      | $409608.67     | 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        |      40815 | PA      | $42212.64      | 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        |      12860 | PA      | $13402.28      | 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        |     181365 | PA      | $187102.28     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 607026                      | CUSIP: 36201YLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        193 | PA      | $192.46        | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781530                      | CUSIP: 36225BVX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113001 | PA      | $124737.43     | 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        |       5161 | PA      | $5489.74       | 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        |      86076 | PA      | $90551.74      | 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        |   14171414 | PA      | $13883741.00   | 0.08%             | 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        |       9749 | PA      | $10412.81      | 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        |       6380 | PA      | $6319.09       | 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        |    2728924 | PA      | $2473853.16    | 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        |      91226 | PA      | $87867.69      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 692517                      | CUSIP: 36296JK61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36099 | PA      | $35225.31      | 0.00%             | 2039-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA6290                      | CUSIP: 36178D7B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     404159 | PA      | $371636.11     | 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        |        362 | PA      | $350.05        | 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        |       1130 | PA      | $1119.01       | 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        |     586025 | PA      | $538744.00     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 392020                      | CUSIP: 36205JPD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1421 | PA      | $1417.41       | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 602693                      | CUSIP: 36200JRN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9602 | PA      | $9934.19       | 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        |      99870 | PA      | $91747.23      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 591761                      | CUSIP: 36201SMJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        174 | PA      | $173.38        | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 595828                      | CUSIP: 36200A4M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41399 | PA      | $40432.50      | 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        |      13486 | PA      | $13944.00      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 385485                      | CUSIP: 36205BF23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        109 | PA      | $108.87        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AE7691                      | CUSIP: 36181BRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3651105 | PA      | $3391039.44    | 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        |       5844 | PA      | $6024.23       | 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        |      49269 | PA      | $49905.31      | 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        |       1639 | PA      | $1735.76       | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 711016                      | CUSIP: 36297F3Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     488908 | PA      | $514784.24     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 644991                      | CUSIP: 36292CRL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32267 | PA      | $33711.28      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 620135                      | CUSIP: 36290W4U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27791 | PA      | $27740.27      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 3554                        | CUSIP: 36202D5P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4812 | PA      | $4899.04       | 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        |     633879 | PA      | $632181.76     | 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        |     199485 | PA      | $197623.05     | 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        |       2485 | PA      | $2556.85       | 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        |      13901 | PA      | $14405.53      | 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        |   81932864 | PA      | $78869689.06   | 0.47%             | 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        |       3650 | PA      | $3639.44       | 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        |     850718 | PA      | $781779.01     | 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        |       7056 | PA      | $7320.69       | 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        |     273429 | PA      | $284147.87     | 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        |      23332 | PA      | $23278.14      | 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        |        818 | PA      | $827.80        | 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        |      38906 | PA      | $31348.54      | 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        |       4679 | PA      | $4700.84       | 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        |      15527 | PA      | $15254.54      | 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        |     864984 | PA      | $870242.20     | 0.01%             | 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        |    1080393 | PA      | $1107403.91    | 0.01%             | 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        |     291027 | PA      | $303333.47     | 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        |      10571 | PA      | $10968.07      | 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        |     602152 | PA      | $553823.16     | 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        |     131648 | PA      | $135600.07     | 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        |       3411 | PA      | $3437.73       | 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        |     172476 | PA      | $176218.65     | 0.00%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 632904                      | CUSIP: 36291NDH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19432 | PA      | $19949.28      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 779354                      | CUSIP: 36176XTK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13337 | PA      | $12887.15      | 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        |     153639 | PA      | $157783.23     | 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        |      48952 | PA      | $49391.47      | 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        |      21500 | PA      | $21618.78      | 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        |        983 | PA      | $994.83        | 0.00%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 579538                      | CUSIP: 36201CZB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7335 | PA      | $7559.84       | 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        |     154344 | PA      | $141111.09     | 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        |      49096 | PA      | $45754.03      | 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        |      44984 | PA      | $46666.88      | 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        |     891244 | PA      | $913130.97     | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490157                      | CUSIP: 36210EQJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        379 | PA      | $364.21        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 621658                      | CUSIP: 36290YTP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4444 | PA      | $4422.16       | 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        |       7029 | PA      | $6904.95       | 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        |    3803581 | PA      | $3758944.18    | 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        |      31532 | PA      | $33321.70      | 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        |       1093 | PA      | $1105.78       | 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        |    2137134 | PA      | $1963517.98    | 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        |     387805 | PA      | $390423.88     | 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        |      75537 | PA      | $75424.23      | 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        |      14310 | PA      | $14475.91      | 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        |    1529076 | PA      | $1498045.91    | 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        |     133566 | PA      | $134138.51     | 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        |       1542 | PA      | $1491.20       | 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        |      14189 | PA      | $14150.82      | 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        |      10973 | PA      | $10962.98      | 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        |     156950 | PA      | $162422.69     | 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        |       6846 | PA      | $6620.28       | 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        |        212 | PA      | $205.10        | 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        |     266713 | PA      | $273653.24     | 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        |      15425 | PA      | $15565.45      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BU7763                      | CUSIP: 3140M9TV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3988119 | PA      | $3742382.58    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 507856                      | CUSIP: 36211BE59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13981 | PA      | $14055.44      | 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        |      43671 | PA      | $43590.85      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 494856                      | CUSIP: 36210KWR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        618 | PA      | $615.93        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 551977                      | CUSIP: 36213EFS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14684 | PA      | $15305.82      | 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        |     198631 | PA      | $204772.47     | 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        |      11867 | PA      | $12270.20      | 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        |       1777 | PA      | $1792.58       | 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        |     731181 | PA      | $672982.68     | 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        |     127749 | PA      | $127789.80     | 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        |      30350 | PA      | $29651.62      | 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        |     145010 | PA      | $145567.65     | 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        |       2228 | PA      | $2271.18       | 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        |      32491 | PA      | $32525.62      | 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        |      25529 | PA      | $25381.98      | 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        |       5240 | PA      | $5463.59       | 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        |       1493 | PA      | $1507.64       | 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        |      97874 | PA      | $100960.74     | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 550493                      | CUSIP: 36213CRN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12132 | PA      | $11988.26      | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 523608                      | CUSIP: 36211UU91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1019 | PA      | $984.89        | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 480423                      | CUSIP: 36209SVQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5025 | PA      | $5073.16       | 0.00%             | 2028-07-15      | 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        |      34955 | PA      | $34650.67      | 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        |      11304 | PA      | $11533.16      | 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        |     103995 | PA      | $105351.84     | 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        |    1171066 | PA      | $1129697.32    | 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        |      12952 | PA      | $13477.56      | 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        |       4422 | PA      | $4493.43       | 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        |      12047 | PA      | $11961.88      | 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        |      26477 | PA      | $26467.27      | 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        |      24331 | PA      | $25165.30      | 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        |      34406 | PA      | $35564.42      | 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        |      53213 | PA      | $54330.61      | 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        |      50458 | PA      | $50195.61      | 0.00%             | 2046-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 487131                      | CUSIP: 36210BEC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4420 | PA      | $4479.11       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 710997                      | CUSIP: 36297F3E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2675163 | PA      | $2740353.14    | 0.02%             | 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        |       3596 | PA      | $3666.60       | 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        |       5300 | PA      | $5113.34       | 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        |      36933 | PA      | $37292.17      | 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        |     191184 | PA      | $189207.65     | 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        |      76577 | PA      | $77729.51      | 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        |      58482 | PA      | $59480.78      | 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        |       3432 | PA      | $3311.26       | 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        |     249128 | PA      | $262099.70     | 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        |    6594193 | PA      | $6224079.06    | 0.04%             | 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        |     140990 | PA      | $122217.93     | 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        |      81681 | PA      | $84867.27      | 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        |       1052 | PA      | $1063.11       | 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        |      14420 | PA      | $14837.22      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 378318                      | CUSIP: 36204SG34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1129 | PA      | $1124.75       | 0.00%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 588262                      | CUSIP: 36201NQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13287 | PA      | $13572.87      | 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        |     148745 | PA      | $148366.06     | 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        |       2295 | PA      | $2328.32       | 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        |        675 | PA      | $673.74        | 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        |      11483 | PA      | $11544.15      | 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        |      19574 | PA      | $19521.57      | 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        |      69339 | PA      | $74195.74      | 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        |       3469 | PA      | $3707.65       | 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        |       9452 | PA      | $9705.37       | 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        |       1605 | PA      | $1652.77       | 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        |     269791 | PA      | $271613.42     | 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        |    5595523 | PA      | $5575934.90    | 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        |    3360910 | PA      | $3486766.81    | 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        |      31142 | PA      | $30860.01      | 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        |        452 | PA      | $463.71        | 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        |     481523 | PA      | $478112.09     | 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        |      47601 | PA      | $47492.45      | 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        |      21927 | PA      | $22142.74      | 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        |      16320 | PA      | $17029.82      | 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        |       1008 | PA      | $982.50        | 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        |      20733 | PA      | $20798.58      | 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        |      59049 | PA      | $60919.41      | 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        |     120119 | PA      | $122936.36     | 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        |       1598 | PA      | $1706.76       | 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        |     643600 | PA      | $647943.59     | 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        |      14194 | PA      | $14487.41      | 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        |      24715 | PA      | $25479.79      | 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        |      15107 | PA      | $15280.56      | 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        |      28303 | PA      | $29643.59      | 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        |     219762 | PA      | $209143.05     | 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        |      10986 | PA      | $11196.42      | 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        |       7794 | PA      | $7543.75       | 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        |       6515 | PA      | $6764.46       | 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        |      96511 | PA      | $86659.64      | 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        |     401999 | PA      | $372151.30     | 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        |      11959 | PA      | $11942.96      | 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        |       5555 | PA      | $5823.50       | 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        |      32526 | PA      | $33828.34      | 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        |        908 | PA      | $914.00        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 780033                      | CUSIP: 36225ABA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1669 | PA      | $1664.47       | 0.00%             | 2024-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 562716                      | CUSIP: 36213SDV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34919 | PA      | $36570.71      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 528792                      | CUSIP: 36212BNH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27081 | PA      | $26913.78      | 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        |     151283 | PA      | $147999.11     | 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        |       8425 | PA      | $8780.88       | 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        |     808186 | PA      | $815408.42     | 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        |     312998 | PA      | $323657.34     | 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        |      30292 | PA      | $30235.54      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 355835                      | CUSIP: 36203QHL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        230 | PA      | $229.21        | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 618630                      | CUSIP: 36290VHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46958 | PA      | $48413.32      | 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        |     680678 | PA      | $682710.73     | 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        |      35302 | PA      | $35153.82      | 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        |     256382 | PA      | $252888.13     | 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        |     432706 | PA      | $441840.52     | 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        |       3856 | PA      | $3855.89       | 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        |      22698 | PA      | $24291.23      | 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        |     143222 | PA      | $146329.19     | 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        |       3341 | PA      | $3359.93       | 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        |      10297 | PA      | $10405.35      | 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        |      10528 | PA      | $11215.20      | 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        |      11522 | PA      | $12098.38      | 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        |      16648 | PA      | $16187.04      | 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        |      52735 | PA      | $53210.23      | 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        |     250238 | PA      | $256018.91     | 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        |      46595 | PA      | $48073.12      | 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        |      29161 | PA      | $29662.05      | 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        |      12182 | PA      | $12597.62      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 462903                      | CUSIP: 36208WGL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4227 | PA      | $4261.94       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 745214                      | CUSIP: 3620C03X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171110 | PA      | $176972.80     | 0.00%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 703167                      | CUSIP: 36296WFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255611 | PA      | $258661.22     | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 733715                      | CUSIP: 3620AMDU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127648 | PA      | $130384.11     | 0.00%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4469                        | CUSIP: 36202E6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8036 | PA      | $8428.32       | 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        |     251269 | PA      | $270735.60     | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 659025                      | CUSIP: 36294TD69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31643 | PA      | $32730.07      | 0.00%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670458                      | CUSIP: 36295GZX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108878 | PA      | $113060.25     | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603085                      | CUSIP: 36200J6W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116539 | PA      | $121608.99     | 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        |      32711 | PA      | $33127.50      | 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        |       3630 | PA      | $3706.35       | 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        |     946733 | PA      | $895878.17     | 0.01%             | 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        |     561717 | PA      | $535381.35     | 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        |      43631 | PA      | $44381.83      | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 551619                      | CUSIP: 36213DYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25251 | PA      | $25643.39      | 0.00%             | 2031-08-15      | 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        |     317734 | PA      | $327317.11     | 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        |      12383 | PA      | $12242.11      | 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        |       5228 | PA      | $5507.46       | 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        |    3875629 | PA      | $3562156.01    | 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        |    7550863 | PA      | $6924183.37    | 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        |     970020 | PA      | $995725.26     | 0.01%             | 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        |     221155 | PA      | $235289.46     | 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        |      87616 | PA      | $81843.09      | 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        |       8599 | PA      | $8893.97       | 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        |      34029 | PA      | $35084.66      | 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        |      19066 | PA      | $19467.08      | 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        |      17352 | PA      | $17332.48      | 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        |     206729 | PA      | $215756.26     | 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        |      77299 | PA      | $80636.04      | 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        |      39363 | PA      | $40712.06      | 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        |     171251 | PA      | $187111.23     | 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        |      45959 | PA      | $48059.02      | 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        |     162562 | PA      | $167603.78     | 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        |       1309 | PA      | $1321.56       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 356700                      | CUSIP: 36203RGH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          7 | PA      | $7.17          | 0.00%             | 2023-07-15      | 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      | $1456246.34    | 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        |        885 | PA      | $875.75        | 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        |       5119 | PA      | $5158.30       | 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        |       6208 | PA      | $6130.60       | 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        |      27374 | PA      | $27619.67      | 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        |      88678 | PA      | $92048.13      | 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        |      21311 | PA      | $21099.81      | 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        |      28553 | PA      | $29228.05      | 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        |      59531 | PA      | $60697.34      | 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        |       3736 | PA      | $3694.09       | 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        |      15083 | PA      | $15383.31      | 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        |      12502 | PA      | $12916.42      | 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        |       8275 | PA      | $7982.41       | 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        |     176946 | PA      | $182627.69     | 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        |       4871 | PA      | $5078.83       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 445586                      | CUSIP: 36207X6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7566 | PA      | $7543.52       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 681844                      | CUSIP: 36295VP52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46786 | PA      | $48334.68      | 0.00%             | 2038-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 799807                      | CUSIP: 36177U3R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174840 | PA      | $165146.84     | 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        |    1252493 | PA      | $1274636.48    | 0.01%             | 2044-07-01      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 481080                      | CUSIP: 36209TM55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14685 | PA      | $14816.71      | 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        |     126972 | PA      | $126643.10     | 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        |       4089 | PA      | $4130.44       | 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        |      75280 | PA      | $76826.52      | 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        |       6041 | PA      | $6177.41       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 354696                      | CUSIP: 36203N7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         76 | PA      | $76.80         | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                 | FNR 2001-68 PZ                 | CUSIP: 31392AZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     396001 | PA      | $409914.74     | 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        |      63961 | PA      | $64489.91      | 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        |     166363 | PA      | $176182.53     | 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        |       5785 | PA      | $5696.95       | 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        |      53556 | PA      | $54982.01      | 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        |     885451 | PA      | $899213.22     | 0.01%             | 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        |     730591 | PA      | $666991.60     | 0.00%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 572236                      | CUSIP: 36200TV54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22966 | PA      | $23359.31      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 648409                      | CUSIP: 36292GKW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     227837 | PA      | $233043.18     | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA4501                      | CUSIP: 36178CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     368387 | PA      | $356200.07     | 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        |      29442 | PA      | $29552.25      | 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        |      11587 | PA      | $11745.21      | 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        |    3627771 | PA      | $3369401.40    | 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        |        777 | PA      | $812.81        | 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        |       1638 | PA      | $1561.72       | 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        |     197265 | PA      | $200507.69     | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 378094                      | CUSIP: 36204R7F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1372 | PA      | $1367.31       | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 557580                      | CUSIP: 36213LM56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2370 | PA      | $2387.34       | 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        |      53926 | PA      | $55597.12      | 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        |      53445 | PA      | $49546.92      | 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        |    3073160 | PA      | $2986158.43    | 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        |       7229 | PA      | $7365.84       | 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        |      65367 | PA      | $69218.06      | 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        |       4017 | PA      | $3978.75       | 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        |      20420 | PA      | $20811.56      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 686951                      | CUSIP: 36296CEY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27892 | PA      | $28658.24      | 0.00%             | 2038-06-15      | 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        |        846 | PA      | $812.42        | 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        |      10109 | PA      | $9973.27       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 454102                      | CUSIP: 36208LNT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2178 | PA      | $2180.80       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB5745                      | CUSIP: 36178SL22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     700993 | PA      | $679232.01     | 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        |        828 | PA      | $832.95        | 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        |     485069 | PA      | $481635.22     | 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        |     203633 | PA      | $206377.77     | 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        |      22332 | PA      | $22397.75      | 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        |      78583 | PA      | $80874.34      | 0.00%             | 2034-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 345027                      | CUSIP: 36203CHC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        963 | PA      | $959.81        | 0.00%             | 2023-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB9318                      | CUSIP: 36178WK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88235 | PA      | $82175.89      | 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        |      86744 | PA      | $87329.92      | 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        |      75298 | PA      | $78239.03      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 620581                      | CUSIP: 36290XM64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25198 | PA      | $25840.96      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 581460                      | CUSIP: 36201E5V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11081 | PA      | $11094.12      | 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        |     135396 | PA      | $140648.91     | 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        |      78926 | PA      | $76540.27      | 0.00%             | 2044-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 390415                      | CUSIP: 36205GVG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        648 | PA      | $646.76        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 762741                      | CUSIP: 36176DEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222715 | PA      | $229869.10     | 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        |     136663 | PA      | $145091.37     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617710                      | CUSIP: 36290UGT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     449444 | PA      | $486679.81     | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 575128                      | CUSIP: 36200W4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8966 | PA      | $9069.03       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 780886                      | CUSIP: 36225A6X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        628 | PA      | $626.35        | 0.00%             | 2024-10-15      | 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        |        407 | PA      | $409.15        | 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        |      41886 | PA      | $44385.10      | 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        |      53473 | PA      | $55778.73      | 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        |      26058 | PA      | $25199.64      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 704740                      | CUSIP: 36296X4Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5468 | PA      | $5616.95       | 0.00%             | 2024-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 638588                      | CUSIP: 36291UND3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        978 | PA      | $956.45        | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 457849                      | CUSIP: 36208QTE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2926 | PA      | $2960.58       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 391692                      | CUSIP: 36205JC52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15062 | PA      | $15066.23      | 0.00%             | 2037-12-15      | 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        |     740410 | PA      | $740860.35     | 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        |      17999 | PA      | $17950.97      | 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        |      33583 | PA      | $33721.58      | 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        |      34153 | PA      | $34261.07      | 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        |      12001 | PA      | $12453.66      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 391991                      | CUSIP: 36205JNG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         79 | PA      | $78.68         | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 485703                      | CUSIP: 36209YRY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         12 | PA      | $11.94         | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 635389                      | CUSIP: 36291Q2W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2030 | PA      | $2171.31       | 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        |      12602 | PA      | $12708.70      | 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        |      13716 | PA      | $13875.28      | 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        |     615036 | PA      | $640396.72     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 469788                      | CUSIP: 36209E2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12286 | PA      | $12756.42      | 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        |     560312 | PA      | $576620.62     | 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        |      15107 | PA      | $15875.83      | 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        |     100193 | PA      | $99616.72      | 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        |      31843 | PA      | $32474.12      | 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        |    1523466 | PA      | $1587510.53    | 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        |      51317 | PA      | $54909.22      | 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        |       1295 | PA      | $1305.40       | 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        |      11527 | PA      | $11943.38      | 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        |      93372 | PA      | $98868.24      | 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        |      13131 | PA      | $13245.44      | 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        |      22144 | PA      | $22059.19      | 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        |     921552 | PA      | $946199.66     | 0.01%             | 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        |     140719 | PA      | $146823.82     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 591023                      | CUSIP: 36201RSL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2524 | PA      | $2584.80       | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB5118                      | CUSIP: 36178RVK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     198373 | PA      | $187633.12     | 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        |       5397 | PA      | $5503.90       | 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        |      86469 | PA      | $88474.71      | 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        |       2576 | PA      | $2676.12       | 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        |     366471 | PA      | $368683.72     | 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        |     170656 | PA      | $164990.32     | 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        |     307873 | PA      | $314605.60     | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 468082                      | CUSIP: 36209C6T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        480 | PA      | $484.63        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 547749                      | CUSIP: 36212YQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3416 | PA      | $3479.06       | 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        |      44128 | PA      | $47662.64      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 583087                      | CUSIP: 36201GXQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5592 | PA      | $5741.03       | 0.00%             | 2035-03-15      | 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        |     280759 | PA      | $286370.18     | 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        |       7514 | PA      | $7265.23       | 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        |     140241 | PA      | $144245.82     | 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        |      45630 | PA      | $44714.91      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 619366                      | CUSIP: 36290WCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2130 | PA      | $2147.76       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD7464                      | CUSIP: 36180KJH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30645 | PA      | $27966.26      | 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        |      13797 | PA      | $13771.46      | 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        |       2015 | PA      | $1948.38       | 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        |       1107 | PA      | $1159.90       | 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        |      25354 | PA      | $25252.14      | 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        |     314345 | PA      | $321214.62     | 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        |     611833 | PA      | $590334.10     | 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        |      43511 | PA      | $42008.27      | 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        |      11191 | PA      | $11300.70      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 671112                      | CUSIP: 36295HR93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182842 | PA      | $185340.00     | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 368304                      | CUSIP: 36204FDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        171 | PA      | $171.03        | 0.00%             | 2024-01-15      | 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        |     108783 | PA      | $108284.61     | 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        |     381034 | PA      | $396002.60     | 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        |       8515 | PA      | $8214.61       | 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        |      18424 | PA      | $19349.06      | 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        |      37124 | PA      | $39552.06      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 360221                      | CUSIP: 36203VD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1037 | PA      | $1034.71       | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 627294                      | CUSIP: 36291F3B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27299 | PA      | $28231.48      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 360233                      | CUSIP: 36203VEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1667 | PA      | $1662.09       | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 465991                      | CUSIP: 36209AUQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5530 | PA      | $5565.79       | 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        |        811 | PA      | $828.38        | 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        |      17247 | PA      | $17778.74      | 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        |       1656 | PA      | $1659.22       | 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        |      89391 | PA      | $88219.06      | 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        |       7419 | PA      | $7804.98       | 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        |      42050 | PA      | $45233.40      | 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        |      81560 | PA      | $81128.63      | 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        |    1473901 | PA      | $1354758.22    | 0.01%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490170                      | CUSIP: 36210EQX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        446 | PA      | $425.28        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 746868                      | CUSIP: 3620C2W59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63857 | PA      | $66165.57      | 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        |     142824 | PA      | $147713.11     | 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        |    2884428 | PA      | $2787083.90    | 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        |    2775838 | PA      | $2861010.84    | 0.02%             | 2043-09-01      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AH9012                      | CUSIP: 36182SAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19570 | PA      | $19507.40      | 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        |      14634 | PA      | $15252.68      | 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        |        111 | PA      | $107.75        | 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        |    2852044 | PA      | $2665189.12    | 0.02%             | 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        |      51641 | PA      | $53117.00      | 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        |      18961 | PA      | $19338.26      | 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        |      12710 | PA      | $12744.71      | 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        |        485 | PA      | $485.88        | 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        |      12993 | PA      | $13229.25      | 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        |        481 | PA      | $480.84        | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376423                      | CUSIP: 36204QD49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        391 | PA      | $390.00        | 0.00%             | 2024-01-15      | 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        |      38268 | PA      | $39755.15      | 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        |      31129 | PA      | $31303.05      | 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        |    4208944 | PA      | $4380274.68    | 0.03%             | 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        |     451584 | PA      | $467063.61     | 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        |      24343 | PA      | $24113.29      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 672337                      | CUSIP: 36295J4W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     472198 | PA      | $462512.33     | 0.00%             | 2037-10-15      | 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        |      30774 | PA      | $31753.56      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 705962                      | CUSIP: 36297AJF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68380 | PA      | $71745.43      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 649481                      | CUSIP: 36292HRA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136942 | PA      | $138856.52     | 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        |     327657 | PA      | $341505.80     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AL3862                      | CUSIP: 36184AJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1042267 | PA      | $966762.87     | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 564664                      | CUSIP: 36213UJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10071 | PA      | $10025.20      | 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        |      14358 | PA      | $14849.57      | 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        |     138942 | PA      | $134031.82     | 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        |      61445 | PA      | $61981.40      | 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        |       6630 | PA      | $6770.05       | 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        |     378099 | PA      | $378195.61     | 0.00%             | 2044-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QE0157                      | CUSIP: 3133B9E67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     173894 | PA      | $163180.16     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 755082                      | CUSIP: 36230PUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     348855 | PA      | $336524.43     | 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        |      44248 | PA      | $45613.54      | 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        |    3686210 | PA      | $3442378.08    | 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        |      45481 | PA      | $48463.11      | 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        |      90313 | PA      | $93858.38      | 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        |       8975 | PA      | $9143.40       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 351899                      | CUSIP: 36203K3G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        305 | PA      | $304.66        | 0.00%             | 2023-10-15      | 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        |    1325107 | PA      | $1254010.12    | 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        |      39459 | PA      | $40255.61      | 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        |      60396 | PA      | $59644.46      | 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        |      29602 | PA      | $30720.02      | 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        |      11231 | PA      | $11310.37      | 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        |       2330 | PA      | $2333.95       | 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        |      10699 | PA      | $11428.57      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 509343                      | CUSIP: 36211CZG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5131 | PA      | $5105.55       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781765                      | CUSIP: 36225B6A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91438 | PA      | $92826.93      | 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        |      45429 | PA      | $46966.28      | 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        |      13496 | PA      | $13593.85      | 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        |       6894 | PA      | $6827.90       | 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        |      17160 | PA      | $18022.96      | 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        |     543574 | PA      | $566485.89     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 353168                      | CUSIP: 36203MJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         65 | PA      | $65.12         | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 718117                      | CUSIP: 3620A3YN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     340961 | PA      | $343245.88     | 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        |    1434157 | PA      | $1317119.64    | 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        |      63932 | PA      | $65294.53      | 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        |     439995 | PA      | $449270.67     | 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        |     196923 | PA      | $203655.47     | 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        |     201798 | PA      | $190958.74     | 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        |      12453 | PA      | $13118.72      | 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        |     590990 | PA      | $618058.40     | 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        |       3321 | PA      | $3338.42       | 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        |       9841 | PA      | $10126.60      | 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        |    1311304 | PA      | $1240609.06    | 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        |      64242 | PA      | $63208.44      | 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        |      77118 | PA      | $78628.08      | 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        |    1230453 | PA      | $1226770.27    | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 592077                      | CUSIP: 36201SXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     234230 | PA      | $249559.78     | 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        |      65568 | PA      | $68226.49      | 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        |      53867 | PA      | $55814.49      | 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        |     550886 | PA      | $520342.70     | 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        |      72155 | PA      | $77205.19      | 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        |       6082 | PA      | $6334.87       | 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        |      23716 | PA      | $24494.48      | 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        |    1033542 | PA      | $1000904.87    | 0.01%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605800                      | CUSIP: 36200N7M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13559 | PA      | $13536.13      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 719232                      | CUSIP: 3620A5A90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2217887 | PA      | $2197263.85    | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 609735                      | CUSIP: 36202ULQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7197 | PA      | $7278.90       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 367105                      | CUSIP: 36204DYA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173450 | PA      | $169008.31     | 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        |     263272 | PA      | $272252.19     | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 620669                      | CUSIP: 36290XQW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1108 | PA      | $1105.83       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 502170                      | CUSIP: 36210T2B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2359 | PA      | $2376.96       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 757161                      | CUSIP: 36230R5W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42183 | PA      | $43391.96      | 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        |      11707 | PA      | $12294.87      | 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        |       6507 | PA      | $6666.86       | 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        |     105090 | PA      | $105797.93     | 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        |        528 | PA      | $507.93        | 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        |      47967 | PA      | $48473.18      | 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        |      10693 | PA      | $11027.22      | 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        |      94479 | PA      | $97207.43      | 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        |        775 | PA      | $813.83        | 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        |      18698 | PA      | $19515.03      | 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        |     548526 | PA      | $501146.83     | 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        |     224976 | PA      | $229581.02     | 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        |      14510 | PA      | $14447.58      | 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        |       6925 | PA      | $6815.59       | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 481116                      | CUSIP: 36209TN96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2475 | PA      | $2467.63       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 372003                      | CUSIP: 36204KGL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2054 | PA      | $2051.81       | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 796230                      | CUSIP: 36177Q4Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12350 | PA      | $12222.95      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 711924                      | CUSIP: 36297G4H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84185 | PA      | $86501.25      | 0.00%             | 2039-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 651791                      | CUSIP: 36292LC44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15066 | PA      | $15885.66      | 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        |      16579 | PA      | $17048.98      | 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        |     191521 | PA      | $197122.62     | 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        |      17228 | PA      | $17819.25      | 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        |       2419 | PA      | $2438.37       | 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        |      19824 | PA      | $20449.49      | 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        |      46202 | PA      | $47152.85      | 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        |      68952 | PA      | $68119.31      | 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        |      19162 | PA      | $19050.09      | 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        |     208916 | PA      | $208356.56     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 378579                      | CUSIP: 36204SQ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1358 | PA      | $1356.01       | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 552944                      | CUSIP: 36213FHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114166 | PA      | $122995.10     | 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        |       6067 | PA      | $6142.93       | 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        |      11453 | PA      | $11074.59      | 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        |       8761 | PA      | $8734.74       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 675211                      | CUSIP: 36295NDQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30768 | PA      | $30777.30      | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 619083                      | CUSIP: 36290VXL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9795 | PA      | $9849.37       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464455                      | CUSIP: 36208X5Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1772 | PA      | $1768.04       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 734610                      | CUSIP: 3620ANDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1678285 | PA      | $1726272.05    | 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        |       7006 | PA      | $7455.16       | 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        |    1816881 | PA      | $1968646.62    | 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        |       5919 | PA      | $5987.68       | 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        |    1263429 | PA      | $1288907.04    | 0.01%             | 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        |   30710577 | PA      | $28465600.05   | 0.17%             | 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        |       1516 | PA      | $1554.81       | 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        |       2789 | PA      | $2885.59       | 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        |  740868708 | PA      | $644822414.70  | 3.81%             | 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        |        716 | PA      | $732.03        | 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        |     185613 | PA      | $191369.47     | 0.00%             | 2034-09-15      | 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        |      79276 | PA      | $81994.18      | 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        |       8624 | PA      | $8703.13       | 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        |      27690 | PA      | $28498.74      | 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        |       5407 | PA      | $5421.43       | 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        |      27280 | PA      | $28096.65      | 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        |      54767 | PA      | $55973.94      | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670627                      | CUSIP: 36295HA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5361 | PA      | $5495.45       | 0.00%             | 2039-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482951                      | CUSIP: 36209VQC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3987 | PA      | $3916.69       | 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        |     120253 | PA      | $115820.85     | 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        |     207813 | PA      | $218511.96     | 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        |      40576 | PA      | $41272.94      | 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        |      14884 | PA      | $15680.68      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 780514                      | CUSIP: 36225ASB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        403 | PA      | $401.77        | 0.00%             | 2024-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 609589                      | CUSIP: 36202UF65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93453 | PA      | $93958.25      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617417                      | CUSIP: 36290T4A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36850 | PA      | $36863.60      | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 756314                      | CUSIP: 36230RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     573835 | PA      | $586589.13     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 594929                      | CUSIP: 36201V4N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11227 | PA      | $11268.85      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3663                      | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  104928080 | PA      | $101004556.57  | 0.60%             | 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        |      66299 | PA      | $69120.46      | 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        |     254735 | PA      | $232570.08     | 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        |       3362 | PA      | $3251.23       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 689782                      | CUSIP: 36296FJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35051 | PA      | $36003.12      | 0.00%             | 2038-08-15      | 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        |     156911 | PA      | $171473.37     | 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        |      98038 | PA      | $99947.75      | 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        |      17447 | PA      | $17697.29      | 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        |    1297381 | PA      | $1225473.20    | 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        |       4589 | PA      | $4638.48       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 481522                      | CUSIP: 36209T4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1281 | PA      | $1278.62       | 0.00%             | 2028-09-15      | 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        |      26581 | PA      | $27434.93      | 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        |     193819 | PA      | $190353.27     | 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        |      13486 | PA      | $13895.93      | 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        |       2380 | PA      | $2501.07       | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 699280                      | CUSIP: 36296R2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     232467 | PA      | $244023.87     | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 721746                      | CUSIP: 3620A7ZK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2897 | PA      | $2877.37       | 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        |    4019286 | PA      | $3660565.97    | 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        |       1140 | PA      | $1159.12       | 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        |      22872 | PA      | $23657.34      | 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        |       1177 | PA      | $1242.44       | 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        |      96549 | PA      | $100940.31     | 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        |      69799 | PA      | $69569.39      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 586821                      | CUSIP: 36201L4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20645 | PA      | $21353.31      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 629271                      | CUSIP: 36291JCG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1886 | PA      | $1939.18       | 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        |      83484 | PA      | $85614.54      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 658417                      | CUSIP: 36294SPA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47416 | PA      | $48478.19      | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 723038                      | CUSIP: 3620A9HP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14778 | PA      | $14600.80      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 467434                      | CUSIP: 36209CHK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17809 | PA      | $17903.66      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615549                      | CUSIP: 36290RZN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12726 | PA      | $13161.29      | 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        |       2522 | PA      | $2597.91       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 555412                      | CUSIP: 36213JAM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35676 | PA      | $36361.41      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482941                      | CUSIP: 36209VP24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38851 | PA      | $38169.90      | 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        |      15572 | PA      | $15503.27      | 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        |      17954 | PA      | $17346.20      | 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        |      72117 | PA      | $68796.35      | 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        |      59535 | PA      | $61573.30      | 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        |        765 | PA      | $769.46        | 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        |      28083 | PA      | $28804.26      | 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        |     880376 | PA      | $918738.56     | 0.01%             | 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        |    4077612 | PA      | $3770548.21    | 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        |        593 | PA      | $593.02        | 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        |      10703 | PA      | $10580.48      | 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        |        952 | PA      | $961.31        | 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        |       9091 | PA      | $9374.80       | 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        |     679395 | PA      | $677576.48     | 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        |     114690 | PA      | $125391.09     | 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        |     233288 | PA      | $225952.55     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474191                      | CUSIP: 36209KXU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1364 | PA      | $1362.19       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 493636                      | CUSIP: 36210JLR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2826 | PA      | $2963.27       | 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        |      19703 | PA      | $19812.19      | 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        |     997161 | PA      | $945781.17     | 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        |     790369 | PA      | $853740.68     | 0.01%             | 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        |      88420 | PA      | $90687.06      | 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        |      98052 | PA      | $94648.39      | 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        |       7102 | PA      | $7081.11       | 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        |     834237 | PA      | $862810.43     | 0.01%             | 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        |       6009 | PA      | $6074.43       | 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        |      83429 | PA      | $84177.12      | 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        |     231954 | PA      | $228407.63     | 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        |      35794 | PA      | $34680.99      | 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        |      41567 | PA      | $41940.90      | 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        |    4279421 | PA      | $4265723.48    | 0.03%             | 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        |      10062 | PA      | $10114.13      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 447976                      | CUSIP: 36208DT96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        452 | PA      | $450.28        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2019-20 BZ                 | CUSIP: 38381RAM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3187889 | PA      | $2823241.46    | 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        |      16842 | PA      | $16928.17      | 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        |      31669 | PA      | $33173.24      | 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        |     355061 | PA      | $327508.76     | 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        |     414556 | PA      | $418292.84     | 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        |     406080 | PA      | $418083.37     | 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        |      37957 | PA      | $39592.81      | 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        |    2847925 | PA      | $2850579.14    | 0.02%             | 2044-09-01      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 630180                      | CUSIP: 36291KCR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4272 | PA      | $4543.63       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 553347                      | CUSIP: 36213FWG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37932 | PA      | $38794.15      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 701496                      | CUSIP: 36296UKH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     227097 | PA      | $238385.30     | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464754                      | CUSIP: 36208YH77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7599 | PA      | $7651.70       | 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        |     103026 | PA      | $101164.79     | 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        |       3787 | PA      | $3739.67       | 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        |      24683 | PA      | $25174.32      | 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        |      13798 | PA      | $14002.59      | 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        |     751304 | PA      | $771543.12     | 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        |      60515 | PA      | $60519.67      | 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        |     583745 | PA      | $596233.72     | 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        |      93792 | PA      | $95616.63      | 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        |       3306 | PA      | $3377.05       | 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        |       2900 | PA      | $2900.99       | 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        |      11800 | PA      | $12141.58      | 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        |      30291 | PA      | $31814.04      | 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        |     169383 | PA      | $176771.35     | 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        |       1337 | PA      | $1338.66       | 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        |      64463 | PA      | $66327.90      | 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        |      41223 | PA      | $42686.45      | 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        |     462049 | PA      | $472000.07     | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust Series 2020-1 | SCRT 2020-1 MT                 | CUSIP: 35563PNN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   71261458 | PA      | $62296054.40   | 0.37%             | 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        |      10164 | PA      | $10181.14      | 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        |     132271 | PA      | $136402.34     | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 478068                      | CUSIP: 36209QCD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41061 | PA      | $40668.86      | 0.00%             | 2028-05-15      | 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        |       5685 | PA      | $5732.98       | 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        |    1105270 | PA      | $1129308.04    | 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        |      35054 | PA      | $34972.37      | 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        |      13156 | PA      | $13573.11      | 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        |       3674 | PA      | $3887.91       | 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        |      10901 | PA      | $11039.73      | 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        |        712 | PA      | $724.60        | 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        |       2119 | PA      | $2140.26       | 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        |     304601 | PA      | $315516.46     | 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        |      22146 | PA      | $22513.30      | 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        |      19006 | PA      | $19825.15      | 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        |     910455 | PA      | $836636.13     | 0.00%             | 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        |     600150 | PA      | $567829.05     | 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        |      46194 | PA      | $47056.78      | 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        |      30863 | PA      | $31677.06      | 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        |     517973 | PA      | $530319.06     | 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        |       3561 | PA      | $3553.86       | 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        |     167510 | PA      | $161624.79     | 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        |      94358 | PA      | $94066.97      | 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        |      17821 | PA      | $18392.02      | 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        |      82353 | PA      | $84992.46      | 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        |       6536 | PA      | $6516.60       | 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        |      18603 | PA      | $19247.29      | 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        |       9006 | PA      | $8920.09       | 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        |       4391 | PA      | $4428.13       | 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        |      10471 | PA      | $10919.17      | 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        |      55841 | PA      | $56601.46      | 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        |      76956 | PA      | $80030.60      | 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        |     171378 | PA      | $177559.28     | 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        |      27268 | PA      | $28201.89      | 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        |       4460 | PA      | $4335.08       | 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        |       2142 | PA      | $2319.07       | 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        |      86471 | PA      | $87239.48      | 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        |   81823832 | PA      | $70823182.26   | 0.42%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 428712                      | CUSIP: 36207DGV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5234 | PA      | $5227.94       | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 580307                      | CUSIP: 36201DU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     172854 | PA      | $180174.28     | 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        |      42879 | PA      | $43287.51      | 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        |     266799 | PA      | $275867.55     | 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        |      91539 | PA      | $93263.90      | 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        |      57279 | PA      | $55402.20      | 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        |      25180 | PA      | $25141.65      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 639087                      | CUSIP: 36291U6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42957 | PA      | $44381.39      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 628108                      | CUSIP: 36291GYD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     206663 | PA      | $207253.52     | 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        |     298512 | PA      | $310763.38     | 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        |     281492 | PA      | $280738.05     | 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        |      26330 | PA      | $27150.70      | 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        |      59116 | PA      | $57097.34      | 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        |       6256 | PA      | $6196.36       | 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        |       2137 | PA      | $2191.38       | 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        |      14883 | PA      | $14945.01      | 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        |      43589 | PA      | $45483.69      | 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        |      81080 | PA      | $83918.85      | 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        |     148328 | PA      | $139818.29     | 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        |      19661 | PA      | $20880.14      | 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        |      17057 | PA      | $16967.27      | 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        |      20617 | PA      | $21615.24      | 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        |      13564 | PA      | $13686.30      | 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        |      55403 | PA      | $57317.31      | 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        |      48446 | PA      | $48177.56      | 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        |      10047 | PA      | $10250.47      | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 454123                      | CUSIP: 36208LPG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        772 | PA      | $777.93        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491330                      | CUSIP: 36210FY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25912 | PA      | $26055.82      | 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        |      11425 | PA      | $11422.13      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 365887                      | CUSIP: 36204CNC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        217 | PA      | $216.09        | 0.00%             | 2023-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 724221                      | CUSIP: 3620AASJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     308399 | PA      | $317415.48     | 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        |     112887 | PA      | $111718.90     | 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        |      43860 | PA      | $43417.78      | 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        |      49962 | PA      | $51853.02      | 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        |    4108853 | PA      | $3888245.19    | 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        |    1570504 | PA      | $1552673.30    | 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        |      61373 | PA      | $61404.48      | 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        |       4889 | PA      | $4929.85       | 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        |       4545 | PA      | $4622.44       | 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        |       3968 | PA      | $4126.64       | 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        |       1143 | PA      | $1137.50       | 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        |       9470 | PA      | $9873.20       | 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        |     221114 | PA      | $213449.52     | 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        |      17171 | PA      | $17221.81      | 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        |     121390 | PA      | $123746.53     | 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        |        181 | PA      | $182.34        | 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        |       4483 | PA      | $4677.18       | 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        |     438637 | PA      | $421187.30     | 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        |      94460 | PA      | $101047.59     | 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        |       2624 | PA      | $2557.98       | 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        |     434185 | PA      | $433388.69     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 465306                      | CUSIP: 36208Y3P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15014 | PA      | $15133.08      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 683230                      | CUSIP: 36295XA70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5529 | PA      | $5763.66       | 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        |       6930 | PA      | $7369.00       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476982                      | CUSIP: 36209N2P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1253 | PA      | $1263.03       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 693171                      | CUSIP: 36296KCG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174072 | PA      | $188856.49     | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 600206                      | CUSIP: 36200FYB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11569 | PA      | $12271.23      | 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        |     113573 | PA      | $118508.32     | 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        |       5160 | PA      | $5237.72       | 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        |      41136 | PA      | $40831.06      | 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        |     184134 | PA      | $166956.82     | 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        |       6659 | PA      | $6651.33       | 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        |      23952 | PA      | $25625.81      | 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        |       7402 | PA      | $7553.41       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 445267                      | CUSIP: 36207XTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3766 | PA      | $3751.54       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783196                      | CUSIP: 36241LRR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2215926 | PA      | $2205937.58    | 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        |      50373 | PA      | $52100.17      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 387313                      | CUSIP: 36205DGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1848 | PA      | $1843.20       | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 481469                      | CUSIP: 36209T2A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        398 | PA      | $402.24        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 742979                      | CUSIP: 3620AXM47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79506 | PA      | $79292.88      | 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        |     255532 | PA      | $234725.98     | 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        |      28886 | PA      | $29671.75      | 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        |      53154 | PA      | $56643.40      | 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        |       1091 | PA      | $1068.86       | 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        |      15211 | PA      | $15277.24      | 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        |        444 | PA      | $451.52        | 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        |      35371 | PA      | $37262.98      | 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        |     231948 | PA      | $231838.01     | 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        |      30023 | PA      | $31046.83      | 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        |       1753 | PA      | $1769.91       | 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        |     103661 | PA      | $107531.81     | 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        |     212757 | PA      | $224701.27     | 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        |      11329 | PA      | $11982.69      | 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        |   71645932 | PA      | $66906725.37   | 0.40%             | 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        |      62711 | PA      | $62692.64      | 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        |       4138 | PA      | $4223.45       | 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        |    1305414 | PA      | $1233163.32    | 0.01%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491118                      | CUSIP: 36210FSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18357 | PA      | $18250.05      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 584026                      | CUSIP: 36201HYX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6269 | PA      | $6308.17       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB4012                      | CUSIP: 36178QN57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     642731 | PA      | $590469.94     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 494309                      | CUSIP: 36210KDN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        946 | PA      | $955.44        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 599523                      | CUSIP: 36200FAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     296791 | PA      | $300064.87     | 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        |     334705 | PA      | $323609.08     | 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        |     306380 | PA      | $308667.14     | 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        |     317562 | PA      | $331352.83     | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617570                      | CUSIP: 36290UCF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32337 | PA      | $32346.62      | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 675475                      | CUSIP: 36295NMY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247183 | PA      | $255648.65     | 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        |       9072 | PA      | $9185.21       | 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        |      58858 | PA      | $58778.39      | 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        |      22159 | PA      | $22845.47      | 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        |       6258 | PA      | $6275.22       | 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        |       3829 | PA      | $3933.26       | 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        |     312282 | PA      | $298900.75     | 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        |      12033 | PA      | $12139.11      | 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        |      11837 | PA      | $11723.91      | 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        |     203158 | PA      | $212707.30     | 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        |     771639 | PA      | $794837.86     | 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        |      47685 | PA      | $48681.36      | 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        |         83 | PA      | $82.64         | 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        |      14302 | PA      | $14473.36      | 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        |      20868 | PA      | $21055.58      | 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        |      21418 | PA      | $22328.16      | 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        |      55529 | PA      | $53718.61      | 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        |       6755 | PA      | $7228.02       | 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        |      91264 | PA      | $84237.60      | 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        |      11731 | PA      | $11932.88      | 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        |       5510 | PA      | $5145.49       | 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        |     118845 | PA      | $116320.59     | 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        |      16134 | PA      | $16935.05      | 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        |        119 | PA      | $118.99        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 478646                      | CUSIP: 36209QWF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7501 | PA      | $7565.22       | 0.00%             | 2029-03-15      | 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        |        561 | PA      | $559.07        | 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        |    1772406 | PA      | $1745426.25    | 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        |        484 | PA      | $506.74        | 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        |      20134 | PA      | $20620.04      | 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        |     107908 | PA      | $107920.85     | 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        |       1854 | PA      | $1786.63       | 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        |       2416 | PA      | $2445.65       | 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        |     155747 | PA      | $156832.01     | 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        |       3241 | PA      | $3257.23       | 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        |     109733 | PA      | $105880.90     | 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        |      64730 | PA      | $66596.71      | 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        |      10046 | PA      | $10472.27      | 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        |      12896 | PA      | $12668.44      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 622498                      | CUSIP: 36291ART8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         13 | PA      | $12.83         | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603764                      | CUSIP: 36200KWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168754 | PA      | $175919.99     | 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        |       3826 | PA      | $3935.60       | 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        |      14251 | PA      | $14074.08      | 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        |     851055 | PA      | $823344.96     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 382418                      | CUSIP: 36204WYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        852 | PA      | $827.20        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506712                      | CUSIP: 36210Y3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2471 | PA      | $2503.77       | 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        |      56460 | PA      | $57169.10      | 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        |        433 | PA      | $435.36        | 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        |      65368 | PA      | $70234.49      | 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        |       4500 | PA      | $4526.38       | 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        |       2701 | PA      | $2823.61       | 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        |      66716 | PA      | $69601.03      | 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        |     481284 | PA      | $473543.40     | 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        |      57639 | PA      | $55514.01      | 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        |      92727 | PA      | $92993.76      | 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        |       5409 | PA      | $5480.23       | 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        |     206333 | PA      | $206266.10     | 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        |     145422 | PA      | $148267.59     | 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        |     135169 | PA      | $137795.43     | 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        |      68291 | PA      | $71209.98      | 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        |     173238 | PA      | $167402.33     | 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        |       7366 | PA      | $7434.97       | 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        |       2410 | PA      | $2437.24       | 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        |      21512 | PA      | $21939.81      | 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        |       6987 | PA      | $7070.16       | 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        |      73146 | PA      | $75875.67      | 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        |       2832 | PA      | $2857.79       | 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        |     955793 | PA      | $932887.42     | 0.01%             | 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        |      75716 | PA      | $76450.51      | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 657107                      | CUSIP: 36294RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59584 | PA      | $58148.76      | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 608642                      | CUSIP: 36202TEP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17275 | PA      | $17467.27      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 388251                      | CUSIP: 36205EH41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1319 | PA      | $1314.49       | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 627443                      | CUSIP: 36291GBL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11514 | PA      | $11750.01      | 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        |     106517 | PA      | $107495.58     | 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        |    2197435 | PA      | $2006423.70    | 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        |       8099 | PA      | $8201.08       | 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        |     224501 | PA      | $224162.79     | 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        |      64892 | PA      | $66880.78      | 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        |     222199 | PA      | $221282.41     | 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        |      29859 | PA      | $32138.48      | 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        |       8225 | PA      | $8402.55       | 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        |      50579 | PA      | $51053.72      | 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        |      28458 | PA      | $29425.69      | 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        |      28208 | PA      | $24907.63      | 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        |     331519 | PA      | $275390.95     | 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        |      63161 | PA      | $65995.81      | 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        |       1827 | PA      | $1853.49       | 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        |       6815 | PA      | $7141.44       | 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        |       3361 | PA      | $3372.38       | 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        |      21572 | PA      | $21888.67      | 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        |      51629 | PA      | $55159.53      | 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        |     133641 | PA      | $136612.16     | 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        |      45280 | PA      | $45285.16      | 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        |      29832 | PA      | $30600.97      | 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        |      75326 | PA      | $75392.69      | 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        |      91512 | PA      | $95733.96      | 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        |       5863 | PA      | $5889.14       | 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        |       6068 | PA      | $6066.58       | 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        |       2043 | PA      | $1995.87       | 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        |      35299 | PA      | $36944.15      | 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        |       1330 | PA      | $1338.77       | 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        |      57196 | PA      | $59166.37      | 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        |     263685 | PA      | $280840.34     | 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        |      49031 | PA      | $48570.63      | 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        |    9183181 | PA      | $9074321.25    | 0.05%             | 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        |        635 | PA      | $659.48        | 0.00%             | 2033-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 382087                      | CUSIP: 36204WNC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        649 | PA      | $646.21        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 598444                      | CUSIP: 36200DZH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73761 | PA      | $75487.56      | 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        |       3014 | PA      | $3042.90       | 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        |      11043 | PA      | $10432.10      | 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        |     267723 | PA      | $245921.58     | 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        |      73706 | PA      | $74706.80      | 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        |       7182 | PA      | $7739.28       | 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        |      32469 | PA      | $32544.33      | 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        |      48170 | PA      | $50250.83      | 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        |       2476 | PA      | $2528.70       | 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        |      16601 | PA      | $16925.27      | 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        |      46365 | PA      | $47429.69      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 354687                      | CUSIP: 36203N6Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         49 | PA      | $49.16         | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 497120                      | CUSIP: 36210NG52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36722 | PA      | $37684.95      | 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        |       5492 | PA      | $5705.69       | 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        |      29864 | PA      | $30812.71      | 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        |      92262 | PA      | $85936.82      | 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        |     422377 | PA      | $426360.36     | 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        |       3842 | PA      | $4007.49       | 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        |      17419 | PA      | $17440.85      | 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        |       5316 | PA      | $5360.78       | 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        |      17644 | PA      | $17948.65      | 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        |     234183 | PA      | $226069.17     | 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        |        847 | PA      | $838.93        | 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        |      40463 | PA      | $39748.86      | 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        |      17674 | PA      | $18425.99      | 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        |       4799 | PA      | $4640.75       | 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        |      29280 | PA      | $29894.46      | 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        |     100407 | PA      | $94689.76      | 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        |       2440 | PA      | $2544.64       | 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        |        650 | PA      | $657.73        | 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        |      39256 | PA      | $39521.14      | 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        |      83691 | PA      | $76878.66      | 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        |      63340 | PA      | $67482.02      | 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        |      58463 | PA      | $59057.78      | 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        |     911028 | PA      | $854907.83     | 0.01%             | 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        |      11915 | PA      | $11704.87      | 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        |      15977 | PA      | $16699.82      | 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        |     314962 | PA      | $285231.88     | 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        |    9341605 | PA      | $9025309.90    | 0.05%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 733526                      | CUSIP: 3620AL4K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     300150 | PA      | $295348.97     | 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        |      15208 | PA      | $14728.31      | 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        |     358522 | PA      | $362007.04     | 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        |    2179587 | PA      | $2173752.29    | 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        |       7075 | PA      | $7325.55       | 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        |    2133529 | PA      | $2191057.12    | 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        |     140824 | PA      | $139184.86     | 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        |     238380 | PA      | $252351.45     | 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        |      46578 | PA      | $45079.72      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 724073                      | CUSIP: 3620AAMW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35646 | PA      | $36431.88      | 0.00%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB2881                      | CUSIP: 36178NFW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     231342 | PA      | $223808.79     | 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        |    1711782 | PA      | $1707198.59    | 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        |     595345 | PA      | $607277.81     | 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        |     347987 | PA      | $362883.42     | 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        |     109311 | PA      | $111853.74     | 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        |       2303 | PA      | $2336.18       | 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        |      55358 | PA      | $56206.14      | 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        |      11716 | PA      | $11922.23      | 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        |       2584 | PA      | $2701.22       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A86612                      | CUSIP: 312933KZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     307441 | PA      | $313243.89     | 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        |      56259 | PA      | $56001.94      | 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        |      48557 | PA      | $50019.19      | 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        |     111899 | PA      | $116490.50     | 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        |      16818 | PA      | $17152.67      | 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        |    7548515 | PA      | $7272638.75    | 0.04%             | 2057-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 489709                      | CUSIP: 36210EAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8265 | PA      | $8309.10       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 3723                        | CUSIP: 36202ED48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125536 | PA      | $130156.36     | 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        |     143223 | PA      | $143324.41     | 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        |     298367 | PA      | $288627.28     | 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        |      22523 | PA      | $23950.04      | 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        |      58139 | PA      | $58043.33      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7988                      | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   57844631 | PA      | $53094788.14   | 0.31%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q24103                      | CUSIP: 3132M4GL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17284 | PA      | $17119.01      | 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        |        341 | PA      | $353.07        | 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        |      32508 | PA      | $34025.99      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 657104                      | CUSIP: 36294RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51911 | PA      | $52895.15      | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 567880                      | CUSIP: 36213X2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53104 | PA      | $53210.20      | 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        |    1041318 | PA      | $1013632.91    | 0.01%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 588205                      | CUSIP: 36201NNW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98762 | PA      | $101336.93     | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 698493                      | CUSIP: 36296Q7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119757 | PA      | $120650.75     | 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        |       5791 | PA      | $5867.97       | 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        |       1693 | PA      | $1774.39       | 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        |     186949 | PA      | $192388.32     | 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        |     997066 | PA      | $939864.92     | 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        |     111960 | PA      | $116685.16     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 564084                      | CUSIP: 36213TUH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6950 | PA      | $7022.36       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 434082                      | CUSIP: 36207KFX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3242 | PA      | $3252.84       | 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        |      14834 | PA      | $14301.27      | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                 | FNR 2013-62 QZ                 | CUSIP: 3136AEME4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31893313 | PA      | $29167120.11   | 0.17%             | 2043-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 619613                      | CUSIP: 36290WK27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113166 | PA      | $117071.02     | 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        |   13492750 | PA      | $12147097.93   | 0.07%             | 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        |      34231 | PA      | $35382.20      | 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        |      63511 | PA      | $65201.92      | 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        |     442144 | PA      | $411843.45     | 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        |        131 | PA      | $132.90        | 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        |    1884956 | PA      | $1769494.00    | 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        |       5221 | PA      | $5421.48       | 0.00%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 600657                      | CUSIP: 36200GJA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36778 | PA      | $36789.19      | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 468714                      | CUSIP: 36209DVF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1234 | PA      | $1231.37       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD4177                      | CUSIP: 36180FUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26760 | PA      | $24594.01      | 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        |     510183 | PA      | $471548.44     | 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        |     230082 | PA      | $237965.90     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BW6269                      | CUSIP: 3140MX6F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9916953 | PA      | $9303545.36    | 0.05%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AN9209                      | CUSIP: 36187SGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     314644 | PA      | $313333.81     | 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        |      46922 | PA      | $48410.01      | 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        |       2718 | PA      | $2739.43       | 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        |       1124 | PA      | $1144.70       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 675016                      | CUSIP: 36295M3Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56260 | PA      | $55773.60      | 0.00%             | 2038-01-15      | 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        |       2635 | PA      | $2725.17       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 496497                      | CUSIP: 36210MRS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1072 | PA      | $1068.18       | 0.00%             | 2024-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 591792                      | CUSIP: 36201SNH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53437 | PA      | $52983.86      | 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        |       2718 | PA      | $2824.11       | 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        |     252496 | PA      | $260305.99     | 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        |      32714 | PA      | $32658.71      | 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        |     345632 | PA      | $360645.62     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 669039                      | CUSIP: 36295FHQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18233 | PA      | $18238.89      | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 502976                      | CUSIP: 36210UXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1282 | PA      | $1269.58       | 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        |       2864 | PA      | $2968.58       | 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        |     380533 | PA      | $402939.76     | 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        |       4265 | PA      | $4321.53       | 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        |      24511 | PA      | $26229.63      | 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        |       9083 | PA      | $9278.53       | 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        |       7477 | PA      | $7560.00       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA6745                      | CUSIP: 3133KNP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3762438 | PA      | $3565401.96    | 0.02%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 575907                      | CUSIP: 36200XYC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109177 | PA      | $107742.02     | 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        |      10613 | PA      | $10467.61      | 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        |      51126 | PA      | $54775.98      | 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        |       1601 | PA      | $1650.26       | 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        |       1851 | PA      | $1864.31       | 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        |     169710 | PA      | $174157.85     | 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        |   12762055 | PA      | $12078619.80   | 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        |    3890039 | PA      | $3756083.22    | 0.02%             | 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        |       3408 | PA      | $3294.94       | 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        |     905961 | PA      | $832305.41     | 0.00%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 647509                      | CUSIP: 36292FKW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40123 | PA      | $40902.38      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 740751                      | CUSIP: 3620AU5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4093 | PA      | $4080.25       | 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        |      64197 | PA      | $65359.24      | 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        |     139507 | PA      | $137814.34     | 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        |       2976 | PA      | $3046.00       | 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        |     282462 | PA      | $294807.79     | 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        |      23848 | PA      | $22636.31      | 0.00%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 433898                      | CUSIP: 36207J7K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        383 | PA      | $383.63        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 652234                      | CUSIP: 36292LSX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28863 | PA      | $29754.24      | 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        |   25917520 | PA      | $24366903.33   | 0.14%             | 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        |       1645 | PA      | $1692.03       | 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        |      10371 | PA      | $10560.95      | 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        |       3105 | PA      | $3140.97       | 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        |    2984481 | PA      | $2765368.26    | 0.02%             | 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        |      41674 | PA      | $42570.90      | 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        |     127498 | PA      | $123195.16     | 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        |        573 | PA      | $571.93        | 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        |      30148 | PA      | $30366.28      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 364876                      | CUSIP: 36204BJV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        294 | PA      | $298.19        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 582391                      | CUSIP: 36201F7C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4203 | PA      | $4303.60       | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 425307                      | CUSIP: 36206YNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8642 | PA      | $8281.89       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 458938                      | CUSIP: 36208RZB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18770 | PA      | $19884.57      | 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        |      17598 | PA      | $18207.28      | 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        |     188561 | PA      | $201733.65     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 727872                      | CUSIP: 3620AET59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     249219 | PA      | $258495.12     | 0.00%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 746384                      | CUSIP: 3620C2FZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     238480 | PA      | $239065.45     | 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        |      49161 | PA      | $50406.54      | 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        |      23550 | PA      | $24280.71      | 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        |      14335 | PA      | $15002.06      | 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        |      39545 | PA      | $40401.97      | 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        |       9305 | PA      | $9216.77       | 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        |     288286 | PA      | $299872.12     | 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        |       2901 | PA      | $2941.46       | 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        |      84234 | PA      | $86686.04      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 623562                      | CUSIP: 36291BWX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22965 | PA      | $22934.83      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 611566                      | CUSIP: 36202WMP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        826 | PA      | $858.36        | 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        |      37379 | PA      | $38075.96      | 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        |      73911 | PA      | $76720.49      | 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        |   15035380 | PA      | $14982728.65   | 0.09%             | 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        |      16343 | PA      | $16589.87      | 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        |      41000 | PA      | $42919.05      | 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        |      13796 | PA      | $14606.36      | 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        |     141208 | PA      | $146045.02     | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 662158                      | CUSIP: 36294WTP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96613 | PA      | $98630.27      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 632037                      | CUSIP: 36291MEJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19239 | PA      | $20164.55      | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 496183                      | CUSIP: 36210MFY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2422 | PA      | $2543.49       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 377974                      | CUSIP: 36204R2F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         22 | PA      | $21.50         | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 507499                      | CUSIP: 36211AX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1522 | PA      | $1540.40       | 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        |     810821 | PA      | $765198.36     | 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        |      45016 | PA      | $46547.59      | 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        |      41573 | PA      | $43480.39      | 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        |      14503 | PA      | $14819.78      | 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        |     286304 | PA      | $296127.79     | 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        |     184175 | PA      | $167196.43     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 626538                      | CUSIP: 36291FBF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14592 | PA      | $14882.18      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 592963                      | CUSIP: 36201TWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23738 | PA      | $25376.18      | 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        |      16324 | PA      | $16169.07      | 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        |      58706 | PA      | $60745.56      | 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        |       6320 | PA      | $6260.13       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 489987                      | CUSIP: 36210EJ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5290 | PA      | $5316.42       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 550677                      | CUSIP: 36213CXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135965 | PA      | $141759.68     | 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        |      11691 | PA      | $11459.14      | 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        |      13201 | PA      | $13278.09      | 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        |      86551 | PA      | $88333.68      | 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        |      26172 | PA      | $27794.99      | 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        |      89755 | PA      | $89080.18      | 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        |      13350 | PA      | $13456.51      | 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        |       3803 | PA      | $3809.64       | 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        |       7765 | PA      | $8012.60       | 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        |       7972 | PA      | $8114.18       | 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        |       3294 | PA      | $3435.16       | 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        |     101015 | PA      | $103133.02     | 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        |       5431 | PA      | $5526.34       | 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        |     795479 | PA      | $801419.71     | 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        |      11249 | PA      | $11454.49      | 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        |      23887 | PA      | $24619.97      | 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        |       1617 | PA      | $1672.36       | 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        |    3870430 | PA      | $3078104.60    | 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        |     522763 | PA      | $500732.71     | 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        |      73885 | PA      | $78213.88      | 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        |       9836 | PA      | $10180.20      | 0.00%             | 2038-12-15      | 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        |     875451 | PA      | $898440.34     | 0.01%             | 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        |      39104 | PA      | $41536.67      | 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        |     546552 | PA      | $540843.18     | 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        |      57912 | PA      | $59887.26      | 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        |       2111 | PA      | $2138.05       | 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        |       5609 | PA      | $5599.13       | 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        |       6886 | PA      | $6878.52       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670143                      | CUSIP: 36295GP48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     232343 | PA      | $238080.92     | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 608800                      | CUSIP: 36202TKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3247 | PA      | $3322.80       | 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        |       3860 | PA      | $3823.34       | 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        |      52827 | PA      | $52679.19      | 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        |       3947 | PA      | $3981.99       | 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        |      49154 | PA      | $49676.30      | 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        |    4468353 | PA      | $4304131.92    | 0.03%             | 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        |     753425 | PA      | $711687.89     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 446720                      | CUSIP: 36208CG50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1886 | PA      | $1852.47       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676970                      | CUSIP: 36295QCF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5710 | PA      | $5844.15       | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 364960                      | CUSIP: 36204BMH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        861 | PA      | $860.47        | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BU7945                      | CUSIP: 3140M9ZK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     997176 | PA      | $943338.20     | 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        |    1348323 | PA      | $1286016.86    | 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        |     186469 | PA      | $178473.43     | 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        |      13815 | PA      | $13360.46      | 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        |      34920 | PA      | $36086.08      | 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        |       2129 | PA      | $2182.08       | 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        |     126233 | PA      | $131807.56     | 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        |    1739621 | PA      | $1818928.32    | 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        |    1007558 | PA      | $925609.82     | 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        |      50441 | PA      | $51800.69      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 505654                      | CUSIP: 36210XWP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16190 | PA      | $16269.38      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 572189                      | CUSIP: 36200TUN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16881 | PA      | $17953.66      | 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        |       5670 | PA      | $5600.37       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 780411                      | CUSIP: 36225AN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $35.96         | 0.00%             | 2024-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 719440                      | CUSIP: 3620A5HR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11478 | PA      | $11744.75      | 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        |      10374 | PA      | $11166.52      | 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        |       4547 | PA      | $4634.99       | 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        |       1373 | PA      | $1359.97       | 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        |       3604 | PA      | $3625.89       | 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        |      67187 | PA      | $71520.58      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 602252                      | CUSIP: 36200JBV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45489 | PA      | $46899.48      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 593857                      | CUSIP: 36201UWS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32423 | PA      | $34152.40      | 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        |       5565 | PA      | $5487.12       | 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        |       6232 | PA      | $6176.25       | 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        |       7062 | PA      | $7601.72       | 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        |       6140 | PA      | $6710.27       | 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        |     235743 | PA      | $244230.39     | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 657116                      | CUSIP: 36294RAR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35074 | PA      | $36026.09      | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 656041                      | CUSIP: 36294PZE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1314 | PA      | $1305.73       | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 486692                      | CUSIP: 36210AUR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55725 | PA      | $57720.58      | 0.00%             | 2028-11-15      | 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        |     486824 | PA      | $485360.96     | 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        |      64271 | PA      | $66403.68      | 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        |       5294 | PA      | $5419.68       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3803                      | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19578287 | PA      | $18846094.12   | 0.11%             | 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        |     112752 | PA      | $116614.99     | 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        |     114842 | PA      | $117766.42     | 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        |      11031 | PA      | $11458.43      | 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        |      64407 | PA      | $65807.55      | 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        |       3453 | PA      | $3492.88       | 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        |    2849811 | PA      | $2684867.99    | 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        |     532837 | PA      | $555375.45     | 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        |     110683 | PA      | $116435.58     | 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        |       6777 | PA      | $7116.33       | 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        |      12716 | PA      | $12786.75      | 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        |      58203 | PA      | $60785.85      | 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        |     113457 | PA      | $117462.61     | 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        |     735601 | PA      | $675645.04     | 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        |  228792759 | PA      | $213803996.38  | 1.26%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8042                      | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  800021087 | PA      | $712948951.82  | 4.21%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AK7369                      | CUSIP: 36183RFJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     322736 | PA      | $317257.26     | 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        |      30496 | PA      | $30786.90      | 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        |      24310 | PA      | $24810.78      | 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        |    4555533 | PA      | $4394569.13    | 0.03%             | 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        |     410419 | PA      | $395995.74     | 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        |      37883 | PA      | $40679.42      | 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        |      72677 | PA      | $74642.11      | 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        |        723 | PA      | $699.30        | 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        |     511832 | PA      | $478301.50     | 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        |      13784 | PA      | $14103.01      | 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        |      60321 | PA      | $61758.08      | 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        |     797800 | PA      | $754962.17     | 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        |     388842 | PA      | $353128.01     | 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        |     178665 | PA      | $167143.37     | 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        |      88256 | PA      | $93799.39      | 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        |     352338 | PA      | $364406.08     | 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        |      31854 | PA      | $31214.25      | 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        |     857653 | PA      | $811636.25     | 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        |       2048 | PA      | $2140.42       | 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        |      48278 | PA      | $51042.10      | 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        |     191493 | PA      | $196650.16     | 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        |    1978045 | PA      | $1824453.63    | 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        |     128845 | PA      | $132925.02     | 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        |       5978 | PA      | $6182.93       | 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        |      86227 | PA      | $83177.65      | 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        |       3331 | PA      | $3330.47       | 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        |     184894 | PA      | $190757.18     | 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        |      26430 | PA      | $25858.85      | 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        |       9262 | PA      | $9911.74       | 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        |       8322 | PA      | $7812.56       | 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        |     128685 | PA      | $136276.99     | 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        |     243676 | PA      | $235759.73     | 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        |      31594 | PA      | $31618.62      | 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        |       6775 | PA      | $6769.06       | 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        |       5839 | PA      | $6179.54       | 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        |     420057 | PA      | $406347.42     | 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        |      90857 | PA      | $94779.01      | 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        |     212103 | PA      | $231270.45     | 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        |      16813 | PA      | $17052.99      | 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        |      27868 | PA      | $28850.86      | 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        |       6936 | PA      | $6707.14       | 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        |     490586 | PA      | $475340.24     | 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        |      14348 | PA      | $14224.91      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 508481                      | CUSIP: 36211B2N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4080 | PA      | $4086.33       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 483839                      | CUSIP: 36209WPY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12298 | PA      | $12302.16      | 0.00%             | 2028-11-15      | 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        |      20595 | PA      | $21023.48      | 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        |      13368 | PA      | $14022.68      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 371711                      | CUSIP: 36204J3U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        947 | PA      | $960.30        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 600422                      | CUSIP: 36200GAX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21073 | PA      | $21814.41      | 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        |      38488 | PA      | $37233.24      | 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        |   10692143 | PA      | $9354635.68    | 0.06%             | 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        |     213871 | PA      | $203926.77     | 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        |       5385 | PA      | $5311.86       | 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        |      23373 | PA      | $24097.78      | 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        |       2226 | PA      | $2282.63       | 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        |      10597 | PA      | $10603.81      | 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        |     284491 | PA      | $309986.74     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474084                      | CUSIP: 36209KUH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3767 | PA      | $3798.94       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 382219                      | CUSIP: 36204WSG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14179 | PA      | $14618.21      | 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        |     245711 | PA      | $254134.16     | 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        |       9983 | PA      | $10247.78      | 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        |      69474 | PA      | $71798.93      | 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        |      35082 | PA      | $35778.50      | 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        |      31612 | PA      | $32155.56      | 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        |       3355 | PA      | $3459.43       | 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        |        882 | PA      | $888.36        | 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        |      21957 | PA      | $22428.99      | 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        |      69891 | PA      | $72974.57      | 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        |      34003 | PA      | $34946.72      | 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        |       7538 | PA      | $7499.55       | 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        |    2623097 | PA      | $2611906.56    | 0.02%             | 2041-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 480024                      | CUSIP: 36209SG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48615 | PA      | $48826.11      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738221                      | CUSIP: 3620ASD22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2778979 | PA      | $2840726.86    | 0.02%             | 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        |     133987 | PA      | $129377.21     | 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        |     428988 | PA      | $439538.39     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 467089                      | CUSIP: 36209B2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        215 | PA      | $215.97        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 483536                      | CUSIP: 36209WEH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4978 | PA      | $5043.39       | 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        |     570559 | PA      | $632749.15     | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 600370                      | CUSIP: 36200F6F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14211 | PA      | $14873.01      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 696542                      | CUSIP: 36296NZF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     278083 | PA      | $285011.27     | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 661528                      | CUSIP: 36294V4M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162703 | PA      | $169888.80     | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 432899                      | CUSIP: 36207H3G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1117 | PA      | $1079.19       | 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        |     173572 | PA      | $163957.87     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8345                      | CUSIP: 36179XHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   55850135 | PA      | $52811954.47   | 0.31%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491760                      | CUSIP: 36210GJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1249 | PA      | $1295.60       | 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        |      26024 | PA      | $26705.88      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 556564                      | CUSIP: 36213KJH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        690 | PA      | $703.61        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 430591                      | CUSIP: 36207FKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8397 | PA      | $8462.91       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 496564                      | CUSIP: 36210MTV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5392 | PA      | $5385.77       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 705908                      | CUSIP: 36297AGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2647746 | PA      | $2640657.55    | 0.02%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 664329                      | CUSIP: 36295AA62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32062 | PA      | $32818.80      | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 600146                      | CUSIP: 36200FWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9950 | PA      | $10257.77      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 481197                      | CUSIP: 36209TRS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1373 | PA      | $1375.64       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 593224                      | CUSIP: 36201UAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34342 | PA      | $35224.37      | 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        |      76483 | PA      | $76711.20      | 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        |    1037022 | PA      | $980881.50     | 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        |    1625557 | PA      | $1619862.78    | 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        |      20629 | PA      | $20730.68      | 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        |       9434 | PA      | $9511.98       | 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        |     117346 | PA      | $120632.21     | 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        |     964700 | PA      | $913535.25     | 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        |      48677 | PA      | $51545.52      | 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        |     132192 | PA      | $127664.41     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473103                      | CUSIP: 36209JRY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8777 | PA      | $8864.14       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 535873                      | CUSIP: 36212KJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11583 | PA      | $11791.74      | 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        |       4760 | PA      | $4924.13       | 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        |     253111 | PA      | $271224.83     | 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        |      35266 | PA      | $35269.68      | 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        |        124 | PA      | $120.64        | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 385622                      | CUSIP: 36205BLB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        520 | PA      | $518.78        | 0.00%             | 2024-05-15      | 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        |      30133 | PA      | $32189.63      | 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        |     172861 | PA      | $176502.83     | 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        |    9378917 | PA      | $7984198.84    | 0.05%             | 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        |      19326 | PA      | $19669.26      | 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        |     138937 | PA      | $137271.01     | 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        |     119071 | PA      | $122258.40     | 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        |      58446 | PA      | $60468.04      | 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        |       6515 | PA      | $6453.20       | 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        |     137631 | PA      | $137002.73     | 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        |       9966 | PA      | $10091.04      | 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        |      12386 | PA      | $13048.15      | 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        |       6950 | PA      | $7450.45       | 0.00%             | 2039-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2017-139 GA                | CUSIP: 38380HEJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   50729464 | PA      | $48027871.15   | 0.28%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 723428                      | CUSIP: 3620A9VV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33802 | PA      | $34713.36      | 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        |      18600 | PA      | $18883.12      | 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        |      91253 | PA      | $94408.46      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                  | SOCGEN TRIPARTY TSY            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | RA               | CORP              | US        |    3500000 | PA      | $3500000.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506594                      | CUSIP: 36210YXX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6238 | PA      | $6216.62       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 646822                      | CUSIP: 36292ESK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51445 | PA      | $52118.44      | 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        |       8327 | PA      | $8385.11       | 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        |       7877 | PA      | $8204.95       | 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        |      15582 | PA      | $15910.97      | 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        |       1969 | PA      | $2026.38       | 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        |     619780 | PA      | $618120.70     | 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        |      84241 | PA      | $86705.41      | 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        |       1447 | PA      | $1433.24       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 371256                      | CUSIP: 36204JMD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        323 | PA      | $322.50        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 748614                      | CUSIP: 3620C4VF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116229 | PA      | $115516.94     | 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        |      37244 | PA      | $38018.31      | 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        |       8194 | PA      | $8077.54       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490770                      | CUSIP: 36210FFK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29134 | PA      | $30418.79      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 649478                      | CUSIP: 36292HQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98620 | PA      | $101978.65     | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8566                      | CUSIP: 36179XQT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  160523382 | PA      | $151999253.32  | 0.90%             | 2053-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 468259                      | CUSIP: 36209DE83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7804 | PA      | $7853.37       | 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        |       4679 | PA      | $4823.95       | 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        |  337344528 | PA      | $292005828.23  | 1.72%             | 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        |      72120 | PA      | $73643.90      | 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        |       4419 | PA      | $4467.09       | 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        |       7236 | PA      | $7108.72       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 580266                      | CUSIP: 36201DTX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32269 | PA      | $33522.96      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 666405                      | CUSIP: 36295CKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     363310 | PA      | $343193.37     | 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        |       1003 | PA      | $1034.79       | 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        |       8886 | PA      | $8962.30       | 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        |      47039 | PA      | $50610.61      | 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        |      44378 | PA      | $46521.86      | 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        |      95531 | PA      | $91094.83      | 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        |      71395 | PA      | $76063.70      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 486720                      | CUSIP: 36210AVM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22902 | PA      | $24047.79      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 631301                      | CUSIP: 36291LKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151302 | PA      | $158048.46     | 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        |      21760 | PA      | $22186.70      | 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        |       2975 | PA      | $3036.19       | 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        |      53340 | PA      | $54110.64      | 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        |      10140 | PA      | $10225.19      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 633035                      | CUSIP: 36291NHL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101503 | PA      | $104332.18     | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 368649                      | CUSIP: 36204FQA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        108 | PA      | $107.58        | 0.00%             | 2024-04-15      | 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        |      48573 | PA      | $50240.29      | 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        |     149303 | PA      | $155015.60     | 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        |      54740 | PA      | $55895.78      | 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        |      10608 | PA      | $10806.34      | 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        |     415482 | PA      | $388637.28     | 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        |        294 | PA      | $295.00        | 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        |      45242 | PA      | $44158.57      | 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        |      10047 | PA      | $10117.62      | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 671499                      | CUSIP: 36295H7L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50191 | PA      | $50205.67      | 0.00%             | 2037-08-15      | 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        |      23690 | PA      | $23742.89      | 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        |       9699 | PA      | $10118.56      | 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        |       1531 | PA      | $1531.11       | 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        |      13273 | PA      | $13374.46      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 680613                      | CUSIP: 36295UDS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36381 | PA      | $37226.57      | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 469991                      | CUSIP: 36209FC49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        202 | PA      | $203.00        | 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        |    1063975 | PA      | $1086862.86    | 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        |       4319 | PA      | $4621.65       | 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        |      41319 | PA      | $41472.27      | 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        |      13150 | PA      | $13115.05      | 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        |      22768 | PA      | $24361.29      | 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        |      25387 | PA      | $24023.91      | 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        |      60402 | PA      | $61579.51      | 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        |      59147 | PA      | $62696.60      | 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        |     113514 | PA      | $107294.48     | 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        |       5085 | PA      | $4838.97       | 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        |      62995 | PA      | $62977.26      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 740992                      | CUSIP: 3620AVF98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     434372 | PA      | $449646.78     | 0.00%             | 2025-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 752130                      | CUSIP: 36230LLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     809334 | PA      | $734877.08     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 385436                      | CUSIP: 36205BEH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         44 | PA      | $44.38         | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 581433                      | CUSIP: 36201E4S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34718 | PA      | $35608.56      | 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        |      39352 | PA      | $38382.62      | 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        |     371402 | PA      | $359096.88     | 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        |      21016 | PA      | $21169.20      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 431758                      | CUSIP: 36207GTP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        137 | PA      | $136.66        | 0.00%             | 2026-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 769968                      | CUSIP: 36176MFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     211434 | PA      | $210886.83     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 687930                      | CUSIP: 36296DHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168111 | PA      | $176990.66     | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 608288                      | CUSIP: 36202SXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14666 | PA      | $15526.03      | 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        |      14382 | PA      | $14430.13      | 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        |      22729 | PA      | $23067.80      | 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        |        295 | PA      | $306.08        | 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        |      88589 | PA      | $89384.18      | 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        |     160243 | PA      | $165794.71     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 697030                      | CUSIP: 36296PLK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60744 | PA      | $63764.57      | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 649426                      | CUSIP: 36292HPK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1714 | PA      | $1712.17       | 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        |       5975 | PA      | $6180.00       | 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        |         48 | PA      | $47.92         | 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        |       8961 | PA      | $8872.61       | 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        |       2966 | PA      | $3066.19       | 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        |     151430 | PA      | $146486.78     | 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        |     230387 | PA      | $230917.93     | 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        |      50442 | PA      | $48380.97      | 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        |      36852 | PA      | $37031.76      | 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        |     104821 | PA      | $108188.44     | 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        |      66105 | PA      | $68104.24      | 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        |     121289 | PA      | $127775.06     | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 358082                      | CUSIP: 36203SXK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         22 | PA      | $22.53         | 0.00%             | 2023-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 706850                      | CUSIP: 36297BH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38505 | PA      | $39506.45      | 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        |     213592 | PA      | $210442.80     | 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        |      52615 | PA      | $52274.68      | 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        |      14803 | PA      | $14990.80      | 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        |    2675568 | PA      | $2426656.29    | 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        |       6828 | PA      | $7116.51       | 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        |      24304 | PA      | $25737.92      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 637065                      | CUSIP: 36291SW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32623 | PA      | $33261.59      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 606493                      | CUSIP: 36201XXW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10004 | PA      | $10321.99      | 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        |      90568 | PA      | $89797.52      | 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        |      15662 | PA      | $15944.94      | 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        |       6209 | PA      | $6431.49       | 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        |      83374 | PA      | $86230.64      | 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        |     395675 | PA      | $374345.92     | 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        |      15516 | PA      | $15659.49      | 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        |      36609 | PA      | $37602.91      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 463890                      | CUSIP: 36208XKB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5659 | PA      | $5706.98       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 655697                      | CUSIP: 36294PNN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154539 | PA      | $159137.68     | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AC2421                      | CUSIP: 36179BVN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7642 | PA      | $6823.41       | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 375442                      | CUSIP: 36204PBK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        711 | PA      | $708.07        | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 614589                      | CUSIP: 36290QXS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143768 | PA      | $146775.97     | 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        |     305425 | PA      | $318396.64     | 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        |     784671 | PA      | $742244.48     | 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        |      25208 | PA      | $25709.15      | 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        |       4010 | PA      | $4031.53       | 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        |      68055 | PA      | $67237.31      | 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        |       4676 | PA      | $4679.74       | 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        |     245349 | PA      | $232785.19     | 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        |     195735 | PA      | $192409.01     | 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        |    1085721 | PA      | $1114747.44    | 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        |     328034 | PA      | $314553.72     | 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        |      66337 | PA      | $68257.11      | 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        |       4568 | PA      | $4556.56       | 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        |      22065 | PA      | $22520.52      | 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        |      23888 | PA      | $24124.12      | 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        |      18847 | PA      | $19872.42      | 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        |     278548 | PA      | $286019.55     | 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        |      93227 | PA      | $95196.36      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 680094                      | CUSIP: 36295TRP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17669 | PA      | $17674.71      | 0.00%             | 2038-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD0175                      | CUSIP: 36180BFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86541 | PA      | $83766.14      | 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        |      30169 | PA      | $29708.70      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 663317                      | CUSIP: 36294X4A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35781 | PA      | $35792.87      | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470299                      | CUSIP: 36209FNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4654 | PA      | $4698.63       | 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        |     231074 | PA      | $214714.09     | 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        |       7686 | PA      | $7062.24       | 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        |      68689 | PA      | $71171.83      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 661084                      | CUSIP: 36294VM98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18251 | PA      | $18578.29      | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 443272                      | CUSIP: 36207VMV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10276 | PA      | $9936.87       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 671102                      | CUSIP: 36295HRX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7434 | PA      | $7499.69       | 0.00%             | 2037-07-15      | 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        |      22666 | PA      | $23005.55      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 484272                      | CUSIP: 36209W6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18925 | PA      | $18847.86      | 0.00%             | 2028-09-15      | 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        |     165760 | PA      | $167768.47     | 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        |       7958 | PA      | $7902.04       | 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        |    1479584 | PA      | $1528425.56    | 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        |      27574 | PA      | $28114.55      | 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        |     247431 | PA      | $264168.04     | 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        |     261979 | PA      | $270098.18     | 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        |      41489 | PA      | $41448.67      | 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        |       1133 | PA      | $1132.89       | 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        |     519691 | PA      | $535271.08     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 407838                      | CUSIP: 36206DBF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        482 | PA      | $482.47        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AC2375                      | CUSIP: 36179BT87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     399685 | PA      | $368914.84     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 374660                      | CUSIP: 36204NE94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         47 | PA      | $47.19         | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 633180                      | CUSIP: 36291NM57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54772 | PA      | $54741.97      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 722755                      | CUSIP: 3620A85Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54237 | PA      | $52924.07      | 0.00%             | 2039-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 529423                      | CUSIP: 36212CD40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24424 | PA      | $24897.21      | 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        |       3533 | PA      | $3615.38       | 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        |        921 | PA      | $933.09        | 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        |     416879 | PA      | $431298.05     | 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        |      49009 | PA      | $52218.37      | 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        |       3791 | PA      | $3775.04       | 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        |      49346 | PA      | $51096.33      | 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        |     194002 | PA      | $193646.03     | 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        |      70314 | PA      | $70302.01      | 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        |      99837 | PA      | $104672.83     | 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        |       3432 | PA      | $3551.16       | 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        |     368718 | PA      | $368619.86     | 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        |      73607 | PA      | $77107.30      | 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        |       1464 | PA      | $1472.73       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 583675                      | CUSIP: 36201HMY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        738 | PA      | $731.77        | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 609002                      | CUSIP: 36202TRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84964 | PA      | $87514.42      | 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        |      10584 | PA      | $11239.21      | 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        |     199930 | PA      | $206734.74     | 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        |      20823 | PA      | $21022.37      | 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        |       6649 | PA      | $6937.12       | 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        |      19609 | PA      | $20317.71      | 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        |      16348 | PA      | $16358.75      | 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        |       8652 | PA      | $8703.91       | 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        |     339686 | PA      | $328963.89     | 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        |      36420 | PA      | $35134.95      | 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        |      64381 | PA      | $66590.58      | 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        |  142151440 | PA      | $130503195.61  | 0.77%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 650480                      | CUSIP: 36292JUD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8836 | PA      | $8958.10       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 606838                      | CUSIP: 36201YEK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3305 | PA      | $3389.16       | 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        |       4093 | PA      | $4378.25       | 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        |     351108 | PA      | $366830.62     | 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        |     227838 | PA      | $232652.08     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 662444                      | CUSIP: 36294W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76954 | PA      | $83801.60      | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 643817                      | CUSIP: 36292BG26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     144096 | PA      | $144782.02     | 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        |       5828 | PA      | $5953.21       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376430                      | CUSIP: 36204QEB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        414 | PA      | $397.27        | 0.00%             | 2024-03-15      | 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        |     658178 | PA      | $656415.83     | 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        |     116683 | PA      | $116581.40     | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 687025                      | CUSIP: 36296CHA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47437 | PA      | $48500.19      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 569009                      | CUSIP: 36200QDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14034 | PA      | $15018.18      | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7533                      | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1330488 | PA      | $1151540.56    | 0.01%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AO0289                      | CUSIP: 3617A0KA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     450927 | PA      | $417808.73     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 594084                      | CUSIP: 36201U6V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115560 | PA      | $117995.20     | 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        |       4621 | PA      | $4720.78       | 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        |       2529 | PA      | $2525.83       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482735                      | CUSIP: 36209VHL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3021 | PA      | $3030.78       | 0.00%             | 2028-09-15      | 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        |     134901 | PA      | $142805.68     | 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        |       2661 | PA      | $2734.49       | 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        |      42761 | PA      | $42588.51      | 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        |     405115 | PA      | $416714.88     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 714194                      | CUSIP: 36297KNK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26676 | PA      | $26029.83      | 0.00%             | 2039-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 593428                      | CUSIP: 36201UHD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4148 | PA      | $4308.68       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 678058                      | CUSIP: 36295RJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6935 | PA      | $7217.88       | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 691707                      | CUSIP: 36296HNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     858247 | PA      | $855949.44     | 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        |      12105 | PA      | $12132.30      | 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        |      37867 | PA      | $40793.52      | 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        |      38575 | PA      | $39887.90      | 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        |     295363 | PA      | $290346.17     | 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        |       5100 | PA      | $4824.23       | 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        |     249320 | PA      | $240978.15     | 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        |      66506 | PA      | $70875.02      | 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        |      86773 | PA      | $86765.46      | 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        |      19589 | PA      | $20339.70      | 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        |       9752 | PA      | $9943.26       | 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        |     131755 | PA      | $136268.98     | 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        |      58760 | PA      | $58296.45      | 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        |        780 | PA      | $833.73        | 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        |        387 | PA      | $391.34        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 372067                      | CUSIP: 36204KJL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1679 | PA      | $1675.62       | 0.00%             | 2024-03-15      | 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        |      25318 | PA      | $25306.65      | 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        |      13234 | PA      | $13642.88      | 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        |      10680 | PA      | $10739.03      | 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        |     155592 | PA      | $153218.15     | 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        |       1433 | PA      | $1450.27       | 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        |      29887 | PA      | $28943.03      | 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        |      76606 | PA      | $75872.88      | 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        |     508399 | PA      | $491818.29     | 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        |       7103 | PA      | $7138.39       | 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        |      21692 | PA      | $22116.34      | 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        |       2256 | PA      | $2312.05       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 371922                      | CUSIP: 36204KD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        193 | PA      | $192.20        | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670088                      | CUSIP: 36295GND0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33004 | PA      | $34306.01      | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 614417                      | CUSIP: 36290QSE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44139 | PA      | $45652.04      | 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        |     207414 | PA      | $214523.92     | 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        |     420235 | PA      | $418889.03     | 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        |       6382 | PA      | $6572.74       | 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        |       1131 | PA      | $1093.74       | 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        |       1920 | PA      | $1931.79       | 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        |      53242 | PA      | $54473.29      | 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        |    2168077 | PA      | $2099256.72    | 0.01%             | 2044-10-01      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781661                      | CUSIP: 36225BZ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3053 | PA      | $3170.97       | 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        |      17545 | PA      | $17752.38      | 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        |      96086 | PA      | $99370.68      | 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        |      16997 | PA      | $16849.48      | 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        |     170882 | PA      | $174471.72     | 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        |      51588 | PA      | $51264.28      | 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        |       3178 | PA      | $3150.61       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 433624                      | CUSIP: 36207JVR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2253 | PA      | $2269.94       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506513                      | CUSIP: 36210YVE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4631 | PA      | $4689.50       | 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        |     237046 | PA      | $255396.23     | 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        |        651 | PA      | $664.53        | 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        |    3190790 | PA      | $2992688.32    | 0.02%             | 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        |      10497 | PA      | $10376.39      | 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        |       4817 | PA      | $5048.11       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 361367                      | CUSIP: 36203WMQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         95 | PA      | $94.91         | 0.00%             | 2023-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN BD5898                      | CUSIP: 3617BMRT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1621421 | PA      | $1553811.65    | 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        |       2289 | PA      | $2311.03       | 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        |      51675 | PA      | $51848.65      | 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        |      89232 | PA      | $92287.24      | 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        |      80161 | PA      | $82860.95      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 425361                      | CUSIP: 36206YQN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10584 | PA      | $10563.51      | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 754138                      | CUSIP: 36230NS30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     144582 | PA      | $148476.29     | 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        |     266915 | PA      | $268711.73     | 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        |       3339 | PA      | $3483.17       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670882                      | CUSIP: 36295HJ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17456 | PA      | $17410.48      | 0.00%             | 2037-08-15      | 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        |    1779121 | PA      | $1634584.84    | 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        |       5245 | PA      | $5240.25       | 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        |       2745 | PA      | $2777.41       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 496526                      | CUSIP: 36210MSP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4132 | PA      | $4112.24       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 409188                      | CUSIP: 36206ERH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8724 | PA      | $8730.91       | 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        |     380713 | PA      | $373502.96     | 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        |      13381 | PA      | $13797.85      | 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        |      57952 | PA      | $58414.95      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506635                      | CUSIP: 36210YY82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        483 | PA      | $486.44        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 733312                      | CUSIP: 3620ALVD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10710 | PA      | $10454.97      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 681922                      | CUSIP: 36295VSK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34183 | PA      | $35882.05      | 0.00%             | 2038-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 602073                      | CUSIP: 36200H2E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31429 | PA      | $32356.98      | 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        |     602543 | PA      | $598421.28     | 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        |        883 | PA      | $902.85        | 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        |      13085 | PA      | $13751.50      | 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        |    1208466 | PA      | $1260974.42    | 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        |      23683 | PA      | $24171.35      | 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        |      35206 | PA      | $36651.81      | 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        |      95222 | PA      | $98006.17      | 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        |   14780702 | PA      | $13803808.22   | 0.08%             | 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        |    1746339 | PA      | $1739950.74    | 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        |       2841 | PA      | $2943.31       | 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        |       2750 | PA      | $2778.92       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2014-133 EP                | CUSIP: 38379GRG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     275000 | PA      | $255955.34     | 0.00%             | 2044-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482135                      | CUSIP: 36209USY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        143 | PA      | $142.80        | 0.00%             | 2028-08-15      | 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        |      37096 | PA      | $36414.81      | 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        |       8175 | PA      | $8745.83       | 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        |      33377 | PA      | $37012.89      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 532289                      | CUSIP: 36212FKA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        812 | PA      | $822.77        | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 566187                      | CUSIP: 36213V6Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24747 | PA      | $26480.98      | 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        |    2662463 | PA      | $2445877.31    | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610568                      | CUSIP: 36202VJM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2867 | PA      | $2867.55       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2824                      | CUSIP: 36179RD55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23236 | PA      | $21069.06      | 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        |         43 | PA      | $42.43         | 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        |     590683 | PA      | $603546.15     | 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        |       1756 | PA      | $1816.26       | 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        |     313998 | PA      | $330650.24     | 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        |      15664 | PA      | $15649.51      | 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        |      12817 | PA      | $13771.72      | 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        |      24732 | PA      | $25156.48      | 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        |      16096 | PA      | $16185.29      | 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        |       6004 | PA      | $6075.00       | 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        |       2167 | PA      | $2189.88       | 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        |      18314 | PA      | $18545.94      | 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        |      54117 | PA      | $54133.00      | 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        |       3782 | PA      | $3484.23       | 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        |     450057 | PA      | $435746.95     | 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        |     525212 | PA      | $539341.33     | 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        |     210263 | PA      | $217450.60     | 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        |       3464 | PA      | $3417.06       | 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        |     190271 | PA      | $175787.15     | 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        |      46991 | PA      | $48367.63      | 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        |      19811 | PA      | $20087.90      | 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        |      85982 | PA      | $86511.57      | 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        |      21256 | PA      | $21681.61      | 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        |     324043 | PA      | $338136.65     | 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        |       3674 | PA      | $3698.71       | 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        |     187122 | PA      | $174861.72     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 297391                      | CUSIP: 362205KC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1130 | PA      | $1102.64       | 0.00%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 583025                      | CUSIP: 36201GVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1443 | PA      | $1476.71       | 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        |         79 | PA      | $80.05         | 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        |      26211 | PA      | $26530.22      | 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        |     144171 | PA      | $149113.14     | 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        |      70040 | PA      | $71412.09      | 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        |       3781 | PA      | $3811.37       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 354714                      | CUSIP: 36203PAP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        315 | PA      | $303.18        | 0.00%             | 2023-12-15      | 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        |      78615 | PA      | $79326.47      | 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        |      85690 | PA      | $87463.39      | 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        |      44412 | PA      | $44396.23      | 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        |      93187 | PA      | $97012.85      | 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        |      19305 | PA      | $20486.18      | 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        |      29467 | PA      | $30718.06      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 494558                      | CUSIP: 36210KMF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24297 | PA      | $24311.21      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615781                      | CUSIP: 36290SCS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124695 | PA      | $129828.97     | 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        |      32091 | PA      | $32007.97      | 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        |      20414 | PA      | $20533.29      | 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        |     107760 | PA      | $108918.85     | 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        |    1251708 | PA      | $1209270.78    | 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        |        846 | PA      | $905.69        | 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        |     128854 | PA      | $133240.34     | 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        |      44807 | PA      | $45027.76      | 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        |      10139 | PA      | $10278.89      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 655704                      | CUSIP: 36294PNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     355870 | PA      | $370103.03     | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 359175                      | CUSIP: 36203T6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3302 | PA      | $3330.15       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 678156                      | CUSIP: 36295RMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     282126 | PA      | $296301.06     | 0.00%             | 2038-04-15      | 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        |      29926 | PA      | $29938.50      | 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        |      34229 | PA      | $35986.08      | 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        |    4413420 | PA      | $4617523.49    | 0.03%             | 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        |    1008853 | PA      | $1025437.12    | 0.01%             | 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        |        768 | PA      | $769.05        | 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        |       4384 | PA      | $4432.84       | 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        |       7934 | PA      | $8023.08       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 434109                      | CUSIP: 36207KGS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        144 | PA      | $144.36        | 0.00%             | 2028-12-15      | 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        |     249132 | PA      | $256673.65     | 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        |      81613 | PA      | $84137.43      | 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        |       5103 | PA      | $5308.53       | 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        |     140399 | PA      | $138144.00     | 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        |       1155 | PA      | $1178.54       | 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        |      58731 | PA      | $62192.88      | 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        |       1200 | PA      | $1200.22       | 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        |      95251 | PA      | $95961.54      | 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        |      33893 | PA      | $35055.38      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 412234                      | CUSIP: 36206H4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        389 | PA      | $387.62        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603667                      | CUSIP: 36200KTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32796 | PA      | $33578.32      | 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        |       2312 | PA      | $2285.60       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8199                      | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   68230938 | PA      | $64538470.71   | 0.38%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 411095                      | CUSIP: 36206GUU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73338 | PA      | $75159.44      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 356400                      | CUSIP: 36203Q3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        463 | PA      | $461.40        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AF0705                      | CUSIP: 36181FYA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90196 | PA      | $83219.58      | 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        |      10925 | PA      | $10944.23      | 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        |     118531 | PA      | $116152.63     | 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        |       1585 | PA      | $1585.88       | 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        |       5119 | PA      | $5178.56       | 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        |      45978 | PA      | $45458.61      | 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        |     142683 | PA      | $157402.83     | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676349                      | CUSIP: 36295PL67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79866 | PA      | $83489.15      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 353313                      | CUSIP: 36203MN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        139 | PA      | $138.56        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464488                      | CUSIP: 36208X6Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29847 | PA      | $31344.51      | 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        |      57658 | PA      | $60150.03      | 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        |     605517 | PA      | $574255.64     | 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        |        885 | PA      | $937.04        | 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        |      34148 | PA      | $34423.81      | 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        |        738 | PA      | $748.00        | 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        |      23089 | PA      | $22744.36      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 380419                      | CUSIP: 36204USG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1003 | PA      | $999.45        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5081                        | CUSIP: 36202FUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59994 | PA      | $59784.19      | 0.00%             | 2041-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 677202                      | CUSIP: 36295QKP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69555 | PA      | $71540.30      | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 447977                      | CUSIP: 36208DUA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4772 | PA      | $4812.72       | 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        |      21278 | PA      | $21696.95      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 692010                      | CUSIP: 36296HYF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60346 | PA      | $61628.16      | 0.00%             | 2038-09-15      | 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        |     130765 | PA      | $139911.95     | 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        |      19741 | PA      | $20425.00      | 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        |      15467 | PA      | $15773.50      | 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        |    2279281 | PA      | $1972848.06    | 0.01%             | 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        |       4278 | PA      | $4365.70       | 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        |       7535 | PA      | $7792.87       | 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        |       2463 | PA      | $2494.59       | 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        |      17542 | PA      | $18769.56      | 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        |      32320 | PA      | $34569.18      | 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        |      15591 | PA      | $16424.31      | 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        |       3588 | PA      | $3548.27       | 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        |     587303 | PA      | $566662.37     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AK9765                      | CUSIP: 36183TZ69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1630426 | PA      | $1523550.30    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605590                      | CUSIP: 36200NXT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98509 | PA      | $97752.25      | 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        |    1226343 | PA      | $1225191.62    | 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        |       7057 | PA      | $7200.97       | 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        |      19754 | PA      | $19913.15      | 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        |       3084 | PA      | $3189.18       | 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        |      33986 | PA      | $35591.67      | 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        |      94181 | PA      | $95293.05      | 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        |     128179 | PA      | $129246.09     | 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        |      25680 | PA      | $25772.29      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 375333                      | CUSIP: 36204N4S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        358 | PA      | $357.95        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BK9015                      | CUSIP: 3140HPAR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     257168 | PA      | $247371.35     | 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        |       1644 | PA      | $1700.71       | 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        |      74857 | PA      | $77000.70      | 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        |     134354 | PA      | $123499.85     | 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        |        342 | PA      | $340.60        | 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        |      38543 | PA      | $38320.30      | 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        |     208075 | PA      | $201466.37     | 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        |      70661 | PA      | $75659.01      | 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        |     210002 | PA      | $210967.66     | 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        |    1898552 | PA      | $1917943.73    | 0.01%             | 2043-08-01      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 603265                      | CUSIP: 36200KFE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132213 | PA      | $132193.73     | 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        |      19845 | PA      | $19981.06      | 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        |      16392 | PA      | $16466.96      | 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        |      13429 | PA      | $14242.06      | 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        |      12448 | PA      | $13067.47      | 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        |      91309 | PA      | $94424.09      | 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        |     107216 | PA      | $106241.85     | 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        |     171620 | PA      | $175607.55     | 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        |      15603 | PA      | $15709.65      | 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        |      55604 | PA      | $52526.09      | 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        |       3010 | PA      | $3125.52       | 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        |    1345951 | PA      | $1396420.66    | 0.01%             | 2035-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 551559                      | CUSIP: 36213DWU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2548 | PA      | $2577.88       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781906                      | CUSIP: 36241KDK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11495 | PA      | $11963.18      | 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        |      49809 | PA      | $51947.03      | 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        |       4635 | PA      | $4842.05       | 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        |     345557 | PA      | $358319.33     | 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        |       4964 | PA      | $4917.11       | 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        |      12490 | PA      | $11670.06      | 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        |      60616 | PA      | $60710.27      | 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        |       2926 | PA      | $2949.53       | 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        |      26683 | PA      | $27597.29      | 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        |        940 | PA      | $950.00        | 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        |      23067 | PA      | $22993.73      | 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        |      82823 | PA      | $91119.15      | 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        |       8138 | PA      | $8183.61       | 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        |     368226 | PA      | $377030.38     | 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        |       4887 | PA      | $4854.39       | 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        |      75510 | PA      | $74741.01      | 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        |        697 | PA      | $711.94        | 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        |      33928 | PA      | $36278.92      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 657159                      | CUSIP: 36294RB40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2227 | PA      | $2279.06       | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 588967                      | CUSIP: 36201PJL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1592 | PA      | $1605.19       | 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        |     122140 | PA      | $118198.53     | 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        |    6905556 | PA      | $6975212.12    | 0.04%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 666209                      | CUSIP: 36295CDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54779 | PA      | $54794.90      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 636924                      | CUSIP: 36291SSM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44108 | PA      | $45383.19      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 757555                      | CUSIP: 36230SMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5977 | PA      | $5892.17       | 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        |        531 | PA      | $537.45        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 667687                      | CUSIP: 36295DXQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110997 | PA      | $114029.69     | 0.00%             | 2037-05-15      | 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        |       1120 | PA      | $1093.38       | 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        |      15951 | PA      | $15571.03      | 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        |   28570014 | PA      | $27382198.23   | 0.16%             | 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        |       9029 | PA      | $8962.48       | 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        |     156951 | PA      | $156980.65     | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 627731                      | CUSIP: 36291GLL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52274 | PA      | $52289.09      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AI0211                      | CUSIP: 36198KGU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     306312 | PA      | $301625.73     | 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        |      60411 | PA      | $64154.25      | 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        |     467025 | PA      | $517647.26     | 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        |      11905 | PA      | $11538.68      | 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        |      76411 | PA      | $79709.01      | 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        |      69054 | PA      | $71419.51      | 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        |       8920 | PA      | $8972.90       | 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        |     132903 | PA      | $128231.04     | 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        |   11737168 | PA      | $10901036.73   | 0.06%             | 2048-10-20      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 571299                      | CUSIP: 36200SUY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10095 | PA      | $9848.89       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476293                      | CUSIP: 36209NC67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5103 | PA      | $5150.96       | 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        |     799690 | PA      | $740954.11     | 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        |       3063 | PA      | $3094.11       | 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        |      65800 | PA      | $66098.33      | 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        |  658170915 | PA      | $587011976.58  | 3.47%             | 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        |   10093062 | PA      | $9353645.24    | 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        |      29518 | PA      | $28926.84      | 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        |      31949 | PA      | $32946.64      | 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        |      14707 | PA      | $14774.90      | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 637300                      | CUSIP: 36291S7M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6376 | PA      | $6791.05       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 746800                      | CUSIP: 3620C2UZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2911592 | PA      | $2854164.24    | 0.02%             | 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        |       5567 | PA      | $5506.34       | 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        |      26397 | PA      | $28281.06      | 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        |       5960 | PA      | $6013.61       | 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        |      39096 | PA      | $39511.90      | 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        |       8885 | PA      | $9061.54       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482841                      | CUSIP: 36209VLW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1238 | PA      | $1247.51       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506453                      | CUSIP: 36210YTJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2345 | PA      | $2365.88       | 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        |       1681 | PA      | $1620.30       | 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        |      13454 | PA      | $14396.18      | 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        |      52954 | PA      | $54183.11      | 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        |       5064 | PA      | $5165.23       | 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        |      14500 | PA      | $15620.33      | 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        |      12228 | PA      | $12125.03      | 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        |     373398 | PA      | $383059.35     | 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        |       8190 | PA      | $8211.49       | 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        |     145895 | PA      | $150106.89     | 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        |     379571 | PA      | $380362.69     | 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        |     162208 | PA      | $156505.75     | 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        |      98090 | PA      | $97224.35      | 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        |      15475 | PA      | $16132.99      | 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        |      19857 | PA      | $20190.88      | 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        |      88611 | PA      | $85769.69      | 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        |      60092 | PA      | $62618.77      | 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        |      81430 | PA      | $87551.58      | 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        |      19772 | PA      | $19982.56      | 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        |      14390 | PA      | $14595.98      | 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        |     113207 | PA      | $113113.24     | 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        |     315252 | PA      | $292109.50     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474589                      | CUSIP: 36209LF68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32428 | PA      | $32292.40      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 592042                      | CUSIP: 36201SWB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2100 | PA      | $2221.83       | 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        |     273527 | PA      | $275564.36     | 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        |      32546 | PA      | $32249.45      | 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        |       3073 | PA      | $3200.54       | 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        |      35167 | PA      | $36664.97      | 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        |      69369 | PA      | $70328.05      | 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        |     333789 | PA      | $306611.81     | 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        |      81042 | PA      | $83816.26      | 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        |        486 | PA      | $499.42        | 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        |      56182 | PA      | $58490.01      | 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        |     253145 | PA      | $247507.44     | 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        |     343620 | PA      | $342416.03     | 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        |      24499 | PA      | $25617.17      | 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        |      32643 | PA      | $33682.63      | 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        |       1241 | PA      | $1250.25       | 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        |     266740 | PA      | $275878.08     | 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        |      15390 | PA      | $15213.45      | 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        |         64 | PA      | $65.15         | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 760503                      | CUSIP: 36176AU49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65782 | PA      | $62767.55      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 621368                      | CUSIP: 36290YJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61714 | PA      | $63042.23      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 669032                      | CUSIP: 36295FHH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47229 | PA      | $51484.87      | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN BC5908                      | CUSIP: 3617B9R57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1111479 | PA      | $1069513.26    | 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        |         40 | PA      | $40.36         | 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        |    1221742 | PA      | $1248372.46    | 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        |      38079 | PA      | $38229.87      | 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        |     153249 | PA      | $145544.84     | 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        |       5228 | PA      | $5414.70       | 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        |      38670 | PA      | $40702.39      | 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        |     183879 | PA      | $178034.64     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08696                      | CUSIP: 3128MJX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.03          | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615371                      | CUSIP: 36290RT45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        444 | PA      | $448.19        | 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        |     207542 | PA      | $215989.65     | 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        |     216083 | PA      | $223878.47     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 684162                      | CUSIP: 36295YB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41433 | PA      | $42608.75      | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA4872                      | CUSIP: 36178CMV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     357832 | PA      | $345970.18     | 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        |      45082 | PA      | $45964.37      | 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        |      31842 | PA      | $31949.33      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 369405                      | CUSIP: 36204GKS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         12 | PA      | $11.91         | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 646394                      | CUSIP: 36292EC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7541 | PA      | $7414.08       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 622373                      | CUSIP: 36291AMW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21897 | PA      | $23444.95      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 582368                      | CUSIP: 36201F6D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30008 | PA      | $29969.35      | 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        |      19295 | PA      | $19262.99      | 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        |     415508 | PA      | $402302.56     | 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        |     202190 | PA      | $195592.52     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2016-18 TA                 | CUSIP: 38379VJK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1638509 | PA      | $1484506.98    | 0.01%             | 2044-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 648396                      | CUSIP: 36292GKH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84896 | PA      | $86510.36      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 343111                      | CUSIP: 36203ADQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1143 | PA      | $1157.05       | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 748063                      | CUSIP: 3620C4B82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6954 | PA      | $7174.68       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 670817                      | CUSIP: 36295HG20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72185 | PA      | $72205.92      | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AK5169                      | CUSIP: 3138E9W71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     211304 | PA      | $203975.97     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 530416                      | CUSIP: 36212DGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6836 | PA      | $6618.85       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 727853                      | CUSIP: 3620AETJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19499 | PA      | $19447.09      | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 483153                      | CUSIP: 36209VWN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22192 | PA      | $22378.77      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 636080                      | CUSIP: 36291RUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45101 | PA      | $46117.72      | 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        |      33892 | PA      | $34638.98      | 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        |        124 | PA      | $123.99        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 597852                      | CUSIP: 36200DEZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19053 | PA      | $19580.13      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 629152                      | CUSIP: 36291H5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36293 | PA      | $36128.08      | 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        |    6041327 | PA      | $5986451.63    | 0.04%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 591920                      | CUSIP: 36201SSH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7310 | PA      | $7561.01       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 593433                      | CUSIP: 36201UHJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        819 | PA      | $853.37        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 546575                      | CUSIP: 36212XFQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4739 | PA      | $4885.55       | 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        |      57268 | PA      | $58986.62      | 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        |       4317 | PA      | $4174.43       | 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        |     102900 | PA      | $107388.02     | 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        |      34639 | PA      | $36149.14      | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2017-163 BC                | CUSIP: 38380KNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4769000 | PA      | $4107038.48    | 0.02%             | 2047-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 650950                      | CUSIP: 36292KEX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64507 | PA      | $65767.99      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 523127                      | CUSIP: 36211UD82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21974 | PA      | $22300.03      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2017-189 CZ                | CUSIP: 38380UHS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14437704 | PA      | $12799954.21   | 0.08%             | 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        |       1734 | PA      | $1729.63       | 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        |      65182 | PA      | $63034.57      | 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        |       2165 | PA      | $2213.85       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 681492                      | CUSIP: 36295VC56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1919 | PA      | $2013.96       | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781904                      | CUSIP: 36241KDH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        913 | PA      | $920.31        | 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        |     494014 | PA      | $478178.83     | 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        |      73283 | PA      | $73644.65      | 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        |     183870 | PA      | $187661.48     | 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        |      13783 | PA      | $13862.90      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 493017                      | CUSIP: 36210HVJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10280 | PA      | $10215.80      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605461                      | CUSIP: 36200NTS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     724770 | PA      | $756288.62     | 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        |     216167 | PA      | $225437.12     | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 726488                      | CUSIP: 3620ADCZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25232 | PA      | $25460.23      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 774689                      | CUSIP: 36176SNE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24121 | PA      | $23548.68      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 433848                      | CUSIP: 36207J5H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5340 | PA      | $5342.30       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605193                      | CUSIP: 36200NKE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43746 | PA      | $45173.09      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 469993                      | CUSIP: 36209FC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2649 | PA      | $2665.28       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 626481                      | CUSIP: 36291E6S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25053 | PA      | $25913.18      | 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        |     188939 | PA      | $191421.63     | 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        |      12515 | PA      | $12100.24      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 663101                      | CUSIP: 36294XU20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142863 | PA      | $149201.57     | 0.00%             | 2037-02-15      | 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        |      58374 | PA      | $61015.57      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 780035                      | CUSIP: 36225ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2700 | PA      | $2552.27       | 0.00%             | 2024-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 669045                      | CUSIP: 36295FHW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7553 | PA      | $7811.68       | 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        |      40044 | PA      | $40723.82      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 458305                      | CUSIP: 36208RDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2437 | PA      | $2456.58       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 553201                      | CUSIP: 36213FRW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3784 | PA      | $3803.27       | 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        |   74263931 | PA      | $66724998.58   | 0.39%             | 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        |      48997 | PA      | $48026.46      | 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        |      95294 | PA      | $87535.90      | 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        |      53758 | PA      | $54491.02      | 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        |      10061 | PA      | $10406.24      | 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        |      10926 | PA      | $11096.47      | 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        |      10758 | PA      | $10813.32      | 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        |      22271 | PA      | $22921.91      | 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        |      76154 | PA      | $78790.30      | 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        |       2910 | PA      | $3081.31       | 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        |      12650 | PA      | $12984.29      | 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        |       4286 | PA      | $4244.77       | 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        |      17890 | PA      | $17891.64      | 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        |      40071 | PA      | $40002.56      | 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        |       1272 | PA      | $1281.03       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08710                      | CUSIP: 3128MJYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     622511 | PA      | $576631.58     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 754631                      | CUSIP: 36230PEC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115244 | PA      | $111490.64     | 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        |       1723 | PA      | $1831.47       | 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        |      29816 | PA      | $30426.92      | 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        |      46431 | PA      | $48443.25      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 368660                      | CUSIP: 36204FQM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        283 | PA      | $281.81        | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506399                      | CUSIP: 36210YRU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5494 | PA      | $5460.79       | 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        |     361928 | PA      | $342570.26     | 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        |     335681 | PA      | $345545.55     | 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        |      23686 | PA      | $23690.19      | 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        |      25533 | PA      | $25723.94      | 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        |       5494 | PA      | $5731.07       | 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        |     610041 | PA      | $589152.71     | 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        |       8293 | PA      | $8513.62       | 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        |     255886 | PA      | $263994.23     | 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        |      51136 | PA      | $49415.08      | 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        |       4785 | PA      | $4867.11       | 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        |       7797 | PA      | $7896.13       | 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        |     474171 | PA      | $472901.21     | 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        |     175268 | PA      | $180825.62     | 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        |       9427 | PA      | $9704.81       | 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        |      17219 | PA      | $17750.80      | 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        |       9740 | PA      | $10221.83      | 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        |     371054 | PA      | $381970.20     | 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        |       2817 | PA      | $2877.86       | 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        |        180 | PA      | $181.29        | 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        |       7351 | PA      | $7518.53       | 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        |     268525 | PA      | $262151.98     | 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        |     284375 | PA      | $296416.41     | 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        |     708747 | PA      | $655113.23     | 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        |     355837 | PA      | $354414.58     | 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        |     246878 | PA      | $255800.17     | 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        |      30440 | PA      | $31375.07      | 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        |     248251 | PA      | $257675.75     | 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        |      85097 | PA      | $88044.30      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 679510                      | CUSIP: 36295S3T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130317 | PA      | $133484.50     | 0.00%             | 2038-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 604445                      | CUSIP: 36200MP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37731 | PA      | $39014.74      | 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        |      18084 | PA      | $18648.74      | 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        |       7185 | PA      | $7239.56       | 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        |    1726081 | PA      | $1710388.43    | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 634343                      | CUSIP: 36291PWC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9521 | PA      | $9766.05       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 465825                      | CUSIP: 36209APJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10442 | PA      | $10483.54      | 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        |      17901 | PA      | $19140.10      | 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        |    3768261 | PA      | $3452867.00    | 0.02%             | 2042-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 717585                      | CUSIP: 3620A3F25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82126 | PA      | $85038.20      | 0.00%             | 2025-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AF1137                      | CUSIP: 36181GHN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2768 | PA      | $2613.73       | 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        |    8539197 | PA      | $7974253.29    | 0.05%             | 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        |      43391 | PA      | $43442.67      | 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        |      30384 | PA      | $31407.57      | 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        |      16008 | PA      | $16490.45      | 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        |     145785 | PA      | $140951.41     | 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        |      24753 | PA      | $25647.05      | 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        |       9664 | PA      | $9700.24       | 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        |     142044 | PA      | $150418.31     | 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        |     354993 | PA      | $343309.42     | 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        |      27834 | PA      | $28008.72      | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 578291                      | CUSIP: 36201BNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1264 | PA      | $1284.68       | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473483                      | CUSIP: 36209J6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15132 | PA      | $15239.49      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 698108                      | CUSIP: 36296QR50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45910 | PA      | $44800.97      | 0.00%             | 2039-04-15      | 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        |    1001052 | PA      | $967123.72     | 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        |       3367 | PA      | $3445.10       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 555595                      | CUSIP: 36213JGC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8470 | PA      | $8646.28       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 466063                      | CUSIP: 36209AWY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2551 | PA      | $2557.65       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5280                        | CUSIP: 36202F2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23728016 | PA      | $23644920.77   | 0.14%             | 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        |      26723 | PA      | $28588.70      | 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        |       2022 | PA      | $2088.87       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 780794                      | CUSIP: 36225A3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13349 | PA      | $14069.44      | 0.00%             | 2028-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AM8643                      | CUSIP: 36185BS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31132 | PA      | $28595.70      | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 551943                      | CUSIP: 36213EEQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11728 | PA      | $11924.70      | 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        |     175341 | PA      | $178984.49     | 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        |      22263 | PA      | $22460.26      | 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        |       2845 | PA      | $2864.04       | 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        |      22479 | PA      | $23270.46      | 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        |     171052 | PA      | $161816.77     | 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        |     110098 | PA      | $120300.20     | 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        |      90402 | PA      | $90053.72      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 560283                      | CUSIP: 36213PM81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        245 | PA      | $248.12        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783199                      | CUSIP: 36241LRU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10582 | PA      | $10560.13      | 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        |       1387 | PA      | $1454.11       | 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        |      13615 | PA      | $13739.13      | 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        |     134696 | PA      | $137594.42     | 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        |     176408 | PA      | $173571.59     | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506428                      | CUSIP: 36210YSR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9179 | PA      | $9639.83       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BC8677                      | CUSIP: 3140F4UB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     718766 | PA      | $708306.80     | 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        |      66266 | PA      | $68391.10      | 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        |     604015 | PA      | $571564.59     | 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        |    1851479 | PA      | $1700859.75    | 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        |     158128 | PA      | $163631.17     | 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        |      51627 | PA      | $50027.46      | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 693496                      | CUSIP: 36296KNM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48505 | PA      | $49484.25      | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 458382                      | CUSIP: 36208RFX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        395 | PA      | $397.27        | 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        |     524476 | PA      | $523072.20     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476312                      | CUSIP: 36209NDR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1987 | PA      | $1986.46       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 439496                      | CUSIP: 36207RGD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8216 | PA      | $8254.35       | 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        |      35987 | PA      | $37220.73      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 597770                      | CUSIP: 36200DCF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4221 | PA      | $4186.01       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 471380                      | CUSIP: 36209GUD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18173 | PA      | $18556.57      | 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        |      81944 | PA      | $84728.79      | 0.00%             | 2037-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q22623                      | CUSIP: 3132JP4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93908 | PA      | $94937.42      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 495784                      | CUSIP: 36210LXM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        659 | PA      | $664.74        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 671131                      | CUSIP: 36295HSU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25033 | PA      | $25040.04      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 430634                      | CUSIP: 36207FLP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        972 | PA      | $978.90        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617578                      | CUSIP: 36290UCP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45588 | PA      | $46926.72      | 0.00%             | 2037-03-15      | 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        |        980 | PA      | $991.42        | 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        |     141698 | PA      | $147690.47     | 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        |      71469 | PA      | $73701.56      | 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        |    1649210 | PA      | $1515582.28    | 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        |      49838 | PA      | $46088.10      | 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        |      28355 | PA      | $29318.09      | 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        |      15839 | PA      | $16119.50      | 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        |   14673650 | PA      | $13557177.18   | 0.08%             | 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        |      49643 | PA      | $52781.17      | 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        |      42319 | PA      | $41116.71      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 640221                      | CUSIP: 36291WG62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12014 | PA      | $12243.42      | 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        |     141436 | PA      | $133800.59     | 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        |        302 | PA      | $305.07        | 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        |      11028 | PA      | $11800.12      | 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        |       5388 | PA      | $5244.87       | 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        |      18402 | PA      | $18898.19      | 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        |     143030 | PA      | $144923.58     | 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        |     672353 | PA      | $693912.17     | 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        |       3692 | PA      | $3796.18       | 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        |     147287 | PA      | $142500.76     | 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        |       1220 | PA      | $1250.78       | 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        |      61514 | PA      | $61349.14      | 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        |     547476 | PA      | $528879.11     | 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        |      26385 | PA      | $27507.92      | 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        |       5280 | PA      | $5459.49       | 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        |      80564 | PA      | $74599.88      | 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        |      66500 | PA      | $68772.55      | 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        |      31042 | PA      | $31243.53      | 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        |     164266 | PA      | $160844.47     | 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        |       9038 | PA      | $9231.76       | 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        |   10187236 | PA      | $10110815.19   | 0.06%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 658374                      | CUSIP: 36294SMX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1063 | PA      | $1084.18       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 682756                      | CUSIP: 36295WQH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1708 | PA      | $1764.02       | 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        |       7559 | PA      | $7636.96       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4235                        | CUSIP: 36202EV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87582 | PA      | $90737.25      | 0.00%             | 2038-09-20      | 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        |      48367 | PA      | $49710.28      | 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        |     192916 | PA      | $206002.95     | 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        |      73754 | PA      | $75966.91      | 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        |       1427 | PA      | $1427.38       | 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        |      34893 | PA      | $35252.16      | 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        |     514919 | PA      | $528785.02     | 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        |     338324 | PA      | $350309.39     | 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        |     102619 | PA      | $106153.93     | 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        |       6019 | PA      | $6089.33       | 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        |       6145 | PA      | $6506.06       | 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        |     357762 | PA      | $328616.22     | 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        |  319716759 | PA      | $285146265.08  | 1.68%             | 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        |      83012 | PA      | $82224.43      | 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        |     202791 | PA      | $186264.69     | 0.00%             | 2045-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 380395                      | CUSIP: 36204URQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1015 | PA      | $990.05        | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 635986                      | CUSIP: 36291RRF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3994 | PA      | $4170.57       | 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        |   58102025 | PA      | $52203937.16   | 0.31%             | 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        |     116219 | PA      | $117286.97     | 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        |     492386 | PA      | $506861.23     | 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        |      41270 | PA      | $41602.55      | 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        |      65149 | PA      | $58220.11      | 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        |      18268 | PA      | $18683.17      | 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        |      27124 | PA      | $26360.01      | 0.00%             | 2025-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 356719                      | CUSIP: 36203RG45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        896 | PA      | $894.11        | 0.00%             | 2023-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5264                      | CUSIP: 36179TZ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   42042873 | PA      | $41565358.05   | 0.25%             | 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        |      18115 | PA      | $17660.60      | 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        |     767718 | PA      | $689251.91     | 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        |      15561 | PA      | $15380.73      | 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        |    5655887 | PA      | $5206973.23    | 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        |     149526 | PA      | $150800.59     | 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        |       9078 | PA      | $9673.69       | 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        |       4864 | PA      | $5032.46       | 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        |       2442 | PA      | $2467.35       | 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        |       3132 | PA      | $3117.89       | 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        |       6596 | PA      | $6928.14       | 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        |     249604 | PA      | $247218.06     | 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        |      14857 | PA      | $14595.12      | 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        |    1376785 | PA      | $1433618.30    | 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        |      22949 | PA      | $23744.04      | 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        |       6651 | PA      | $6784.27       | 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        |      51373 | PA      | $53147.77      | 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        |      13226 | PA      | $13207.99      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 657125                      | CUSIP: 36294RA25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13575 | PA      | $14225.11      | 0.00%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 507895                      | CUSIP: 36211BGC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6152 | PA      | $6076.89       | 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        |     209324 | PA      | $215963.08     | 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        |     181621 | PA      | $171844.95     | 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        |       7019 | PA      | $7076.82       | 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        |       2612 | PA      | $2685.26       | 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        |      89168 | PA      | $90962.41      | 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        |      67921 | PA      | $62399.09      | 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        |       6238 | PA      | $6291.78       | 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        |      16668 | PA      | $16721.41      | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 663171                      | CUSIP: 36294XW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43211 | PA      | $46845.08      | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 757039                      | CUSIP: 36230RZC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44757 | PA      | $43685.84      | 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        |     286195 | PA      | $287629.33     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 587672                      | CUSIP: 36201M2D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        528 | PA      | $527.09        | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473830                      | CUSIP: 36209KLK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        970 | PA      | $966.77        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 667639                      | CUSIP: 36295DV89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140915 | PA      | $140928.23     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 358917                      | CUSIP: 36203TVJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        536 | PA      | $534.82        | 0.00%             | 2023-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 745166                      | CUSIP: 3620C0Z76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71468 | PA      | $70159.57      | 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        |    1064781 | PA      | $1074382.97    | 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        |       7471 | PA      | $8036.67       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 669713                      | CUSIP: 36295GAN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16827 | PA      | $17217.81      | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491407                      | CUSIP: 36210F3Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3436 | PA      | $3265.76       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4648                      | CUSIP: 36179TEV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102403 | PA      | $87220.19      | 0.00%             | 2047-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 611137                      | CUSIP: 36202V4W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37175 | PA      | $37850.96      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 710145                      | CUSIP: 36297E5E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     432439 | PA      | $428502.37     | 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        |      10816 | PA      | $11359.69      | 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        |     247877 | PA      | $258614.87     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 669991                      | CUSIP: 36295GKC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     751097 | PA      | $694096.66     | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 632016                      | CUSIP: 36291MDV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6677 | PA      | $6516.45       | 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        |      36477 | PA      | $36824.95      | 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        |       1328 | PA      | $1312.49       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482786                      | CUSIP: 36209VJ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          6 | PA      | $6.03          | 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        |     989722 | PA      | $909147.80     | 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        |       3506 | PA      | $3541.83       | 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        |     685664 | PA      | $680973.83     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 480086                      | CUSIP: 36209SJ77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17758 | PA      | $17852.69      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 541345                      | CUSIP: 36212RL22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2118 | PA      | $2101.33       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 658332                      | CUSIP: 36294SLM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5854 | PA      | $5981.69       | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB5697                      | CUSIP: 31417CKK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59690 | PA      | $56464.29      | 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        |     185017 | PA      | $178249.30     | 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        |       9506 | PA      | $9596.00       | 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        |       1530 | PA      | $1603.63       | 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        |     136137 | PA      | $135729.44     | 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        |      50756 | PA      | $47953.55      | 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        |     128519 | PA      | $130169.92     | 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        |       8054 | PA      | $8150.15       | 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        |      17594 | PA      | $19587.68      | 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        |       2282 | PA      | $2334.66       | 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        |     182702 | PA      | $189021.88     | 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        |      42401 | PA      | $42377.57      | 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        |      94973 | PA      | $94479.97      | 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        |     493230 | PA      | $453119.66     | 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        |     227832 | PA      | $234467.57     | 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        |       6770 | PA      | $6829.93       | 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        |   22511599 | PA      | $23599715.07   | 0.14%             | 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        |     556032 | PA      | $538689.11     | 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        |     109904 | PA      | $110201.81     | 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        |      39525 | PA      | $40779.05      | 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        |      12220 | PA      | $12533.83      | 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        |      52609 | PA      | $52590.92      | 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        |      54783 | PA      | $58614.73      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 667348                      | CUSIP: 36295DL56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104959 | PA      | $107263.04     | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB1569                      | CUSIP: 36178LW66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11212 | PA      | $10300.53      | 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        |     133427 | PA      | $139174.13     | 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        |      56768 | PA      | $58705.70      | 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        |      82440 | PA      | $85265.49      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 612582                      | CUSIP: 36202XRB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4199 | PA      | $4285.86       | 0.00%             | 2034-12-15      | 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        |     197056 | PA      | $203876.15     | 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        |      28183 | PA      | $28131.58      | 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        |    4628970 | PA      | $4871739.59    | 0.03%             | 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        |     210093 | PA      | $199978.34     | 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        |       5432 | PA      | $5484.30       | 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        |       1657 | PA      | $1669.90       | 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        |     551031 | PA      | $533511.93     | 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        |      14515 | PA      | $14803.53      | 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        |     137293 | PA      | $143134.00     | 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        |      10998 | PA      | $11394.01      | 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        |     527648 | PA      | $510452.45     | 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        |     437857 | PA      | $424081.58     | 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        |       5680 | PA      | $5789.31       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506859                      | CUSIP: 36211AB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11141 | PA      | $11211.54      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 481206                      | CUSIP: 36209TR35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18268 | PA      | $18479.86      | 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        |      15492 | PA      | $15395.87      | 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        |       3892 | PA      | $3973.09       | 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        |     259665 | PA      | $267691.56     | 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        |      11585 | PA      | $11712.76      | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 471215                      | CUSIP: 36209GN86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16025 | PA      | $16830.41      | 0.00%             | 2029-04-15      | 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        |     157839 | PA      | $149109.07     | 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        |       1873 | PA      | $1890.37       | 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        |      24402 | PA      | $24181.93      | 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        |      16172 | PA      | $17132.97      | 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        |    3082128 | PA      | $2831411.36    | 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        |      23638 | PA      | $23865.13      | 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        |       5938 | PA      | $6058.88       | 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        |       4878 | PA      | $5120.39       | 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        |      10734 | PA      | $10727.14      | 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        |      62764 | PA      | $62196.33      | 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        |     310479 | PA      | $300346.12     | 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        |      49650 | PA      | $49138.25      | 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        |     109558 | PA      | $111316.79     | 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        |        952 | PA      | $934.27        | 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        |     108707 | PA      | $115440.18     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506447                      | CUSIP: 36210YTC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16681 | PA      | $16787.23      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4713                        | CUSIP: 36202FGW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109932 | PA      | $112223.46     | 0.00%             | 2040-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 636485                      | CUSIP: 36291SCW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22165 | PA      | $22221.39      | 0.00%             | 2025-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783217                      | CUSIP: 36241LSE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     359828 | PA      | $375506.03     | 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        |       6605 | PA      | $7208.32       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AI6888                      | CUSIP: 36198TUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44611 | PA      | $40993.39      | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 713046                      | CUSIP: 36297JET7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1416636 | PA      | $1429306.56    | 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        |      93248 | PA      | $98273.64      | 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        |     480299 | PA      | $506148.66     | 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        |     366054 | PA      | $352188.39     | 0.00%             | 2031-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 382453                      | CUSIP: 36204WZS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        102 | PA      | $101.71        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 665192                      | CUSIP: 36295A7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        530 | PA      | $544.42        | 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        |       8167 | PA      | $8244.75       | 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        |       7503 | PA      | $7527.26       | 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        |       6813 | PA      | $6901.55       | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 355660                      | CUSIP: 36203QB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        206 | PA      | $205.48        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 667337                      | CUSIP: 36295DLS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56932 | PA      | $58480.73      | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 621073                      | CUSIP: 36290X6J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60036 | PA      | $61764.36      | 0.00%             | 2037-02-15      | 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        |      98454 | PA      | $93246.13      | 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        |     156864 | PA      | $156000.96     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491161                      | CUSIP: 36210FTS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2064 | PA      | $2057.85       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 701345                      | CUSIP: 36296UES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1457 | PA      | $1468.27       | 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        |      12904 | PA      | $13171.00      | 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        |       1274 | PA      | $1265.79       | 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        |      25927 | PA      | $26439.38      | 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        |     321252 | PA      | $356263.64     | 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        |      32253 | PA      | $33894.66      | 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        |     205878 | PA      | $205326.38     | 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        |      33930 | PA      | $34145.72      | 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        |      13040 | PA      | $13320.60      | 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        |    1813732 | PA      | $1712943.62    | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491136                      | CUSIP: 36210FSZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29549 | PA      | $29648.19      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4071                        | CUSIP: 36202EQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23992 | PA      | $25906.15      | 0.00%             | 2038-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 380470                      | CUSIP: 36204UT35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         35 | PA      | $35.33         | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 692236                      | CUSIP: 36296JBD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52107 | PA      | $53415.19      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490664                      | CUSIP: 36210FB96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12233 | PA      | $11828.00      | 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        |      17622 | PA      | $17989.25      | 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        |       1178 | PA      | $1255.98       | 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        |      14922 | PA      | $14785.82      | 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        |       8810 | PA      | $8454.57       | 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        |       8419 | PA      | $8594.95       | 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        |     124537 | PA      | $129652.50     | 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        |       1727 | PA      | $1791.55       | 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        |      43082 | PA      | $42966.85      | 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        |      33093 | PA      | $34043.50      | 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        |       4704 | PA      | $4865.06       | 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        |      11812 | PA      | $11877.29      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 672449                      | CUSIP: 36295KBS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63996 | PA      | $65073.40      | 0.00%             | 2038-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 794144                      | CUSIP: 36177NTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53765 | PA      | $52009.84      | 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        |      14705 | PA      | $14755.81      | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 622478                      | CUSIP: 36291AQ77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3628 | PA      | $3615.83       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 497358                      | CUSIP: 36210NQK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9066 | PA      | $9174.74       | 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        |     177796 | PA      | $185469.76     | 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        |       2187 | PA      | $2230.28       | 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        |       3490 | PA      | $3489.21       | 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        |      25081 | PA      | $25932.58      | 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        |     532597 | PA      | $510326.83     | 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        |     401462 | PA      | $370986.89     | 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        |    1279720 | PA      | $1126556.93    | 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        |      23911 | PA      | $24410.89      | 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        |     515077 | PA      | $525898.43     | 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        |      42186 | PA      | $42519.20      | 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        |       2451 | PA      | $2425.49       | 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        |     692410 | PA      | $682619.93     | 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        |       1002 | PA      | $1003.87       | 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        |     150606 | PA      | $138436.13     | 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        |     742057 | PA      | $740696.47     | 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        |      69487 | PA      | $68833.61      | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490713                      | CUSIP: 36210FDS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10016 | PA      | $10060.98      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 582382                      | CUSIP: 36201F6T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5309 | PA      | $5700.06       | 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        |      12899 | PA      | $13341.00      | 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        |     193224 | PA      | $193980.96     | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491010                      | CUSIP: 36210FN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3232 | PA      | $3268.29       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 743018                      | CUSIP: 3620AXPB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98015 | PA      | $98747.21      | 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        |     603741 | PA      | $583301.44     | 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        |      51766 | PA      | $53636.06      | 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        |      16672 | PA      | $16865.68      | 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        |     508806 | PA      | $505203.17     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 711137                      | CUSIP: 36297GBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     298398 | PA      | $312837.03     | 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        |     171804 | PA      | $180400.57     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 659741                      | CUSIP: 36294T5A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94459 | PA      | $92188.00      | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 592769                      | CUSIP: 36201TQW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16746 | PA      | $17473.80      | 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        |       3597 | PA      | $3640.67       | 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        |     394503 | PA      | $413873.56     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 607123                      | CUSIP: 36201YPG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32859 | PA      | $33946.33      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 796879                      | CUSIP: 36177RUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165295 | PA      | $159700.06     | 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        |      78601 | PA      | $84088.06      | 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        |        584 | PA      | $589.46        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 443623                      | CUSIP: 36207VYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        602 | PA      | $602.24        | 0.00%             | 2029-01-15      | 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        |       1360 | PA      | $1371.33       | 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        |      14693 | PA      | $14768.22      | 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        |      13054 | PA      | $13458.79      | 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        |      13150 | PA      | $13026.91      | 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        |  263154665 | PA      | $242789283.52  | 1.43%             | 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        |      28179 | PA      | $28241.42      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 481346                      | CUSIP: 36209TWF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        955 | PA      | $952.75        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 608280                      | CUSIP: 36202SXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     481405 | PA      | $502359.30     | 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        |      77400 | PA      | $80042.93      | 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        |     133994 | PA      | $124439.25     | 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        |      75502 | PA      | $78322.54      | 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        |       3535 | PA      | $3472.97       | 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        |      77018 | PA      | $79649.38      | 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        |      11437 | PA      | $11401.13      | 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        |     531312 | PA      | $506966.32     | 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        |      62025 | PA      | $62472.49      | 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        |     247245 | PA      | $228943.88     | 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        |     492224 | PA      | $452388.75     | 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        |      35016 | PA      | $37726.05      | 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        |      69761 | PA      | $72798.65      | 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        |      66457 | PA      | $66334.96      | 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        |      92508 | PA      | $91870.28      | 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        |      20598 | PA      | $21401.71      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490426                      | CUSIP: 36210EYX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        575 | PA      | $585.30        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD1612                      | CUSIP: 36180CYH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1038355 | PA      | $932319.67     | 0.01%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 683380                      | CUSIP: 36295XFV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43656 | PA      | $44989.06      | 0.00%             | 2038-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 469537                      | CUSIP: 36209ES29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21485 | PA      | $21693.11      | 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        |       2134 | PA      | $2188.74       | 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        |     111429 | PA      | $114020.87     | 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        |    1272659 | PA      | $1177515.11    | 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        |       5942 | PA      | $5976.02       | 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        |       7314 | PA      | $7380.77       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 570767                      | CUSIP: 36200SCC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24164 | PA      | $23846.62      | 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        |      25364 | PA      | $25549.93      | 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        |       7534 | PA      | $7527.18       | 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        |       6970 | PA      | $7272.62       | 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        |     270169 | PA      | $252413.37     | 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        |     129122 | PA      | $134367.86     | 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        |      84204 | PA      | $85851.91      | 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        |      62175 | PA      | $64821.54      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376463                      | CUSIP: 36204QFC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        260 | PA      | $255.61        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 560145                      | CUSIP: 36213PHW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19420 | PA      | $20005.21      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 562092                      | CUSIP: 36213RNH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5089 | PA      | $5071.84       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 561519                      | CUSIP: 36213QYQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1481 | PA      | $1496.03       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 650492                      | CUSIP: 36292JUR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        215 | PA      | $218.78        | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 506578                      | CUSIP: 36210YXF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1993 | PA      | $2022.30       | 0.00%             | 2029-05-15      | 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        |       5850 | PA      | $5900.59       | 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        |     129019 | PA      | $134727.73     | 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        |      12961 | PA      | $13415.48      | 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        |     101383 | PA      | $105837.44     | 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        |      49663 | PA      | $50514.03      | 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        |      32895 | PA      | $35045.93      | 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        |     639700 | PA      | $726568.27     | 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        |      41428 | PA      | $40055.18      | 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        |      13614 | PA      | $13716.85      | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 658245                      | CUSIP: 36294SHW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13900 | PA      | $14162.62      | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AM4099                      | CUSIP: 36184QRU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3172109 | PA      | $2939373.58    | 0.02%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 457088                      | CUSIP: 36208PXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13895 | PA      | $13977.41      | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A96423                      | CUSIP: 312945D47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25917 | PA      | $26934.70      | 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        |       3874 | PA      | $3745.88       | 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        |        491 | PA      | $476.66        | 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        |      57067 | PA      | $52876.35      | 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        |      14718 | PA      | $14526.52      | 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        |      59229 | PA      | $60607.13      | 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        |      15025 | PA      | $15142.79      | 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        |       5242 | PA      | $5382.08       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 475405                      | CUSIP: 36209MDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6193 | PA      | $6195.82       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 599863                      | CUSIP: 36200FML9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3358 | PA      | $3387.20       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 599867                      | CUSIP: 36200FMQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         60 | PA      | $60.33         | 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        |   26513565 | PA      | $25272014.58   | 0.15%             | 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        |     125903 | PA      | $136350.66     | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 484302                      | CUSIP: 36209XAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         73 | PA      | $73.90         | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 508699                      | CUSIP: 36211CDC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        369 | PA      | $356.26        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3522                      | CUSIP: 36179R4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39838875 | PA      | $39693152.35   | 0.23%             | 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        |       5394 | PA      | $5493.02       | 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        |     152705 | PA      | $154041.13     | 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        |     290080 | PA      | $302018.57     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 366399                      | CUSIP: 36204C7L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        718 | PA      | $715.60        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376318                      | CUSIP: 36204QAT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        333 | PA      | $332.59        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 625561                      | CUSIP: 36291D5W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1285 | PA      | $1375.11       | 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        |      51050 | PA      | $50833.95      | 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        |      32471 | PA      | $32449.02      | 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        |      24008 | PA      | $24235.44      | 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        |      12620 | PA      | $12429.15      | 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        |       3070 | PA      | $3128.10       | 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        |      23248 | PA      | $24417.32      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 361405                      | CUSIP: 36203WNW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2133 | PA      | $2163.91       | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 602768                      | CUSIP: 36200JTZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36553 | PA      | $39114.83      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 620478                      | CUSIP: 36290XJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36386 | PA      | $37644.21      | 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        |     103597 | PA      | $95183.59      | 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        |     215091 | PA      | $221606.12     | 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        |    1169323 | PA      | $1074450.66    | 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        |       1640 | PA      | $1730.19       | 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        |      17606 | PA      | $17668.59      | 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        |       7648 | PA      | $7777.10       | 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        |       4779 | PA      | $4750.48       | 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        |       7692 | PA      | $7782.56       | 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        |     415358 | PA      | $397723.56     | 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        |    2963728 | PA      | $2739913.08    | 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        |      18964 | PA      | $18340.57      | 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        |       8676 | PA      | $8899.62       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 501310                      | CUSIP: 36210S3T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16268 | PA      | $16294.33      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 701857                      | CUSIP: 36296UWS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1039961 | PA      | $1067636.54    | 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        |     177125 | PA      | $179675.94     | 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        |     101962 | PA      | $105445.84     | 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        |   77038192 | PA      | $74526068.69   | 0.44%             | 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        |      40496 | PA      | $40605.93      | 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        |     178089 | PA      | $182227.65     | 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        |      53842 | PA      | $54046.31      | 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        |     241728 | PA      | $243424.66     | 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        |      86568 | PA      | $83649.39      | 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        |    9087574 | PA      | $9144880.56    | 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        |     341113 | PA      | $352910.87     | 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        |       6173 | PA      | $6407.15       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BT4463                      | CUSIP: 3140LS5Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1023360 | PA      | $960490.10     | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 616015                      | CUSIP: 36290SK42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     493890 | PA      | $524328.59     | 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        |       6590 | PA      | $6658.59       | 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        |      45243 | PA      | $45924.19      | 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        |       2316 | PA      | $2374.85       | 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        |       2161 | PA      | $2043.85       | 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        |     217670 | PA      | $219295.03     | 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        |    2768300 | PA      | $2835819.35    | 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        |     524296 | PA      | $572134.79     | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 672583                      | CUSIP: 36295KFY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75953 | PA      | $79730.76      | 0.00%             | 2038-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 719395                      | CUSIP: 3620A5GC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9134 | PA      | $9414.67       | 0.00%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473539                      | CUSIP: 36209KBG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11720 | PA      | $11827.37      | 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        |      12001 | PA      | $11971.51      | 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        |       4836 | PA      | $4845.54       | 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        |       7797 | PA      | $7823.25       | 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        |    2142696 | PA      | $2023869.28    | 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        |      61756 | PA      | $63381.87      | 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        |      61568 | PA      | $61093.00      | 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        |      68013 | PA      | $69127.05      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 662560                      | CUSIP: 36294XB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25733 | PA      | $27847.47      | 0.00%             | 2037-08-15      | 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        |    3975306 | PA      | $3652675.84    | 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        |     227089 | PA      | $234869.30     | 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        |        858 | PA      | $869.85        | 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        |       6435 | PA      | $6647.90       | 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        |     385267 | PA      | $356026.64     | 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        |      18499 | PA      | $19133.57      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491344                      | CUSIP: 36210FZH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        513 | PA      | $519.73        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 575475                      | CUSIP: 36200XJU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6294 | PA      | $6272.27       | 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        |   18507119 | PA      | $17815174.46   | 0.11%             | 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        |     249568 | PA      | $243483.19     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 588376                      | CUSIP: 36201NT91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1023 | PA      | $1045.18       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 683024                      | CUSIP: 36295WYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53549 | PA      | $54532.63      | 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        |      40521 | PA      | $40703.48      | 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        |       4357 | PA      | $4337.76       | 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        |      34782 | PA      | $34603.88      | 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        |      13297 | PA      | $14229.54      | 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        |       6771 | PA      | $7021.81       | 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        |      88582 | PA      | $93223.81      | 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        |      20357 | PA      | $21147.95      | 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        |      46526 | PA      | $44461.15      | 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        |     134566 | PA      | $139180.75     | 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        |       1833 | PA      | $1807.51       | 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        |      35807 | PA      | $35957.69      | 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        |      39543 | PA      | $37309.90      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490168                      | CUSIP: 36210EQV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5839 | PA      | $6181.03       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                | FHR 5228 DG                    | CUSIP: 3137H7U76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10329865 | PA      | $9975254.86    | 0.06%             | 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        |     769132 | PA      | $790177.04     | 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        |       2076 | PA      | $2164.57       | 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        |       1716 | PA      | $1737.00       | 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        |      71244 | PA      | $71777.02      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470119                      | CUSIP: 36209FG45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5934 | PA      | $5976.12       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AU0797                      | CUSIP: 36194M3E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1432242 | PA      | $1378911.14    | 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        |     120336 | PA      | $113908.05     | 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        |     137335 | PA      | $141571.62     | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 745970                      | CUSIP: 3620C1W77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26151 | PA      | $26041.30      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 620144                      | CUSIP: 36290W5D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62227 | PA      | $63019.32      | 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        |     189344 | PA      | $188554.81     | 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        |      24654 | PA      | $25965.76      | 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        |      64533 | PA      | $67557.05      | 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        |     401571 | PA      | $366586.79     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 702758                      | CUSIP: 36296VWT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95871 | PA      | $97713.77      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 765884                      | CUSIP: 36176GUH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71006 | PA      | $70821.88      | 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        |     123106 | PA      | $125553.19     | 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        |      63744 | PA      | $63908.41      | 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        |      28042 | PA      | $28284.42      | 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        |      18461 | PA      | $18847.56      | 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        |       9523 | PA      | $9590.60       | 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        |        423 | PA      | $440.07        | 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        |      12390 | PA      | $12547.25      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 493675                      | CUSIP: 36210JMY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2402 | PA      | $2426.27       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 553292                      | CUSIP: 36213FUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85737 | PA      | $90315.93      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676710                      | CUSIP: 36295PYF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31755 | PA      | $32924.03      | 0.00%             | 2038-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 619830                      | CUSIP: 36290WST0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12473 | PA      | $12474.96      | 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        |      37343 | PA      | $39621.58      | 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        |      64244 | PA      | $65964.51      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 691347                      | CUSIP: 36296HBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132269 | PA      | $138845.17     | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 699456                      | CUSIP: 36296SBZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192490 | PA      | $192837.00     | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 736154                      | CUSIP: 3620APZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87216 | PA      | $87814.54      | 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        |      78528 | PA      | $81051.06      | 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        |  237054248 | PA      | $211718933.09  | 1.25%             | 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        |     262322 | PA      | $267674.78     | 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        |      39223 | PA      | $39985.16      | 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        |       7365 | PA      | $7442.88       | 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        |       6388 | PA      | $6388.48       | 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        |      85360 | PA      | $90570.20      | 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        |       1103 | PA      | $1116.76       | 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        |       1971 | PA      | $2024.06       | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 693186                      | CUSIP: 36296KCX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121703 | PA      | $124092.20     | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08666                      | CUSIP: 3128MJW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25087 | PA      | $23312.11      | 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        |       5032 | PA      | $4950.34       | 0.00%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 746108                      | CUSIP: 3620C13R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67152 | PA      | $67604.55      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 591330                      | CUSIP: 36201R4P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12514 | PA      | $12568.50      | 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        |      35585 | PA      | $36281.68      | 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        |       2840 | PA      | $2912.93       | 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        |      31661 | PA      | $31996.74      | 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        |   15177324 | PA      | $14565579.64   | 0.09%             | 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        |    7427425 | PA      | $7407540.49    | 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        |      16241 | PA      | $16387.15      | 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        |      19992 | PA      | $20143.68      | 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        |     102488 | PA      | $106001.93     | 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        |     407900 | PA      | $424540.74     | 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        |        793 | PA      | $783.24        | 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        |      52249 | PA      | $55620.02      | 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        |      42674 | PA      | $42546.28      | 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        |      21282 | PA      | $21423.48      | 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        |      11862 | PA      | $11472.79      | 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        |      20613 | PA      | $20326.91      | 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        |       8649 | PA      | $8457.12       | 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        |       7580 | PA      | $7733.77       | 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        |      12953 | PA      | $13029.68      | 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        |     308669 | PA      | $316962.54     | 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        |       6369 | PA      | $6706.02       | 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        |      22075 | PA      | $22967.08      | 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        |    1606914 | PA      | $1554769.89    | 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        |      71969 | PA      | $74427.70      | 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        |       8240 | PA      | $8653.82       | 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        |       5544 | PA      | $5934.44       | 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        |        833 | PA      | $890.48        | 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        |       8984 | PA      | $9053.48       | 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        |       4321 | PA      | $4205.21       | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 745245                      | CUSIP: 3620C05E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49036 | PA      | $50024.88      | 0.00%             | 2025-07-15      | 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        |       4138 | PA      | $4228.45       | 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        |       4353 | PA      | $4487.17       | 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        |       6614 | PA      | $6651.69       | 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        |    1409174 | PA      | $1294442.58    | 0.01%             | 2043-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 363811                      | CUSIP: 36204ADQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         45 | PA      | $45.17         | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 711551                      | CUSIP: 36297GQC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20864502 | PA      | $20808643.57   | 0.12%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 449877                      | CUSIP: 36208FXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         69 | PA      | $68.78         | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 673755                      | CUSIP: 36295LQG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68532 | PA      | $70073.91      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 467993                      | CUSIP: 36209C3A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1913 | PA      | $1934.88       | 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        |      18290 | PA      | $18912.66      | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 2018                        | CUSIP: 36202CG31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        354 | PA      | $352.41        | 0.00%             | 2025-06-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473611                      | CUSIP: 36209KDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3052 | PA      | $2951.02       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 646865                      | CUSIP: 36292ETW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4403 | PA      | $4530.15       | 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        |      19727 | PA      | $20396.32      | 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        |     115109 | PA      | $119018.58     | 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        |      58010 | PA      | $56615.74      | 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        |       2482 | PA      | $2502.06       | 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        |     116568 | PA      | $119260.50     | 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        |      43764 | PA      | $43345.09      | 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        |     339434 | PA      | $346953.48     | 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        |      87321 | PA      | $85711.35      | 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        |  175191284 | PA      | $151638935.46  | 0.90%             | 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        |      52654 | PA      | $54177.63      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 489976                      | CUSIP: 36210EJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11659 | PA      | $11664.58      | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 569452                      | CUSIP: 36200QTH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4028 | PA      | $4075.50       | 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        |     273689 | PA      | $282167.16     | 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        |      14928 | PA      | $15945.87      | 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        |     588143 | PA      | $605692.06     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 594333                      | CUSIP: 36201VHJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2971 | PA      | $3032.08       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 481895                      | CUSIP: 36209UKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2128 | PA      | $2149.01       | 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        |       9700 | PA      | $9993.04       | 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        |    1842610 | PA      | $1765930.52    | 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        |      19638 | PA      | $20933.39      | 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        |       5493 | PA      | $5629.54       | 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        |     105499 | PA      | $109152.50     | 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        |     195673 | PA      | $186715.07     | 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        |      36671 | PA      | $37941.14      | 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        |        356 | PA      | $352.96        | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 541551                      | CUSIP: 36212RTG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        158 | PA      | $152.38        | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 663130                      | CUSIP: 36294XVX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70988 | PA      | $72395.26      | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490926                      | CUSIP: 36210FLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25694 | PA      | $25450.22      | 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        |     204859 | PA      | $203974.77     | 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        |       5817 | PA      | $5790.57       | 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        |    1125364 | PA      | $1122350.61    | 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        |     115267 | PA      | $118498.53     | 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        |     223622 | PA      | $231298.12     | 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        |      46414 | PA      | $47479.47      | 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        |       2781 | PA      | $2804.66       | 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        |      30479 | PA      | $31534.90      | 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        |      75390 | PA      | $75801.07      | 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        |       4956 | PA      | $4967.56       | 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        |     270975 | PA      | $288268.29     | 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        |      96649 | PA      | $98656.53      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8425                      | CUSIP: 36179XLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  193708076 | PA      | $183175121.45  | 1.08%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08726                      | CUSIP: 3128MJYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     126919 | PA      | $117562.63     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL4324                      | CUSIP: 3138ELYW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     123781 | PA      | $132090.81     | 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        |       7705 | PA      | $8244.86       | 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        |      16410 | PA      | $16557.55      | 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        |      26153 | PA      | $27421.54      | 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        |     251128 | PA      | $254223.35     | 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        |      24297 | PA      | $24273.57      | 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        |       9149 | PA      | $9347.85       | 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        |      67321 | PA      | $69625.10      | 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        |     243455 | PA      | $241731.17     | 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        |     394202 | PA      | $403848.64     | 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        |      55404 | PA      | $57347.16      | 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        |      44368 | PA      | $42925.74      | 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        |     117100 | PA      | $121653.33     | 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        |       6593 | PA      | $6692.08       | 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        |     138042 | PA      | $126799.74     | 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        |     107489 | PA      | $112499.52     | 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        |     605851 | PA      | $601566.89     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 378326                      | CUSIP: 36204SHB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2915 | PA      | $2870.33       | 0.00%             | 2024-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473845                      | CUSIP: 36209KL22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1777 | PA      | $1780.05       | 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        |     122504 | PA      | $130504.86     | 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        |       8376 | PA      | $8461.42       | 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        |        479 | PA      | $502.76        | 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        |      86224 | PA      | $86957.66      | 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        |     249249 | PA      | $254950.27     | 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        |     340648 | PA      | $339370.63     | 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        |      78697 | PA      | $78367.05      | 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        |       3053 | PA      | $3189.83       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 510882                      | CUSIP: 36211ERB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5467 | PA      | $5741.88       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 371909                      | CUSIP: 36204KDN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        106 | PA      | $107.88        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 556223                      | CUSIP: 36213J4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59525 | PA      | $63746.92      | 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        |     137196 | PA      | $141232.32     | 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        |      56969 | PA      | $59147.87      | 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        |      24374 | PA      | $24796.70      | 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        |      13351 | PA      | $13472.45      | 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        |       7667 | PA      | $7414.22       | 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        |      22809 | PA      | $23394.42      | 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        |      58981 | PA      | $62635.98      | 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        |      30422 | PA      | $31462.77      | 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        |     182902 | PA      | $169988.41     | 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        |      40151 | PA      | $40268.42      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 507605                      | CUSIP: 36211A3N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4581 | PA      | $4523.71       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 641757                      | CUSIP: 36291X5S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     336022 | PA      | $361543.85     | 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        |     649061 | PA      | $643157.56     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q25849                      | CUSIP: 3132M6EW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.03          | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 345960                      | CUSIP: 36203DJD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        819 | PA      | $815.97        | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 600256                      | CUSIP: 36200FZV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64958 | PA      | $69514.34      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 351438                      | CUSIP: 36203KLT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1974 | PA      | $1971.82       | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 595829                      | CUSIP: 36200A4N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     436392 | PA      | $446127.82     | 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        |      42365 | PA      | $45600.32      | 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        |     130740 | PA      | $128582.77     | 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        |     105633 | PA      | $111282.43     | 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        |     566267 | PA      | $526149.34     | 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        |     149258 | PA      | $144098.43     | 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        |       4988 | PA      | $5046.73       | 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        |       1095 | PA      | $1095.13       | 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        |       1799 | PA      | $1739.81       | 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        |     471985 | PA      | $467062.39     | 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        |     424399 | PA      | $396513.55     | 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        |     185283 | PA      | $185915.31     | 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        |      54659 | PA      | $56344.22      | 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        |     161055 | PA      | $160278.55     | 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        |        203 | PA      | $205.73        | 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        |     153167 | PA      | $140784.03     | 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        |     783694 | PA      | $849198.71     | 0.01%             | 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        |      37073 | PA      | $37640.50      | 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        |       1306 | PA      | $1284.53       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 354692                      | CUSIP: 36203N7D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         23 | PA      | $22.18         | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 796894                      | CUSIP: 36177RUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     187544 | PA      | $180918.40     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 661814                      | CUSIP: 36294WGX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30137 | PA      | $29411.18      | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 672087                      | CUSIP: 36295JUL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18257 | PA      | $18660.81      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 652747                      | CUSIP: 36292MEU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17790 | PA      | $18119.77      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 677094                      | CUSIP: 36295QGB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21260 | PA      | $21791.25      | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD7574                      | CUSIP: 36180KMX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     272408 | PA      | $263839.26     | 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        |       4708 | PA      | $4755.51       | 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        |       1889 | PA      | $1871.08       | 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        |  175019073 | PA      | $156651066.64  | 0.93%             | 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        |      25052 | PA      | $25555.24      | 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        |      34863 | PA      | $34884.61      | 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        |     528656 | PA      | $527240.26     | 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        |    2991440 | PA      | $2805695.58    | 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        |      53971 | PA      | $53882.38      | 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        |   98765985 | PA      | $97644427.70   | 0.58%             | 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        |     124819 | PA      | $128490.60     | 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        |     119426 | PA      | $113005.10     | 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        |      10782 | PA      | $10886.54      | 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        |       2535 | PA      | $2510.61       | 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        |       3355 | PA      | $3375.59       | 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        |     145221 | PA      | $152743.95     | 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        |      48599 | PA      | $47110.58      | 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        |      34476 | PA      | $35658.81      | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470465                      | CUSIP: 36209FTW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1029 | PA      | $1047.29       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4721                      | CUSIP: 36179TG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5816 | PA      | $5874.39       | 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        |      13919 | PA      | $13803.28      | 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        |     404817 | PA      | $378286.93     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 664607                      | CUSIP: 36295AKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45113 | PA      | $45995.21      | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 271948                      | CUSIP: 36220ABR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14677 | PA      | $15072.82      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 589160                      | CUSIP: 36201PQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7454 | PA      | $7466.09       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5334                        | CUSIP: 36202F4T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6083 | PA      | $6380.60       | 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        |    1985697 | PA      | $1842488.12    | 0.01%             | 2031-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 366766                      | CUSIP: 36204DMP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         76 | PA      | $76.26         | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB0670                      | CUSIP: 36178KW76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     336346 | PA      | $310474.06     | 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        |      74166 | PA      | $67256.98      | 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        |      51411 | PA      | $51367.65      | 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        |      34124 | PA      | $35597.71      | 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        |      69377 | PA      | $71771.14      | 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        |      21861 | PA      | $21646.02      | 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        |      87638 | PA      | $87762.43      | 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        |    2457750 | PA      | $2377282.52    | 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      | $1772441.34    | 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        |     363706 | PA      | $358696.01     | 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        |     210588 | PA      | $201509.44     | 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        |      64398 | PA      | $64414.48      | 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        |       2459 | PA      | $2505.61       | 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        |     198186 | PA      | $189686.23     | 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        |      11621 | PA      | $11671.10      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 503398                      | CUSIP: 36210VGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2821 | PA      | $2851.11       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AL4202                      | CUSIP: 36184AU31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     480219 | PA      | $450607.55     | 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        |       8826 | PA      | $9118.89       | 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        |     248719 | PA      | $267273.49     | 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        |      29936 | PA      | $28323.12      | 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        |       3344 | PA      | $3388.91       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 578397                      | CUSIP: 36201BRS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2356 | PA      | $2435.65       | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 608403                      | CUSIP: 36202S3L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12183 | PA      | $12153.04      | 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        |      50120 | PA      | $49765.39      | 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        |      13612 | PA      | $14634.87      | 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        |     136541 | PA      | $134981.87     | 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        |     163322 | PA      | $167835.32     | 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        |    2901152 | PA      | $2852520.29    | 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        |      59504 | PA      | $61917.67      | 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        |     161293 | PA      | $151498.26     | 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        |      74804 | PA      | $77392.63      | 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        |    1935549 | PA      | $1808646.65    | 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        |       6163 | PA      | $6337.02       | 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        |     409180 | PA      | $416004.14     | 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        |       8999 | PA      | $9134.42       | 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        |     521585 | PA      | $504565.81     | 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        |      90110 | PA      | $87187.44      | 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        |    3893960 | PA      | $3863220.31    | 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        |      12777 | PA      | $13318.59      | 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        |      41129 | PA      | $41356.83      | 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        |       6598 | PA      | $6591.81       | 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        |     354915 | PA      | $369925.52     | 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        |    3483320 | PA      | $3559198.39    | 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        |      36241 | PA      | $38040.42      | 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        |       2842 | PA      | $2814.45       | 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        |       4076 | PA      | $4063.00       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 376791                      | CUSIP: 36204QRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         67 | PA      | $66.45         | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 496718                      | CUSIP: 36210MYP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27238 | PA      | $27571.46      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 634341                      | CUSIP: 36291PWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3912 | PA      | $3900.58       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 485312                      | CUSIP: 36209YDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1664 | PA      | $1660.44       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 471629                      | CUSIP: 36209G4N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1111 | PA      | $1106.78       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 705324                      | CUSIP: 36296YSM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50620 | PA      | $51382.60      | 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        |     349672 | PA      | $321205.11     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 484866                      | CUSIP: 36209XTX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6197 | PA      | $6508.56       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 622104                      | CUSIP: 36291ADH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        960 | PA      | $989.20        | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 604507                      | CUSIP: 36200MR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23105 | PA      | $23893.15      | 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        |     325963 | PA      | $336230.70     | 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        |       5880 | PA      | $6178.00       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 674399                      | CUSIP: 36295MGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76101 | PA      | $76124.09      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AJ8913                      | CUSIP: 36183E3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2494389 | PA      | $2484665.59    | 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        |       1243 | PA      | $1258.64       | 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        |      11796 | PA      | $11661.24      | 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        |      85521 | PA      | $85508.98      | 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        |      43359 | PA      | $44600.13      | 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        |      35351 | PA      | $35681.88      | 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        |    1639825 | PA      | $1636813.38    | 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        |      10801 | PA      | $11349.97      | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AI6881                      | CUSIP: 36198TUE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     668297 | PA      | $624368.85     | 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        |      16267 | PA      | $17358.02      | 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        |       8363 | PA      | $8474.47       | 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        |       5756 | PA      | $5755.77       | 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        |      19294 | PA      | $19906.35      | 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        |     916223 | PA      | $841713.09     | 0.00%             | 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        |       4322 | PA      | $4404.13       | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 345128                      | CUSIP: 36203CLH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2315 | PA      | $2259.46       | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 635390                      | CUSIP: 36291Q2X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79697 | PA      | $83124.26      | 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        |     152398 | PA      | $158369.96     | 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        |     264837 | PA      | $274002.79     | 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        |     302231 | PA      | $302189.34     | 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        |      99626 | PA      | $102534.28     | 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        |    2188109 | PA      | $2109599.46    | 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        |        969 | PA      | $980.38        | 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        |      40265 | PA      | $41645.93      | 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        |      20054 | PA      | $20121.45      | 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        |       1996 | PA      | $2077.89       | 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        |      14679 | PA      | $14680.65      | 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        |        244 | PA      | $246.79        | 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        |       2423 | PA      | $2476.21       | 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        |        534 | PA      | $537.02        | 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        |      15522 | PA      | $15637.59      | 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        |     101138 | PA      | $94986.29      | 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        |      26886 | PA      | $27217.70      | 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        |      53364 | PA      | $56018.10      | 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        |     238280 | PA      | $245933.90     | 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        |      22122 | PA      | $22150.43      | 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        |     741748 | PA      | $739761.94     | 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        |     300095 | PA      | $312442.44     | 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        |      53600 | PA      | $49457.63      | 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        |      65070 | PA      | $63531.25      | 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        |        327 | PA      | $327.32        | 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        |      42057 | PA      | $39053.51      | 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        |      21611 | PA      | $21445.61      | 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        |     183155 | PA      | $183127.71     | 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        |      37854 | PA      | $38727.78      | 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        |      25564 | PA      | $21616.78      | 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        |      48725 | PA      | $50897.04      | 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        |      19438 | PA      | $20056.52      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 480092                      | CUSIP: 36209SKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4411 | PA      | $4404.80       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 487224                      | CUSIP: 36210BG90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         83 | PA      | $85.93         | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 551554                      | CUSIP: 36213DWP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2034 | PA      | $2074.83       | 0.00%             | 2031-07-15      | 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        |      13115 | PA      | $13801.24      | 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        |       1209 | PA      | $1259.17       | 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        |     119341 | PA      | $123877.37     | 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        |       3245 | PA      | $3355.94       | 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        |    1560408 | PA      | $1476669.84    | 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        |       1019 | PA      | $1069.66       | 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        |     252276 | PA      | $260896.92     | 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        |       5369 | PA      | $5355.83       | 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        |       3205 | PA      | $3263.75       | 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        |      20681 | PA      | $21038.73      | 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        |     155970 | PA      | $159025.21     | 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        |       2631 | PA      | $2682.09       | 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        |     187777 | PA      | $195484.08     | 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        |       6066 | PA      | $6360.30       | 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        |       7034 | PA      | $7134.97       | 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        |      25830 | PA      | $26224.33      | 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        |        663 | PA      | $649.45        | 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        |       6764 | PA      | $7125.55       | 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        |       2743 | PA      | $2734.42       | 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        |      33672 | PA      | $35656.74      | 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        |      90972 | PA      | $93514.37      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA5827                      | CUSIP: 36178DPL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77499 | PA      | $76441.80      | 0.00%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 637329                      | CUSIP: 36291TA65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90876 | PA      | $91415.78      | 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        |       2172 | PA      | $2103.07       | 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        |     340049 | PA      | $356193.07     | 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        |      26429 | PA      | $24290.73      | 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        |      21423 | PA      | $19772.69      | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 753595                      | CUSIP: 36230M7G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     410399 | PA      | $400533.42     | 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        |      11564 | PA      | $11707.92      | 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        |     120060 | PA      | $120203.42     | 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        |      38929 | PA      | $39398.35      | 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        |      13623 | PA      | $14089.60      | 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        |     133493 | PA      | $137278.93     | 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        |    2057649 | PA      | $1889986.53    | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 471589                      | CUSIP: 36209G2W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6070 | PA      | $5827.76       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 550534                      | CUSIP: 36213CSX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     285035 | PA      | $293192.59     | 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        |      33148 | PA      | $34283.77      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490150                      | CUSIP: 36210EQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5944 | PA      | $6029.54       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 626958                      | CUSIP: 36291FQK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1024841 | PA      | $941662.07     | 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        |    1445163 | PA      | $1394653.90    | 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        |       4895 | PA      | $4940.64       | 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        |     495221 | PA      | $512139.64     | 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        |       6263 | PA      | $6320.73       | 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        |       9187 | PA      | $9190.58       | 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        |     265681 | PA      | $263799.85     | 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        |       3603 | PA      | $3641.23       | 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        |     487927 | PA      | $499276.40     | 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        |     101343 | PA      | $101004.06     | 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        |      86690 | PA      | $87023.12      | 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        |       5236 | PA      | $5172.84       | 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        |     141473 | PA      | $147650.47     | 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        |      24762 | PA      | $25429.31      | 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        |      37806 | PA      | $38469.90      | 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        |       4028 | PA      | $4036.63       | 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        |      81989 | PA      | $83377.25      | 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        |        990 | PA      | $1059.35       | 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        |      61624 | PA      | $64276.83      | 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        |      35311 | PA      | $36132.44      | 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        |     274993 | PA      | $284728.47     | 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        |       9187 | PA      | $9559.71       | 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        |       5576 | PA      | $5513.14       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 354790                      | CUSIP: 36203PC35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6004 | PA      | $5898.75       | 0.00%             | 2024-04-15      | 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        |     103396 | PA      | $102671.00     | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 671167                      | CUSIP: 36295HTY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25991 | PA      | $26699.52      | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 616262                      | CUSIP: 36290STT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56257 | PA      | $56205.75      | 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        |     292582 | PA      | $296747.07     | 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        |     188834 | PA      | $187934.00     | 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        |      19675 | PA      | $19854.75      | 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        |        942 | PA      | $994.17        | 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        |     187951 | PA      | $193019.07     | 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        |      28559 | PA      | $30212.02      | 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        |      29750 | PA      | $29751.45      | 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        |       2949 | PA      | $2974.89       | 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        |       3539 | PA      | $3551.81       | 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        |       1225 | PA      | $1240.80       | 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        |     822298 | PA      | $820169.81     | 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        |       8377 | PA      | $8733.70       | 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        |      32810 | PA      | $31767.13      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 777305                      | CUSIP: 36176VKS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     205227 | PA      | $198526.53     | 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        |      24123 | PA      | $25133.97      | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490597                      | CUSIP: 36210E7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14438 | PA      | $14508.84      | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 382417                      | CUSIP: 36204WYN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        723 | PA      | $720.34        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6864                      | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  266525728 | PA      | $230699046.06  | 1.36%             | 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        |     126480 | PA      | $129214.83     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 385433                      | CUSIP: 36205BEE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        148 | PA      | $147.38        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 484824                      | CUSIP: 36209XSM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1701 | PA      | $1786.55       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464376                      | CUSIP: 36208X2H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1528 | PA      | $1541.15       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 592678                      | CUSIP: 36201TM38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2653 | PA      | $2848.73       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 730930                      | CUSIP: 3620AJA74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90923 | PA      | $91537.00      | 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        |      47288 | PA      | $49369.73      | 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        |      36680 | PA      | $38639.17      | 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        |      13681 | PA      | $13740.47      | 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        |       1420 | PA      | $1441.38       | 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        |       6726 | PA      | $6756.82       | 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        |      95210 | PA      | $94524.36      | 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        |      27630 | PA      | $27639.54      | 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        |      38984 | PA      | $41364.45      | 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        |      44537 | PA      | $45087.05      | 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        |     150985 | PA      | $155320.90     | 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        |    5386071 | PA      | $5642697.05    | 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        |       5233 | PA      | $5214.96       | 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        |      24823 | PA      | $25361.04      | 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        |      10895 | PA      | $10853.13      | 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        |      40582 | PA      | $40902.91      | 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        |      75589 | PA      | $78851.79      | 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        |     142977 | PA      | $135071.46     | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 482835                      | CUSIP: 36209VLQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1689 | PA      | $1692.20       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 598680                      | CUSIP: 36200ECR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83612 | PA      | $86478.35      | 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        |      29549 | PA      | $30559.54      | 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        |      52067 | PA      | $53693.55      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470292                      | CUSIP: 36209FNH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5949 | PA      | $5987.29       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 400142                      | CUSIP: 36205TP31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2865 | PA      | $2886.46       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB9206                      | CUSIP: 36178WGP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25609 | PA      | $24193.41      | 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        |      10966 | PA      | $10803.95      | 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        |        189 | PA      | $190.28        | 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        |       2658 | PA      | $2675.54       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 505573                      | CUSIP: 36210XT64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1287 | PA      | $1287.56       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 505614                      | CUSIP: 36210XVF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1043 | PA      | $1048.23       | 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        |       9299 | PA      | $8584.46       | 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        |      49815 | PA      | $48249.40      | 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        |      82693 | PA      | $84343.90      | 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        |     214240 | PA      | $195589.86     | 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        |      96676 | PA      | $96994.03      | 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        |      45624 | PA      | $44041.45      | 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        |      64171 | PA      | $66370.10      | 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        |     137469 | PA      | $126893.57     | 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        |   15086044 | PA      | $14074066.57   | 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        |        683 | PA      | $688.99        | 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        |     377103 | PA      | $390676.66     | 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        |      21861 | PA      | $22114.48      | 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        |       3893 | PA      | $3942.04       | 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        |      18644 | PA      | $19445.45      | 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        |      59241 | PA      | $60085.15      | 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        |      38784 | PA      | $39521.41      | 0.00%             | 2036-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 377743                      | CUSIP: 36204RS82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        743 | PA      | $752.76        | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 686896                      | CUSIP: 36296CC99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79565 | PA      | $82296.13      | 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        |       2178 | PA      | $2307.67       | 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        |      46083 | PA      | $50194.22      | 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        |     419571 | PA      | $406044.58     | 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        |        270 | PA      | $266.75        | 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        |        795 | PA      | $822.15        | 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        |     446696 | PA      | $428063.57     | 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        |       1158 | PA      | $1165.73       | 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        |   40091565 | PA      | $36810423.32   | 0.22%             | 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        |      25883 | PA      | $25049.69      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 383504                      | CUSIP: 36204YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        162 | PA      | $162.04        | 0.00%             | 2024-03-15      | 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        |      65030 | PA      | $63311.42      | 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        |      83393 | PA      | $85252.59      | 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        |        402 | PA      | $402.91        | 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        |      73576 | PA      | $74509.56      | 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        |      98472 | PA      | $105363.15     | 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        |    9176041 | PA      | $8341099.77    | 0.05%             | 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        |      98288 | PA      | $100359.43     | 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        |      13767 | PA      | $13840.02      | 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        |        789 | PA      | $763.26        | 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        |     131360 | PA      | $134891.92     | 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        |      68894 | PA      | $73441.54      | 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        |      16355 | PA      | $15787.79      | 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        |      12777 | PA      | $12951.59      | 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        |     277547 | PA      | $280244.84     | 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        |      51030 | PA      | $52210.37      | 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        |     101290 | PA      | $107368.63     | 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        |       5751 | PA      | $6167.79       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 674456                      | CUSIP: 36295MH93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13864 | PA      | $14263.17      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605632                      | CUSIP: 36200NY54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1998 | PA      | $2016.11       | 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        |      24843 | PA      | $23927.01      | 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        |       7183 | PA      | $7208.90       | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 488134                      | CUSIP: 36210CHK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8159 | PA      | $8081.47       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464834                      | CUSIP: 36208YLP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5532 | PA      | $5479.77       | 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        |       1421 | PA      | $1444.99       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 370073                      | CUSIP: 36204HCJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        413 | PA      | $411.30        | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 693435                      | CUSIP: 36296KLQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8214 | PA      | $8433.75       | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 591687                      | CUSIP: 36201SJ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3017 | PA      | $3048.92       | 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        |        960 | PA      | $1011.82       | 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        |      26683 | PA      | $27141.05      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2022-24 AH                 | CUSIP: 38383FX73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28418100 | PA      | $25590948.40   | 0.15%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 734611                      | CUSIP: 3620ANDQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     178088 | PA      | $182887.30     | 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        |       7960 | PA      | $7708.93       | 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        |     274754 | PA      | $285289.54     | 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        |        999 | PA      | $1024.56       | 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        |     105593 | PA      | $107704.84     | 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        |     118341 | PA      | $119139.44     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 605809                      | CUSIP: 36201XAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     387801 | PA      | $405315.36     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | GNR 2020-138 LE                | CUSIP: 38382J2C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   55706077 | PA      | $47908206.35   | 0.28%             | 2050-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 643708                      | CUSIP: 36292BDM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115282 | PA      | $119234.95     | 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        |     578564 | PA      | $594067.91     | 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        |      13330 | PA      | $13997.47      | 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        |       3601 | PA      | $3704.80       | 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        |     235279 | PA      | $222203.30     | 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        |        149 | PA      | $150.41        | 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        |       4672 | PA      | $4558.63       | 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        |      79483 | PA      | $81583.29      | 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        |      82401 | PA      | $80659.88      | 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        |       1958 | PA      | $1971.88       | 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        |       5637 | PA      | $5836.00       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 473169                      | CUSIP: 36209JT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9757 | PA      | $9435.79       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737576                      | CUSIP: 3620ARMZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200605 | PA      | $197380.79     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 609686                      | CUSIP: 36202UJ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14063 | PA      | $14502.36      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 595213                      | CUSIP: 36200AGW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        842 | PA      | $886.83        | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 465945                      | CUSIP: 36209ATA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2862 | PA      | $2883.73       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 385237                      | CUSIP: 36205A4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        600 | PA      | $609.11        | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 597343                      | CUSIP: 36200CS89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9644 | PA      | $10171.13      | 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        |        901 | PA      | $907.15        | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 483490                      | CUSIP: 36209WC34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5001 | PA      | $5001.41       | 0.00%             | 2028-10-15      | 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        |      59822 | PA      | $64001.43      | 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        |     441450 | PA      | $400304.77     | 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        |     242081 | PA      | $249850.74     | 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        |        199 | PA      | $219.17        | 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        |        976 | PA      | $921.29        | 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        |      88656 | PA      | $89460.14      | 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        |        522 | PA      | $525.22        | 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        |      68589 | PA      | $72624.55      | 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        |      90623 | PA      | $95459.65      | 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        |       3499 | PA      | $3383.39       | 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        |     233083 | PA      | $229762.40     | 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        |      74360 | PA      | $76935.41      | 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        |      25035 | PA      | $25831.84      | 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        |     104907 | PA      | $107685.91     | 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        |       8144 | PA      | $8626.23       | 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        |      16610 | PA      | $16632.30      | 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        |      24325 | PA      | $25158.80      | 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        |      72365 | PA      | $75893.05      | 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        |     224957 | PA      | $212463.61     | 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        |     255052 | PA      | $249001.65     | 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        |     345585 | PA      | $357425.45     | 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        |       1776 | PA      | $1782.37       | 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        |      27189 | PA      | $26609.20      | 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        |      21405 | PA      | $21200.56      | 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        |     993738 | PA      | $986700.43     | 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        |       6604 | PA      | $6666.79       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QC6156                      | CUSIP: 3133AQZV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1904370 | PA      | $1796287.80    | 0.01%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738316                      | CUSIP: 3620ASGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        219 | PA      | $225.96        | 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        |      51059 | PA      | $53039.14      | 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        |   30816415 | PA      | $25595334.29   | 0.15%             | 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        |      40514 | PA      | $39225.80      | 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        |      12904 | PA      | $13074.96      | 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        |    1802309 | PA      | $1673697.45    | 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        |       1943 | PA      | $1907.36       | 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        |      19114 | PA      | $19508.24      | 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        |      61567 | PA      | $65012.49      | 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        |     134514 | PA      | $123568.48     | 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        |        795 | PA      | $792.24        | 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        |     190513 | PA      | $198078.19     | 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        |      38784 | PA      | $41054.18      | 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        |     114161 | PA      | $114503.94     | 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        |      72200 | PA      | $72027.04      | 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        |     228360 | PA      | $221037.68     | 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        |    1049258 | PA      | $993066.17     | 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        |      16377 | PA      | $16748.41      | 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        |      75751 | PA      | $77407.02      | 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        |       6476 | PA      | $6784.74       | 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        |       3609 | PA      | $3606.08       | 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        |      18671 | PA      | $19311.45      | 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        |       1671 | PA      | $1715.28       | 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        |        361 | PA      | $370.19        | 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        |      13529 | PA      | $14182.41      | 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        |      18752 | PA      | $19331.52      | 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        |      16434 | PA      | $17256.78      | 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        |    1322402 | PA      | $1317564.11    | 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        |      16197 | PA      | $16812.75      | 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        |     103501 | PA      | $107214.87     | 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        |     437867 | PA      | $423357.79     | 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        |      25209 | PA      | $26336.72      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 629495                      | CUSIP: 36291JKG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41758 | PA      | $42734.96      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615251                      | CUSIP: 36290RQC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37100 | PA      | $38338.01      | 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        |      27369 | PA      | $27944.74      | 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        |     795664 | PA      | $765741.35     | 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        |     242585 | PA      | $236598.83     | 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        |       1802 | PA      | $1864.35       | 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        |     191277 | PA      | $184802.99     | 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        |      12651 | PA      | $12626.74      | 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        |      88447 | PA      | $83532.90      | 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        |      11768 | PA      | $11793.35      | 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        |        954 | PA      | $971.28        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 365942                      | CUSIP: 36204CP39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3877 | PA      | $3770.98       | 0.00%             | 2023-11-15      | 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        |      81952 | PA      | $77524.96      | 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        |      46036 | PA      | $45913.88      | 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        |      34878 | PA      | $35614.74      | 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        |        676 | PA      | $679.50        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 366398                      | CUSIP: 36204C7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        102 | PA      | $101.90        | 0.00%             | 2024-01-15      | 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        |       9027 | PA      | $9584.64       | 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        |      24339 | PA      | $25610.49      | 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        |     163091 | PA      | $153076.53     | 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        |      25217 | PA      | $26104.61      | 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        |       9452 | PA      | $9506.02       | 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        |      19252 | PA      | $19532.20      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490662                      | CUSIP: 36210FB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1794 | PA      | $1854.36       | 0.00%             | 2028-10-15      | 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        |       5768 | PA      | $5946.19       | 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        |      44351 | PA      | $45939.47      | 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        |     266109 | PA      | $286290.70     | 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        |       4404 | PA      | $4701.82       | 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        |     578345 | PA      | $568730.90     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676764                      | CUSIP: 36295PZ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56661 | PA      | $58331.17      | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 659714                      | CUSIP: 36294T3X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9983 | PA      | $10425.73      | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4617                        | CUSIP: 36202FDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60714 | PA      | $62035.89      | 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        |       9457 | PA      | $9556.87       | 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        |      30603 | PA      | $30661.31      | 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        |      59011 | PA      | $61027.37      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 368364                      | CUSIP: 36204FFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        538 | PA      | $536.55        | 0.00%             | 2024-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AE1888                      | CUSIP: 36180UCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97297 | PA      | $90015.65      | 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        |    1643084 | PA      | $1574501.83    | 0.01%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 565466                      | CUSIP: 36213VFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26116 | PA      | $25823.00      | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 3427                        | CUSIP: 36202DYY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79174 | PA      | $82375.81      | 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        |      18072 | PA      | $17856.41      | 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        |       8778 | PA      | $8992.57       | 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        |       3211 | PA      | $2778.63       | 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        |      46797 | PA      | $47713.85      | 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        |      32476 | PA      | $31330.12      | 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        |      83009 | PA      | $82676.14      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 659731                      | CUSIP: 36294T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37505 | PA      | $39169.34      | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 765131                      | CUSIP: 36176FY44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1339857 | PA      | $1369651.89    | 0.01%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 574450                      | CUSIP: 36200WEX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1335 | PA      | $1413.18       | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD7350                      | CUSIP: 36180KEX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     208903 | PA      | $202404.57     | 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        |      32225 | PA      | $33825.78      | 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        |       7747 | PA      | $8012.82       | 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        |       1655 | PA      | $1690.19       | 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        |      56238 | PA      | $56890.93      | 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        |      20347 | PA      | $20461.41      | 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        |      12722 | PA      | $12575.86      | 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        |     180066 | PA      | $185360.60     | 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        |       6630 | PA      | $6904.67       | 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        |      97181 | PA      | $91782.83      | 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        |      10188 | PA      | $10447.10      | 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        |      10085 | PA      | $9749.42       | 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        |     124367 | PA      | $120364.64     | 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        |       5779 | PA      | $5888.65       | 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        |      73920 | PA      | $78015.58      | 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        |    2581289 | PA      | $2300437.77    | 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        |      67817 | PA      | $67641.25      | 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        |     194347 | PA      | $196848.09     | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 732429                      | CUSIP: 3620AKVW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15596 | PA      | $15802.95      | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 574319                      | CUSIP: 36200WAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9035 | PA      | $9040.56       | 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        |       3759 | PA      | $3773.72       | 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        |     101075 | PA      | $103723.96     | 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        |    4473516 | PA      | $4109099.45    | 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        |      36114 | PA      | $37697.41      | 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        |     107574 | PA      | $110028.50     | 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        |      46148 | PA      | $47726.81      | 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        |       2703 | PA      | $2700.29       | 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        |     196393 | PA      | $203167.54     | 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        |       2721 | PA      | $2881.82       | 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        |     100164 | PA      | $103960.19     | 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        |      37746 | PA      | $38496.62      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 501884                      | CUSIP: 36210TRD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2182 | PA      | $2291.32       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 666792                      | CUSIP: 36295CXV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3936 | PA      | $3936.60       | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 722767                      | CUSIP: 3620A86C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59774 | PA      | $58327.63      | 0.00%             | 2039-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 457781                      | CUSIP: 36208QRA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10996 | PA      | $11154.09      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 684183                      | CUSIP: 36295YCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10343 | PA      | $10748.78      | 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        |       8581 | PA      | $8507.69       | 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        |      16370 | PA      | $16903.29      | 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        |      13222 | PA      | $13476.28      | 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        |      36513 | PA      | $36425.40      | 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        |      21019 | PA      | $22153.10      | 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        |      15980 | PA      | $15941.33      | 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        |     345357 | PA      | $334088.02     | 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        |       9582 | PA      | $9464.35       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 745185                      | CUSIP: 3620C02S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     208875 | PA      | $212980.76     | 0.00%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 619200                      | CUSIP: 36290V3H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106577 | PA      | $108697.55     | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 590423                      | CUSIP: 36201Q4G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50705 | PA      | $51138.15      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QC6920                      | CUSIP: 3133ARVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      99694 | PA      | $94035.78      | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 646300                      | CUSIP: 36292D7M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        909 | PA      | $948.27        | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 378892                      | CUSIP: 36204S2Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2557 | PA      | $2553.01       | 0.00%             | 2024-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 760443                      | CUSIP: 36176AS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52437 | PA      | $54428.68      | 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        |    5137686 | PA      | $4659767.04    | 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        |     263116 | PA      | $274251.75     | 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        |     123678 | PA      | $116806.93     | 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        |     550068 | PA      | $510577.99     | 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        |      30655 | PA      | $31716.67      | 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        |    4906963 | PA      | $4820348.29    | 0.03%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 607122                      | CUSIP: 36201YPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28747 | PA      | $29714.64      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 612031                      | CUSIP: 36202W4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3900 | PA      | $3888.86       | 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        |      68624 | PA      | $70942.51      | 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        |      38684 | PA      | $37878.11      | 0.00%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476984                      | CUSIP: 36209N2R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2844 | PA      | $2840.98       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 733276                      | CUSIP: 3620ALT95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1689 | PA      | $1693.52       | 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        |      93469 | PA      | $90108.16      | 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        |     106647 | PA      | $106219.56     | 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        |       6379 | PA      | $6699.21       | 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        |     138793 | PA      | $140626.24     | 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        |     354710 | PA      | $323814.32     | 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        |       1059 | PA      | $1067.19       | 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        |      16738 | PA      | $16834.36      | 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        |       8193 | PA      | $8488.69       | 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        |      99223 | PA      | $100049.51     | 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        |      35912 | PA      | $36924.01      | 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        |      77271 | PA      | $74427.66      | 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        |       2656 | PA      | $2639.56       | 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        |     150953 | PA      | $156124.17     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 457141                      | CUSIP: 36208PZE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        923 | PA      | $931.64        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 586809                      | CUSIP: 36201L3S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5818 | PA      | $5987.84       | 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        |     436431 | PA      | $469497.74     | 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        |       2110 | PA      | $2088.12       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464401                      | CUSIP: 36208X3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1169 | PA      | $1171.32       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610857                      | CUSIP: 36202VTN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107867 | PA      | $111544.04     | 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        |      47320 | PA      | $48934.97      | 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        |       5901 | PA      | $6025.29       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 369370                      | CUSIP: 36204GJP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1150 | PA      | $1145.55       | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 630153                      | CUSIP: 36291KBW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6801 | PA      | $6798.65       | 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        |      10663 | PA      | $10565.79      | 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        |       8910 | PA      | $8617.01       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 513759                      | CUSIP: 36211HWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        170 | PA      | $165.85        | 0.00%             | 2029-08-15      | 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        |     449721 | PA      | $478997.08     | 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        |      59643 | PA      | $59014.74      | 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        |       2388 | PA      | $2309.16       | 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        |      37820 | PA      | $37893.68      | 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        |       2334 | PA      | $2349.58       | 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        |       5603 | PA      | $6052.51       | 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        |      61983 | PA      | $59794.19      | 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        |      24378 | PA      | $23496.33      | 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        |      15705 | PA      | $16723.21      | 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        |   10285278 | PA      | $9585951.19    | 0.06%             | 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        |       9487 | PA      | $10153.91      | 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        |      18776 | PA      | $19757.85      | 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        |     261783 | PA      | $261302.74     | 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        |      75561 | PA      | $78979.47      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2SF 2 2/23                    | CUSIP: 21H020626<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 1018440000 | PA      | $880950600.00  | 5.20%             | 2023-02-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 493500                      | CUSIP: 36210JGH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12686 | PA      | $12694.70      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 486788                      | CUSIP: 36210AXR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5132 | PA      | $5198.39       | 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        |      53239 | PA      | $51565.54      | 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        |       3958 | PA      | $4156.55       | 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        |       2489 | PA      | $2614.98       | 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        |     642992 | PA      | $641888.82     | 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        |     129134 | PA      | $133618.86     | 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        |      23921 | PA      | $24755.42      | 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        |       2603 | PA      | $2612.82       | 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        |        993 | PA      | $1004.79       | 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        |       8585 | PA      | $8680.26       | 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        |     231626 | PA      | $230564.99     | 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        |     134310 | PA      | $141287.79     | 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        |     398112 | PA      | $391347.32     | 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        |    4090779 | PA      | $4179866.67    | 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        |      41644 | PA      | $43394.59      | 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        |      68647 | PA      | $71563.01      | 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        |      38436 | PA      | $38333.07      | 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        |      46847 | PA      | $45201.19      | 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        |      33264 | PA      | $33380.09      | 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        |      23231 | PA      | $23060.02      | 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        |      18928 | PA      | $19091.18      | 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        |       3856 | PA      | $3839.22       | 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        |     920632 | PA      | $960676.42     | 0.01%             | 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        |     111586 | PA      | $115396.95     | 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        |     138755 | PA      | $131046.97     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 464784                      | CUSIP: 36208YJ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2140 | PA      | $2132.63       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676126                      | CUSIP: 36295PD74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5429 | PA      | $5431.02       | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA2655                      | CUSIP: 36177Y5Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     211063 | PA      | $199901.73     | 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        |      15929 | PA      | $15402.11      | 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        |    1059483 | PA      | $1021386.50    | 0.01%             | 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        |    4185764 | PA      | $3795744.76    | 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        |        285 | PA      | $290.47        | 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        |     597431 | PA      | $595339.60     | 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        |      41204 | PA      | $41987.92      | 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        |       1404 | PA      | $1497.24       | 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        |     144254 | PA      | $147654.72     | 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        |      74115 | PA      | $76407.71      | 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        |     516495 | PA      | $518478.86     | 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        |     136783 | PA      | $142728.78     | 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        |      58397 | PA      | $59907.63      | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 673052                      | CUSIP: 36295KWM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4139 | PA      | $4147.88       | 0.00%             | 2023-09-15      | 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        |     366176 | PA      | $353788.89     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 671163                      | CUSIP: 36295HTU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8126 | PA      | $8619.34       | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 724248                      | CUSIP: 3620AATD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     440194 | PA      | $471675.54     | 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        |      63011 | PA      | $64309.37      | 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        |      10031 | PA      | $10220.82      | 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        |       6248 | PA      | $6371.92       | 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        |     562227 | PA      | $540429.28     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 672418                      | CUSIP: 36295KAT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20939 | PA      | $21369.89      | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 637727                      | CUSIP: 36291TPL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     211658 | PA      | $212827.86     | 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        |     124687 | PA      | $120739.05     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 741907                      | CUSIP: 3620AWGQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70597 | PA      | $72166.15      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 637334                      | CUSIP: 36291TBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33397 | PA      | $34581.80      | 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        |      25559 | PA      | $25744.05      | 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        |        739 | PA      | $748.82        | 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        |      96615 | PA      | $93413.67      | 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        |       3454 | PA      | $3470.13       | 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        |     433044 | PA      | $397765.41     | 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        |     556419 | PA      | $571333.34     | 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        |      31673 | PA      | $33207.82      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 507762                      | CUSIP: 36211BB78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1927 | PA      | $1944.22       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 550965                      | CUSIP: 36213DCA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1276 | PA      | $1302.37       | 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        |       6277 | PA      | $6330.34       | 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        |     117044 | PA      | $120146.72     | 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        |     518121 | PA      | $500117.80     | 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        |     481413 | PA      | $488652.56     | 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        |      82013 | PA      | $82878.21      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 472266                      | CUSIP: 36209HTX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7109 | PA      | $7108.28       | 0.00%             | 2028-05-15      | 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        |       7977 | PA      | $8249.95       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 740227                      | CUSIP: 3620AULG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3457 | PA      | $3346.04       | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 645009                      | CUSIP: 36292CR63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76187 | PA      | $77925.73      | 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        |       4243 | PA      | $4330.89       | 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        |      13169 | PA      | $13636.54      | 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        |     602142 | PA      | $557936.71     | 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        |      56969 | PA      | $58944.08      | 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        |       1390 | PA      | $1384.54       | 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        |      20564 | PA      | $21352.63      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 433818                      | CUSIP: 36207J4B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1269 | PA      | $1256.97       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 746107                      | CUSIP: 3620C13Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116690 | PA      | $117614.84     | 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        |      69188 | PA      | $68984.65      | 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        |        279 | PA      | $281.22        | 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        |      42751 | PA      | $43554.14      | 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        |      57403 | PA      | $59391.28      | 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        |     189266 | PA      | $174498.40     | 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        |      21453 | PA      | $22008.74      | 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        |       8654 | PA      | $8503.29       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 369700                      | CUSIP: 36204GUZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        926 | PA      | $923.95        | 0.00%             | 2023-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 458864                      | CUSIP: 36208RWZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        418 | PA      | $420.27        | 0.00%             | 2028-02-15      | 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        |      18660 | PA      | $18058.05      | 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        |       3706 | PA      | $3902.38       | 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        |      64279 | PA      | $64305.46      | 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        |      28742 | PA      | $28953.82      | 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        |       7467 | PA      | $7474.40       | 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        |      11585 | PA      | $11618.41      | 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        |     124158 | PA      | $132506.67     | 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        |      80196 | PA      | $80183.90      | 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        |      35480 | PA      | $36826.64      | 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        |      10354 | PA      | $10709.53      | 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        |      43334 | PA      | $45218.52      | 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        |       9371 | PA      | $9445.19       | 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        |     141673 | PA      | $135372.61     | 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        |      18813 | PA      | $19527.81      | 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        |       5448 | PA      | $5503.51       | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 345569                      | CUSIP: 36203C2A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        404 | PA      | $409.95        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08341                      | CUSIP: 3128MJLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40810 | PA      | $41846.11      | 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        |      34798 | PA      | $32925.68      | 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        |       9187 | PA      | $9499.66       | 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        |       1305 | PA      | $1261.67       | 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        |       2642 | PA      | $2675.28       | 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        |    1027729 | PA      | $1055307.51    | 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        |       1043 | PA      | $1044.08       | 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        |      12854 | PA      | $13555.27      | 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        |       6046 | PA      | $6076.21       | 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        |      45934 | PA      | $45796.36      | 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        |     296100 | PA      | $286433.06     | 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        |     328402 | PA      | $317726.59     | 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        |        639 | PA      | $675.32        | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BV9999                      | CUSIP: 3140MQDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1990852 | PA      | $1866985.00    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 478208                      | CUSIP: 36209QGR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5192 | PA      | $5214.60       | 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        |       4198 | PA      | $4341.52       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 770476                      | CUSIP: 36176MXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35285 | PA      | $36058.90      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782818                      | CUSIP: 36241LDX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     304715 | PA      | $312882.52     | 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        |    1348575 | PA      | $1250137.89    | 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        |      39825 | PA      | $40985.67      | 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        |      18966 | PA      | $17579.20      | 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        |    1142145 | PA      | $1104358.05    | 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        |     115439 | PA      | $120082.95     | 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        |      25275 | PA      | $25271.16      | 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        |       3195 | PA      | $3232.19       | 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        |      48373 | PA      | $50029.19      | 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        |     272364 | PA      | $230187.29     | 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        |      16074 | PA      | $16312.66      | 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        |      53615 | PA      | $53390.08      | 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        |    3234811 | PA      | $3035487.19    | 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        |     143948 | PA      | $144011.89     | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 611902                      | CUSIP: 36202WX79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2892 | PA      | $3133.13       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 612739                      | CUSIP: 36202XV87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     169348 | PA      | $169597.00     | 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        |       8522 | PA      | $8745.51       | 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        |      15287 | PA      | $15379.85      | 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        |      41173 | PA      | $41283.36      | 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        |       7027 | PA      | $7267.26       | 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        |      18703 | PA      | $18252.94      | 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        |       1331 | PA      | $1338.76       | 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        |     228047 | PA      | $243255.71     | 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        |      36075 | PA      | $36328.01      | 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        |      14593 | PA      | $14840.58      | 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        |       9167 | PA      | $8826.26       | 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        |      53437 | PA      | $55512.30      | 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        |     284118 | PA      | $299555.14     | 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        |     250199 | PA      | $249529.43     | 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        |     123260 | PA      | $126860.56     | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 483660                      | CUSIP: 36209WJD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30838 | PA      | $32348.98      | 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        |       2364 | PA      | $2467.89       | 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        |      13054 | PA      | $13925.83      | 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        |     259979 | PA      | $251759.82     | 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        |      64321 | PA      | $65113.47      | 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        |       6788 | PA      | $6804.26       | 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        |       5822 | PA      | $5874.04       | 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        |    2323237 | PA      | $2067229.53    | 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        |     684707 | PA      | $689308.28     | 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        |      12457 | PA      | $13276.72      | 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        |    1182250 | PA      | $1095426.55    | 0.01%             | 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        |       3017 | PA      | $3093.76       | 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        |       1131 | PA      | $1141.23       | 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        |      35408 | PA      | $32975.64      | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7648                      | CUSIP: 36179WP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     227855 | PA      | $197200.28     | 0.00%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738019                      | CUSIP: 3620AR4C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25877 | PA      | $26444.27      | 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        |     276862 | PA      | $288231.15     | 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        |     101510 | PA      | $101393.52     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 617841                      | CUSIP: 36290ULW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     723639 | PA      | $761647.08     | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 608754                      | CUSIP: 36202TH74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16547 | PA      | $17113.83      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 579578                      | CUSIP: 36201C2K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5501 | PA      | $5577.86       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 626339                      | CUSIP: 36291EZC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     364991 | PA      | $372513.62     | 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        |      30463 | PA      | $29730.27      | 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        |      10043 | PA      | $10135.94      | 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        |        171 | PA      | $165.27        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                               | US 5YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       1639 | NC      | $1901021.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 663373                      | CUSIP: 36294X6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23355 | PA      | $24477.85      | 0.00%             | 2037-01-15      | 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        |      80798 | PA      | $81098.03      | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 696500                      | CUSIP: 36296NX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109660 | PA      | $111986.03     | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 606884                      | CUSIP: 36201YFZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90882 | PA      | $97254.64      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 672922                      | CUSIP: 36295KSK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55055 | PA      | $56361.84      | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 612773                      | CUSIP: 36202XXA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51470 | PA      | $54496.37      | 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        |     163834 | PA      | $154995.05     | 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        |      18615 | PA      | $18680.75      | 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        |     282538 | PA      | $261830.29     | 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        |     187190 | PA      | $175026.40     | 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        |       3273 | PA      | $3337.60       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 380396                      | CUSIP: 36204URR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        932 | PA      | $929.14        | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 584172                      | CUSIP: 36201H6H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4898 | PA      | $5169.52       | 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        |     133496 | PA      | $134492.53     | 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        |      89955 | PA      | $93967.68      | 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        |      12991 | PA      | $13440.78      | 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        |       3103 | PA      | $3146.68       | 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        |    1153204 | PA      | $1059549.43    | 0.01%             | 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        |       1854 | PA      | $1803.57       | 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        |     418803 | PA      | $417706.97     | 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        |      10055 | PA      | $10399.75      | 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        |     645898 | PA      | $534690.56     | 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        |     203881 | PA      | $194534.42     | 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        |      48073 | PA      | $47036.00      | 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        |      31842 | PA      | $32574.56      | 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        |       5933 | PA      | $6008.23       | 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        |       1083 | PA      | $1105.18       | 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        |      36937 | PA      | $36992.85      | 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        |      18290 | PA      | $18917.07      | 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        |      11924 | PA      | $12239.22      | 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        |      66121 | PA      | $68383.30      | 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        |      14584 | PA      | $15602.03      | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 489666                      | CUSIP: 36210D6B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18038 | PA      | $18094.96      | 0.00%             | 2029-01-15      | 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        |      38466 | PA      | $40091.14      | 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        |      41863 | PA      | $43979.90      | 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        |       2498 | PA      | $2468.61       | 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        |      10416 | PA      | $10536.29      | 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        |     267999 | PA      | $253236.52     | 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        |       5466 | PA      | $5529.82       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 661823                      | CUSIP: 36294WG85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29153 | PA      | $28450.46      | 0.00%             | 2036-11-15      | 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        |       7905 | PA      | $8305.90       | 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        |       6698 | PA      | $6739.56       | 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        |      11795 | PA      | $11919.54      | 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        |      13736 | PA      | $13882.93      | 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        |      76160 | PA      | $73678.22      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 556011                      | CUSIP: 36213JVC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        188 | PA      | $187.26        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 2671                        | CUSIP: 36202C6G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39798 | PA      | $41854.81      | 0.00%             | 2028-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 588330                      | CUSIP: 36201NST8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8075 | PA      | $7966.60       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 539823                      | CUSIP: 36212PVQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        162 | PA      | $163.72        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 548804                      | CUSIP: 36213AU51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4329 | PA      | $4477.02       | 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        |      59293 | PA      | $58469.41      | 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        |      96905 | PA      | $93754.55      | 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        |      93729 | PA      | $100269.84     | 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        |       3984 | PA      | $3946.69       | 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        |      16598 | PA      | $16943.80      | 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        |       8863 | PA      | $9307.64       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 507870                      | CUSIP: 36211BFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20225 | PA      | $20308.59      | 0.00%             | 2029-04-15      | 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        |       2729 | PA      | $2767.37       | 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        |       2002 | PA      | $2025.25       | 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        |      19506 | PA      | $19371.01      | 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        |        863 | PA      | $864.61        | 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        |    1726416 | PA      | $1586686.85    | 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        |      39065 | PA      | $36384.16      | 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        |     104385 | PA      | $100983.54     | 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        |       7884 | PA      | $8025.85       | 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        |     363005 | PA      | $376554.81     | 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        |     114953 | PA      | $115648.63     | 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        |     525646 | PA      | $483390.22     | 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        |       2686 | PA      | $2739.63       | 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        |     292452 | PA      | $301667.21     | 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        |      24591 | PA      | $25755.61      | 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        |       5383 | PA      | $5321.54       | 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        |     108403 | PA      | $108204.37     | 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        |     135009 | PA      | $141984.88     | 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        |      75843 | PA      | $75828.89      | 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        |       3246 | PA      | $3315.96       | 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        |     303860 | PA      | $278168.62     | 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        |       2365 | PA      | $2446.94       | 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        |      16173 | PA      | $16350.99      | 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        |       3224 | PA      | $3193.48       | 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        |      72486 | PA      | $74788.97      | 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        |      15397 | PA      | $15406.74      | 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        |      70193 | PA      | $71137.49      | 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        |        335 | PA      | $337.06        | 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        |     328618 | PA      | $337209.24     | 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        |       6135 | PA      | $6398.19       | 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        |        118 | PA      | $114.28        | 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        |     399817 | PA      | $386857.12     | 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        |       5932 | PA      | $5976.56       | 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        |       2116 | PA      | $2077.13       | 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        |     218248 | PA      | $227478.53     | 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        |      10900 | PA      | $10923.72      | 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        |      97933 | PA      | $104333.83     | 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        |    2375363 | PA      | $2295161.89    | 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        |     285199 | PA      | $291396.99     | 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        |     495771 | PA      | $443438.47     | 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        |      95776 | PA      | $94904.78      | 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        |      13191 | PA      | $13260.28      | 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        |     418378 | PA      | $419834.10     | 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        |      27778 | PA      | $29776.39      | 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        |     229628 | PA      | $225936.41     | 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        |       1071 | PA      | $1066.13       | 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        |     269944 | PA      | $268034.25     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 488275                      | CUSIP: 36210CMY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7960 | PA      | $7695.89       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 592058                      | CUSIP: 36201SWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151820 | PA      | $157077.33     | 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        |      36067 | PA      | $36763.63      | 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        |       1503 | PA      | $1545.00       | 0.00%             | 2033-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 544685                      | CUSIP: 36212VCW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46818 | PA      | $46973.37      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 616866                      | CUSIP: 36290TJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     352493 | PA      | $337980.61     | 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        |        695 | PA      | $676.49        | 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        |       2316 | PA      | $2238.86       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 724251                      | CUSIP: 3620AATG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239220 | PA      | $251312.21     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 378466                      | CUSIP: 36204SMP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        835 | PA      | $847.49        | 0.00%             | 2024-01-15      | 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        |      34549 | PA      | $36365.84      | 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        |      19170 | PA      | $19340.19      | 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        |       4712 | PA      | $4948.50       | 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        |        770 | PA      | $777.40        | 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        |    4690674 | PA      | $4531731.03    | 0.03%             | 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        |      11865 | PA      | $12090.19      | 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        |       1558 | PA      | $1563.28       | 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        |      40689 | PA      | $40580.03      | 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        |       3510 | PA      | $3637.97       | 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        |     126709 | PA      | $127341.90     | 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        |       4184 | PA      | $4219.32       | 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        |       2627 | PA      | $2635.55       | 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        |      83827 | PA      | $77382.30      | 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        |   11211802 | PA      | $10322899.28   | 0.06%             | 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        |      24300 | PA      | $24425.87      | 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        |      20333 | PA      | $21659.58      | 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        |      25137 | PA      | $26619.13      | 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        |      21691 | PA      | $21719.16      | 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        |      18620 | PA      | $19106.69      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 646083                      | CUSIP: 36292DXL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81447 | PA      | $80742.64      | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AC8389                      | CUSIP: 36179JKA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     298411 | PA      | $276088.72     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470137                      | CUSIP: 36209FHN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        748 | PA      | $746.05        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 476343                      | CUSIP: 36209NEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7713 | PA      | $7576.61       | 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        |      75694 | PA      | $79567.27      | 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        |     139272 | PA      | $149880.79     | 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        |      52231 | PA      | $52233.38      | 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        |      83959 | PA      | $82230.23      | 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        |     143700 | PA      | $143483.72     | 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        |     860128 | PA      | $844230.34     | 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        |      88050 | PA      | $83188.59      | 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        |      23748 | PA      | $23774.21      | 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        |      19670 | PA      | $20012.44      | 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        |     129735 | PA      | $130331.16     | 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        |    1172576 | PA      | $1086546.87    | 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        |      16056 | PA      | $16750.20      | 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        |   14845056 | PA      | $14535170.22   | 0.09%             | 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        |     194000 | PA      | $200646.65     | 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        |       1504 | PA      | $1567.92       | 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        |       2920 | PA      | $2815.40       | 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        |      15720 | PA      | $15602.60      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 497433                      | CUSIP: 36210NSW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9023 | PA      | $9006.73       | 0.00%             | 2029-01-15      | 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        |   27278122 | PA      | $25121445.27   | 0.15%             | 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        |      10182 | PA      | $10240.98      | 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        |      32148 | PA      | $32774.15      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 483436                      | CUSIP: 36209WBD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7733 | PA      | $7758.73       | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 471627                      | CUSIP: 36209G4L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1654 | PA      | $1673.10       | 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        |     396060 | PA      | $398732.74     | 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        |        758 | PA      | $740.22        | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 672643                      | CUSIP: 36295KHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27326 | PA      | $27782.64      | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 471684                      | CUSIP: 36209G6V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1028 | PA      | $1024.76       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 646754                      | CUSIP: 36292EQF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6150 | PA      | $6342.24       | 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        |       2804 | PA      | $2803.27       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 422744                      | CUSIP: 36206VS99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2726 | PA      | $2721.42       | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 736118                      | CUSIP: 3620APYP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3835 | PA      | $4050.08       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 668985                      | CUSIP: 36295FF25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25525 | PA      | $25533.04      | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4318                      | CUSIP: 36179SYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113224 | PA      | $103848.94     | 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        |     227163 | PA      | $228530.15     | 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        |      35453 | PA      | $36869.98      | 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        |     357657 | PA      | $338978.33     | 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        |     147832 | PA      | $152900.51     | 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        |      26143 | PA      | $26959.68      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA                                     | HSBC TRIPARTY TREAS            | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |    2500000 | PA      | $2500000.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 766918                      | CUSIP: 36176HYP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219656 | PA      | $212484.62     | 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        |      11038 | PA      | $11821.66      | 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        |     118648 | PA      | $109295.86     | 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        |    1403875 | PA      | $1397981.19    | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 677542                      | CUSIP: 36295QWB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        906 | PA      | $906.41        | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB2760                      | CUSIP: 36178NB57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18943520 | PA      | $18058290.79   | 0.11%             | 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        |      55033 | PA      | $56642.36      | 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        |      27280 | PA      | $27302.82      | 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        |      60064 | PA      | $60033.19      | 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        |     706871 | PA      | $730931.04     | 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        |      41796 | PA      | $41633.68      | 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        |      20101 | PA      | $21059.08      | 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        |       1590 | PA      | $1583.40       | 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        |      22740 | PA      | $23192.27      | 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        |       8866 | PA      | $9147.42       | 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        |      87680 | PA      | $87597.91      | 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        |    3758696 | PA      | $3589467.12    | 0.02%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470222                      | CUSIP: 36209FLB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3388 | PA      | $3418.82       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 472038                      | CUSIP: 36209HLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21548 | PA      | $21735.91      | 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        |    1140758 | PA      | $1079529.20    | 0.01%             | 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        |      16154 | PA      | $16837.35      | 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        |      25521 | PA      | $27306.95      | 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        |        812 | PA      | $854.37        | 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        |       3307 | PA      | $3244.52       | 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        |     122117 | PA      | $127577.58     | 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        |     705071 | PA      | $695452.85     | 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        |       5159 | PA      | $5392.34       | 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        |      26669 | PA      | $27660.54      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 491742                      | CUSIP: 36210GHT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13427 | PA      | $13482.81      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 554790                      | CUSIP: 36213HKB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17543 | PA      | $17877.77      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 486724                      | CUSIP: 36210AVR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10960 | PA      | $10599.72      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 420629                      | CUSIP: 36206THE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6804 | PA      | $6866.36       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 662759                      | CUSIP: 36294XJC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146634 | PA      | $150002.90     | 0.00%             | 2036-12-15      | 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        |      61807 | PA      | $64690.64      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 434152                      | CUSIP: 36207KH52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        451 | PA      | $473.34        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 694343                      | CUSIP: 36296LLY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     257031 | PA      | $263763.08     | 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        |     414317 | PA      | $428506.41     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                               | US 10yr Ultra Fut Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -1724 | NC      | $-1908260.46   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 614310                      | CUSIP: 36290QN35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1396324 | PA      | $1350229.72    | 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        |       5096 | PA      | $5351.73       | 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        |       4794 | PA      | $4835.47       | 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        |      57401 | PA      | $57918.11      | 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        |     174327 | PA      | $166308.96     | 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        |      86651 | PA      | $92556.27      | 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        |      17615 | PA      | $17670.53      | 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        |      32728 | PA      | $33849.78      | 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        |       6892 | PA      | $7280.41       | 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        |      54028 | PA      | $52290.08      | 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        |      18004 | PA      | $17957.09      | 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        |    1535346 | PA      | $1304161.57    | 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        |      32545 | PA      | $33935.82      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 495611                      | CUSIP: 36210LR88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6657 | PA      | $6742.62       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 726017                      | CUSIP: 3620ACSE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     256334 | PA      | $257287.95     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 743343                      | CUSIP: 3620AXZG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125678 | PA      | $128337.73     | 0.00%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 490818                      | CUSIP: 36210FG34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32007 | PA      | $32146.15      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 591917                      | CUSIP: 36201SSE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1409 | PA      | $1457.08       | 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        |      15522 | PA      | $15885.06      | 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        |      75237 | PA      | $74954.29      | 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        |       8291 | PA      | $8574.09       | 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        |      39126 | PA      | $39054.57      | 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        |       5286 | PA      | $5328.88       | 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        |       5264 | PA      | $5311.60       | 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        |      76587 | PA      | $81694.12      | 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        |       5101 | PA      | $5078.20       | 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        |     642427 | PA      | $661292.73     | 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        |      62875 | PA      | $60284.36      | 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        |      28317 | PA      | $28456.23      | 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        |       4910 | PA      | $4991.72       | 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        |      69452 | PA      | $71832.75      | 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        |      21843 | PA      | $21851.58      | 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        |     438989 | PA      | $468257.46     | 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        |     673755 | PA      | $651774.05     | 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        |       5017 | PA      | $5220.29       | 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        |       8167 | PA      | $8088.63       | 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        |      30829 | PA      | $31655.53      | 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        |      53001 | PA      | $54830.73      | 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        |       5664 | PA      | $5845.12       | 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        |     106345 | PA      | $109987.78     | 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        |      30615 | PA      | $31443.25      | 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        |      10953 | PA      | $11106.40      | 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        |      78691 | PA      | $81388.25      | 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        |      58718 | PA      | $61200.75      | 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        |  104386560 | PA      | $100340922.79  | 0.59%             | 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        |       4361 | PA      | $4383.87       | 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        |       3315 | PA      | $3379.07       | 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        |      25317 | PA      | $24483.00      | 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        |     604144 | PA      | $554933.91     | 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        |      41370 | PA      | $41346.54      | 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        |      71305 | PA      | $71710.84      | 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        |       6315 | PA      | $6382.56       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 505722                      | CUSIP: 36210XYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2450 | PA      | $2478.04       | 0.00%             | 2029-06-15      | 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        |      60581 | PA      | $50611.68      | 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        |     575265 | PA      | $477649.90     | 0.00%             | 2051-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 573111                      | CUSIP: 36200UVC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22018 | PA      | $22381.77      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 367098                      | CUSIP: 36204DX38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106376 | PA      | $103428.97     | 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        |      46188 | PA      | $46049.72      | 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        |       2894 | PA      | $3000.64       | 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        |     183812 | PA      | $178341.78     | 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        |       3688 | PA      | $3773.61       | 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        |      15527 | PA      | $16025.67      | 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        |      57114 | PA      | $58956.50      | 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        |     318968 | PA      | $334186.55     | 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        |      29492 | PA      | $27853.35      | 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        |      45469 | PA      | $47027.81      | 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        |      18856 | PA      | $19360.93      | 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        |     113222 | PA      | $116190.15     | 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        |       9317 | PA      | $9009.74       | 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        |       1284 | PA      | $1284.34       | 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        |       4184 | PA      | $4220.03       | 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        |      18964 | PA      | $19153.12      | 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        |       1880 | PA      | $1944.04       | 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        |      55193 | PA      | $56639.83      | 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        |      29758 | PA      | $29062.65      | 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        |      13017 | PA      | $13109.21      | 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        |      18223 | PA      | $18740.70      | 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        |       2940 | PA      | $2990.27       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 488178                      | CUSIP: 36210CJX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4726 | PA      | $4717.61       | 0.00%             | 2028-12-15      | 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        |        804 | PA      | $810.67        | 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        |       8420 | PA      | $8536.41       | 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        |      53723 | PA      | $55550.05      | 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        |     546680 | PA      | $528923.44     | 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        |       2862 | PA      | $2939.04       | 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        |      23042 | PA      | $22780.98      | 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        |      76162 | PA      | $75902.73      | 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        |    9819449 | PA      | $9686910.42    | 0.06%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 749117                      | CUSIP: 3620C5G27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9290 | PA      | $8949.23       | 0.00%             | 2041-08-15      | 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        |      32151 | PA      | $33313.15      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 487517                      | CUSIP: 36210BSE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24361 | PA      | $24515.66      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 640205                      | CUSIP: 36291WGN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3013 | PA      | $3191.17       | 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        |     477130 | PA      | $480689.67     | 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        |     255008 | PA      | $263523.45     | 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        |    1609666 | PA      | $1492586.75    | 0.01%             | 2045-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 699905                      | CUSIP: 36296SR23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37948 | PA      | $39835.79      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 434239                      | CUSIP: 36207KLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1609 | PA      | $1559.24       | 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        |      12203 | PA      | $12312.76      | 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        |     185770 | PA      | $193873.84     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2SF 4.5 2/23                  | CUSIP: 21H042620<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  245825000 | PA      | $243981312.50  | 1.44%             | 2023-02-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 450465                      | CUSIP: 36208GMN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1314 | PA      | $1323.83       | 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        |      11248 | PA      | $11251.11      | 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        |      17667 | PA      | $17969.01      | 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        |      26717 | PA      | $26965.58      | 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        |       4112 | PA      | $4217.62       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 694434                      | CUSIP: 36296LPT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     218757 | PA      | $227550.72     | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 735222                      | CUSIP: 3620ANYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88972 | PA      | $88733.34      | 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        |      10569 | PA      | $10489.15      | 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        |       3108 | PA      | $3127.11       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 608428                      | CUSIP: 36202S4M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14830 | PA      | $14827.72      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 492194                      | CUSIP: 36210GXX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8745 | PA      | $8769.08       | 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        |       4387 | PA      | $4605.36       | 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        |       8103 | PA      | $8579.45       | 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        |      21038 | PA      | $21765.96      | 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        |     390428 | PA      | $389382.75     | 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        |      19768 | PA      | $20604.11      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 679466                      | CUSIP: 36295SZ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15560 | PA      | $15564.70      | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 594107                      | CUSIP: 36201VAG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66911 | PA      | $69479.60      | 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        |   31156091 | PA      | $30099912.42   | 0.18%             | 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        |      33376 | PA      | $35052.55      | 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        |      86095 | PA      | $88407.63      | 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        |    5656937 | PA      | $5637127.42    | 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        |      14602 | PA      | $14553.32      | 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        |       3339 | PA      | $3543.45       | 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        |   37356631 | PA      | $34887234.82   | 0.21%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 379431                      | CUSIP: 36204TPQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         17 | PA      | $16.66         | 0.00%             | 2024-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 626016                      | CUSIP: 36291EN98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34341 | PA      | $35130.72      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 565651                      | CUSIP: 36213VL89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        332 | PA      | $338.03        | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 424185                      | CUSIP: 36206XF24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2028 | PA      | $2027.35       | 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        |     125060 | PA      | $129077.23     | 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        |       4312 | PA      | $4264.82       | 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        |        821 | PA      | $833.16        | 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        |      26226 | PA      | $27124.92      | 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        |      37474 | PA      | $38339.91      | 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        |      49587 | PA      | $53065.20      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783252                      | CUSIP: 36241LTH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2007682 | PA      | $2094969.96    | 0.01%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676407                      | CUSIP: 36295PNY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55175 | PA      | $57068.99      | 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        |     120345 | PA      | $127419.10     | 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        |        722 | PA      | $728.19        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 697712                      | CUSIP: 36296QDR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27081 | PA      | $27754.11      | 0.00%             | 2038-12-15      | 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        |       8800 | PA      | $9047.58       | 0.00%             | 2033-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 470469                      | CUSIP: 36209FT25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         91 | PA      | $92.29         | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 384264                      | CUSIP: 36204YZ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        551 | PA      | $549.85        | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 619663                      | CUSIP: 36290WML3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96733 | PA      | $102436.93     | 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        |    2128898 | PA      | $2123199.17    | 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        |     263075 | PA      | $257999.10     | 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        |        611 | PA      | $598.84        | 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        |      39564 | PA      | $41116.63      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610850                      | CUSIP: 36202VTF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88425 | PA      | $91450.96      | 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        |      52900 | PA      | $56468.96      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 657124                      | CUSIP: 36294RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5280 | PA      | $5414.48       | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4901                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   94585155 | PA      | $93875397.75   | 0.55%             | 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        |    3735980 | PA      | $3388232.87    | 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        |      85578 | PA      | $87442.43      | 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        |      68169 | PA      | $71254.17      | 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        |       7590 | PA      | $7663.61       | 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        |     117529 | PA      | $123224.10     | 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        |       4202 | PA      | $4220.51       | 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        |      64085 | PA      | $67263.07      | 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        |      34977 | PA      | $33528.26      | 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        |      89023 | PA      | $89452.63      | 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        |      88389 | PA      | $86270.51      | 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        |      23038 | PA      | $23269.10      | 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        |     163283 | PA      | $171044.88     | 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        |      50650 | PA      | $52655.13      | 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        |      69203 | PA      | $69828.83      | 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        |      15376 | PA      | $15932.03      | 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        |       5458 | PA      | $5483.96       | 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        |       2389 | PA      | $2572.28       | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 638512                      | CUSIP: 36291UKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55847 | PA      | $55001.49      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 645813                      | CUSIP: 36292DN65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12673 | PA      | $13131.23      | 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        |     855654 | PA      | $826661.73     | 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        |    1037751 | PA      | $1034973.76    | 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        |      10798 | PA      | $11168.21      | 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        |     844595 | PA      | $842334.20     | 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        |     151482 | PA      | $147602.31     | 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        |      90431 | PA      | $91105.74      | 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        |      24308 | PA      | $23180.08      | 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        |      65726 | PA      | $67488.30      | 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        |       2628 | PA      | $2603.42       | 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        |      95920 | PA      | $91496.91      | 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        |        407 | PA      | $415.67        | 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        |     891819 | PA      | $862756.70     | 0.01%             | 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        |      43069 | PA      | $44058.15      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 614582                      | CUSIP: 36290QXK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20433 | PA      | $21140.64      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 722035                      | CUSIP: 3620A8EG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     945387 | PA      | $868534.48     | 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        |       2170 | PA      | $2100.62       | 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        |      11829 | PA      | $12557.49      | 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        |      45468 | PA      | $48080.84      | 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        |      44807 | PA      | $46307.75      | 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        |      28121 | PA      | $28699.83      | 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        |    2026842 | PA      | $2036520.44    | 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        |     126962 | PA      | $129681.18     | 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        |        658 | PA      | $681.09        | 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        |    2045000 | PA      | $1818986.60    | 0.01%             | 2034-08-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 442974                      | CUSIP: 36207VCK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10918 | PA      | $11461.37      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 631612                      | CUSIP: 36291LVD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65996 | PA      | $68037.36      | 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        |      23780 | PA      | $23589.89      | 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        |       9568 | PA      | $9454.97       | 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        |       8275 | PA      | $8130.09       | 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        |      11576 | PA      | $11167.13      | 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        |      21061 | PA      | $20860.08      | 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        |      29692 | PA      | $28691.84      | 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        |      30855 | PA      | $30762.70      | 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        |     762980 | PA      | $785281.13     | 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        |        359 | PA      | $362.60        | 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        |      35211 | PA      | $32622.29      | 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        |       2592 | PA      | $2626.64       | 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        |    6541034 | PA      | $6109887.30    | 0.04%             | 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        |      22854 | PA      | $22442.69      | 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        |      28934 | PA      | $29430.97      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 474160                      | CUSIP: 36209KWV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18123 | PA      | $18251.86      | 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        |     419307 | PA      | $422096.61     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 633706                      | CUSIP: 36291PAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1173 | PA      | $1166.55       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 649524                      | CUSIP: 36292HSM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89832 | PA      | $91847.83      | 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        |      20915 | PA      | $22588.27      | 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        |      30964 | PA      | $32025.29      | 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        |      16160 | PA      | $15309.67      | 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        |       2178 | PA      | $2244.32       | 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        |      86920 | PA      | $80958.37      | 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        |     263685 | PA      | $283616.69     | 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        |       4391 | PA      | $4371.76       | 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        |      11775 | PA      | $12023.63      | 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        |       9412 | PA      | $9356.87       | 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        |     412400 | PA      | $424395.80     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 481472                      | CUSIP: 36209T2D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2409 | PA      | $2403.85       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 676542                      | CUSIP: 36295PS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31323 | PA      | $31369.12      | 0.00%             | 2037-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 642438                      | CUSIP: 36291YV79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20963 | PA      | $21373.59      | 0.00%             | 2035-12-15      | 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        |      33299 | PA      | $33172.45      | 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        |     272349 | PA      | $275705.99     | 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        |     103002 | PA      | $102640.98     | 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        |      27524 | PA      | $28221.14      | 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        |     170013 | PA      | $175832.52     | 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        |      19774 | PA      | $20382.59      | 0.00%             | 2029-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 462556                      | CUSIP: 36208VZV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        192 | PA      | $191.32        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 698340                      | CUSIP: 36296QZD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4639 | PA      | $4840.54       | 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        |      14885 | PA      | $14955.06      | 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        |      27763 | PA      | $29403.93      | 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        |      90286 | PA      | $93669.67      | 0.00%             | 2035-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 641734                      | CUSIP: 36291X4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42112 | PA      | $41399.33      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 634451                      | CUSIP: 36291PZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16172 | PA      | $17233.56      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 445915                      | CUSIP: 36207YK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42095 | PA      | $42244.37      | 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        |    2467181 | PA      | $2458537.31    | 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        |      13842 | PA      | $13691.73      | 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        |     112977 | PA      | $116010.85     | 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        |      24193 | PA      | $25847.06      | 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        |        475 | PA      | $476.61        | 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        |      14776 | PA      | $14893.70      | 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        |      19633 | PA      | $19860.77      | 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        |      18405 | PA      | $19042.39      | 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        |     434385 | PA      | $417036.90     | 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        |       6350 | PA      | $6340.42       | 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        |       1619 | PA      | $1562.16       | 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        |      33908 | PA      | $35338.12      | 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        |      42788 | PA      | $43639.28      | 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        |       4409 | PA      | $4500.88       | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 559315                      | CUSIP: 36213NK47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5504 | PA      | $5479.05       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783268                      | CUSIP: 36241LTZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59261 | PA      | $62195.92      | 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        |      24818 | PA      | $25158.75      | 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        |      35335 | PA      | $36937.01      | 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        |      57753 | PA      | $57911.31      | 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        |      44104 | PA      | $45469.31      | 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        |      28593 | PA      | $28190.66      | 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        |    7370476 | PA      | $6683557.57    | 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        |     270950 | PA      | $255900.44     | 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        |       1398 | PA      | $1407.71       | 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        |     136555 | PA      | $135829.10     | 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        |      11312 | PA      | $11771.46      | 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        |      86576 | PA      | $89838.45      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 610523                      | CUSIP: 36202VG88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6847 | PA      | $7138.06       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 591885                      | CUSIP: 36201SRE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81364 | PA      | $85783.40      | 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        |     897026 | PA      | $894624.37     | 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        |    5065686 | PA      | $5044131.36    | 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        |       7637 | PA      | $7631.58       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 606690                      | CUSIP: 36201X7B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19023 | PA      | $19170.62      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 593944                      | CUSIP: 36201UZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1844 | PA      | $1836.31       | 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        |      28882 | PA      | $29015.59      | 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        |     194316 | PA      | $192456.93     | 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        |       7186 | PA      | $7221.25       | 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        |       8354 | PA      | $8418.40       | 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        |    2284437 | PA      | $2346580.16    | 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        |     156856 | PA      | $158780.69     | 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        |     177182 | PA      | $171398.26     | 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        |      17436 | PA      | $18356.87      | 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        |      44305 | PA      | $43257.06      | 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        |       1888 | PA      | $1956.92       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 658618                      | CUSIP: 36294SVK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54757 | PA      | $56116.95      | 0.00%             | 2037-03-15      | 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        |      34752 | PA      | $35943.84      | 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        |     279534 | PA      | $281621.53     | 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        |       1884 | PA      | $1924.22       | 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        |       4385 | PA      | $4335.16       | 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        |      41774 | PA      | $42880.23      | 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        |     352344 | PA      | $351401.50     | 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        |      21252 | PA      | $22092.04      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 460509                      | CUSIP: 36208TR69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4380 | PA      | $4175.38       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 467077                      | CUSIP: 36209B2J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6373 | PA      | $6162.95       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 433705                      | CUSIP: 36207JYA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11754 | PA      | $11867.53      | 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        |     696093 | PA      | $646239.97     | 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        |      10179 | PA      | $10250.72      | 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        |       3805 | PA      | $3959.20       | 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        |     630293 | PA      | $657784.01     | 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        |     672749 | PA      | $649105.36     | 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        |       9387 | PA      | $9358.92       | 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        |       4422 | PA      | $4317.86       | 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        |    3511273 | PA      | $3282374.05    | 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        |     162146 | PA      | $169546.01     | 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        |      38442 | PA      | $38787.22      | 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        |      75533 | PA      | $74453.24      | 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        |       1221 | PA      | $1231.55       | 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        |      66875 | PA      | $66910.95      | 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        |     564378 | PA      | $533044.44     | 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        |      26714 | PA      | $28056.74      | 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        |     151472 | PA      | $156716.70     | 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        |        928 | PA      | $933.30        | 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        |       2513 | PA      | $2688.96       | 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        |      17263 | PA      | $18472.91      | 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        |    1303064 | PA      | $1275707.11    | 0.01%             | 2037-02-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 487130                      | CUSIP: 36210BEB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33443 | PA      | $33491.08      | 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        |      88202 | PA      | $90639.45      | 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        |      57829 | PA      | $57722.60      | 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        |     210078 | PA      | $201404.70     | 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        |        440 | PA      | $471.18        | 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        |     330303 | PA      | $318993.31     | 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        |      32645 | PA      | $34285.87      | 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        |      84723 | PA      | $86382.36      | 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        |     416052 | PA      | $445000.74     | 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        |      15791 | PA      | $15916.30      | 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        |       6745 | PA      | $6770.56       | 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        |        313 | PA      | $335.53        | 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        |      19790 | PA      | $19138.71      | 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        |     147199 | PA      | $147443.53     | 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        |        855 | PA      | $909.02        | 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        |      14695 | PA      | $14182.89      | 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        |     218997 | PA      | $219987.66     | 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        |      50140 | PA      | $50439.82      | 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        |      21313 | PA      | $21299.91      | 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        |      26446 | PA      | $26924.74      | 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        |       1006 | PA      | $1003.62       | 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        |       2539 | PA      | $2633.68       | 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        |      69288 | PA      | $69961.59      | 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        |      33416 | PA      | $34422.48      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 574366                      | CUSIP: 36200WCB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6869 | PA      | $6974.79       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 638134                      | CUSIP: 36291T4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10394 | PA      | $10608.44      | 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        |       1545 | PA      | $1545.40       | 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        |     209660 | PA      | $216142.04     | 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        |       2596 | PA      | $2597.28       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 423005                      | CUSIP: 36206V3N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14167 | PA      | $14131.54      | 0.00%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB7246                      | CUSIP: 31417EBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47437 | PA      | $44884.86      | 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        |     169180 | PA      | $176123.15     | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-30

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

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer