# EDGAR Filing Document

**Accession Number:** 0001021882
**File Stem:** 0001021882-26-000290
**Filing Date:** 2026-4
**Character Count:** 1869246
**Document Hash:** 43f04f1a1f8729c361098d054da7b3fc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001021882-26-000290.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001021882-26-000290

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD SCOTTSDALE FUNDS
- **CENTRAL INDEX KEY:** 0001021882

**ORGANIZATION NAME:**
- **EIN:** 232439140
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07803
- **FILM NUMBER:** 26902899

**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 TREASURY FUND
- **DATE OF NAME CHANGE:** 19960829

## Series and Classes Contracts Data

### Vanguard Mortgage-Backed Securities Index Fund (Series ID: S000026865)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000080859 | Admiral Shares       | VMBSX           |
| C000080860 | Institutional Shares | VMBIX           |
| C000080861 | ETF Shares           | VMBS            |

## 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 SCOTTSDALE FUNDS

- **b. Investment Company Act file number:** 811-07803

- **c. CIK number of Registrant:** 0001021882

- **d. LEI of Registrant:** 549300Y88GQ3VLJIBX57

- **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 MORTGAGE-BACKED SECURITIES INDEX FUND

- **b. EDGAR series identifier (if any):** S000026865

- **c. LEI of Series:** 157FPOCFDEEVUKWE4M41

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $17575128951.83

**Total Liabilities:** $648246793.93

**Net Assets:** $16926882157.90

**Delayed Delivery Securities:** $646871248.23

**Cash Not Reported:** $28047722.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -51873.74237586 | **1-Year:** -712454.31939039 | **5-Year:** -1831357.55097910 | **10-Year:** -3182726.59826114 | **30-Year:** -858378.30566196

**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 C000080859 | 0.13%                | 0.48%                | 1.57%                |
| Class ID C000080860 | 0.10%                | 0.51%                | 1.56%                |
| Class ID C000080861 | 0.13%                | 0.49%                | 1.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2359808.26             | $-34364364.87                              |
| Month 2  | $1275520.00              | $26474859.54                               |
| Month 3  | $817770.05               | $196426210.40                              |

### Schedule of Portfolio Investments

| Name                                              | Title                          | Identifiers                             | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78 | Long             | STIV             | CORP              | US        |   7742936 | NS      | $774216161.24 | 4.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCI 2 3/26                    | CUSIP: 01F020430<br>LEI: N/A            | Short            | ABS-MBS          | USGSE             | US        |  -1910000 | PA      | $-1779284.38  | -0.01%            | 2026-03-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCI 2 3/26                    | CUSIP: 01F020430<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  18635000 | PA      | $17359667.19  | 0.10%             | 2026-03-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 2 3/26                    | CUSIP: 01F020638<br>LEI: N/A            | Short            | ABS-MBS          | USGSE             | US        | -42097000 | PA      | $-34863224.12 | -0.21%            | 2026-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 2 3/26                    | CUSIP: 01F020638<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  88870000 | PA      | $73598943.57  | 0.43%             | 2026-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCI 2.5 3/26                  | CUSIP: 01F022436<br>LEI: N/A            | Short            | ABS-MBS          | USGSE             | US        |  -5200000 | PA      | $-4956250.00  | -0.03%            | 2026-03-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCI 2.5 3/26                  | CUSIP: 01F022436<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7490000 | PA      | $7138906.25   | 0.04%             | 2026-03-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 2.5 3/26                  | CUSIP: 01F022634<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  66175000 | PA      | $57306001.51  | 0.34%             | 2026-03-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 2.5 3/26                  | CUSIP: 01F022634<br>LEI: N/A            | Short            | ABS-MBS          | USGSE             | US        | -25280000 | PA      | $-21891888.45 | -0.13%            | 2026-03-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 3 3/26                    | CUSIP: 01F030637<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  36537000 | PA      | $33038867.24  | 0.20%             | 2026-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 3 3/26                    | CUSIP: 01F030637<br>LEI: N/A            | Short            | ABS-MBS          | USGSE             | US        |  -8920000 | PA      | $-8065979.58  | -0.05%            | 2026-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 3.5 3/26                  | CUSIP: 01F032633<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  26091000 | PA      | $24588729.79  | 0.15%             | 2026-03-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 3.5 3/26                  | CUSIP: 01F032633<br>LEI: N/A            | Short            | ABS-MBS          | USGSE             | US        |  -7790000 | PA      | $-7341466.60  | -0.04%            | 2026-03-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCI 4 3/26                    | CUSIP: 01F040438<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6340000 | PA      | $6284029.85   | 0.04%             | 2026-03-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 4 3/26                    | CUSIP: 01F040636<br>LEI: N/A            | Short            | ABS-MBS          | USGSE             | US        | -20362295 | PA      | $-19791991.91 | -0.12%            | 2026-03-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 4 3/26                    | CUSIP: 01F040636<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  20362295 | PA      | $19791991.91  | 0.12%             | 2026-03-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 4 4/26                    | CUSIP: 01F040644<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  25653000 | PA      | $24862366.84  | 0.15%             | 2026-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCI 4.5 3/26                  | CUSIP: 01F042434<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9810000 | PA      | $9848703.39   | 0.06%             | 2026-03-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 4.5 3/26                  | CUSIP: 01F042632<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  37060000 | PA      | $36645969.39  | 0.22%             | 2026-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCI 5 3/26                    | CUSIP: 01F050437<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3045585.90   | 0.02%             | 2026-03-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 5 3/26                    | CUSIP: 01F050635<br>LEI: N/A            | Short            | ABS-MBS          | USGSE             | US        | -30180000 | PA      | $-30316751.62 | -0.18%            | 2026-03-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 5 3/26                    | CUSIP: 01F050635<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  53422000 | PA      | $53664065.77  | 0.32%             | 2026-03-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 5.5 3/26                  | CUSIP: 01F052631<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  42807000 | PA      | $43495927.30  | 0.26%             | 2026-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 5.5 3/26                  | CUSIP: 01F052631<br>LEI: N/A            | Short            | ABS-MBS          | USGSE             | US        |  -3740000 | PA      | $-3800190.81  | -0.02%            | 2026-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 6 3/26                    | CUSIP: 01F060634<br>LEI: N/A            | Short            | ABS-MBS          | USGSE             | US        |  -5160000 | PA      | $-5292829.75  | -0.03%            | 2026-03-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 6 3/26                    | CUSIP: 01F060634<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  21995000 | PA      | $22561199.69  | 0.13%             | 2026-03-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | FNCL 6.5 3/26                  | CUSIP: 01F062630<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  20730000 | PA      | $21527619.92  | 0.13%             | 2026-03-12      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2SF 2 3/26                    | CUSIP: 21H020634<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6225000 | PA      | $5272761.13   | 0.03%             | 2026-03-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2SF 2.5 3/26                  | CUSIP: 21H022630<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1926000 | PA      | $1699194.63   | 0.01%             | 2026-03-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2SF 2.5 3/26                  | CUSIP: 21H022630<br>LEI: N/A            | Short            | ABS-MBS          | USGA              | US        |  -5730000 | PA      | $-5055236.35  | -0.03%            | 2026-03-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2SF 3 3/26                    | CUSIP: 21H030633<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   8040000 | PA      | $7372099.51   | 0.04%             | 2026-03-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2SF 3 3/26                    | CUSIP: 21H030633<br>LEI: N/A            | Short            | ABS-MBS          | USGA              | US        |  -2000000 | PA      | $-1833855.60  | -0.01%            | 2026-03-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2SF 4.5 3/26                  | CUSIP: 21H042638<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  19785000 | PA      | $19545504.55  | 0.12%             | 2026-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2SF 5 3/26                    | CUSIP: 21H050631<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  74330000 | PA      | $74591314.55  | 0.44%             | 2026-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2SF 5.5 3/26                  | CUSIP: 21H052637<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  19710000 | PA      | $19963783.99  | 0.12%             | 2026-03-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2SF 6 3/26                    | CUSIP: 21H060630<br>LEI: N/A            | Short            | ABS-MBS          | USGA              | US        | -10030000 | PA      | $-10233462.56 | -0.06%            | 2026-03-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01740                      | CUSIP: 31283H4Z5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    228565 | PA      | $238395.65    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01749                      | CUSIP: 31283H5J0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    124160 | PA      | $129614.89    | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01317                      | CUSIP: 31283HPA7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1738 | PA      | $1824.47      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01391                      | CUSIP: 31283HRL1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       690 | PA      | $725.86       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01449                      | CUSIP: 31283HTE5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      7807 | PA      | $8201.87      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01563                      | CUSIP: 31283HWY7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    546526 | PA      | $567600.12    | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01584                      | CUSIP: 31283HXM2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    133925 | PA      | $137435.20    | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01589                      | CUSIP: 31283HXS9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     66321 | PA      | $68073.94     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01665                      | CUSIP: 31283HZ65<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    161751 | PA      | $168425.85    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01644                      | CUSIP: 31283HZH1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    143181 | PA      | $148981.95    | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01649                      | CUSIP: 31283HZN8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    144826 | PA      | $148734.28    | 0.00%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG D97610                      | CUSIP: 3128E4N32<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       314 | PA      | $315.29       | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                         | FH 1B4681                      | CUSIP: 3128JQCT3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       153 | PA      | $160.39       | 0.00%             | 2040-05-01      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                         | FH 1B4777                      | CUSIP: 3128JQFT0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1351 | PA      | $1415.77      | 0.00%             | 2040-06-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A46278                      | CUSIP: 3128K66P0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     37015 | PA      | $38163.71     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A47404                      | CUSIP: 3128K8GM2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     13153 | PA      | $13568.33     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01806                      | CUSIP: 3128LXAF7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     26973 | PA      | $27794.94     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01820                      | CUSIP: 3128LXAV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    189427 | PA      | $197858.51    | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01857                      | CUSIP: 3128LXB25<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     24557 | PA      | $25192.60     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01864                      | CUSIP: 3128LXB90<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     44894 | PA      | $46092.81     | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01837                      | CUSIP: 3128LXBE9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    470277 | PA      | $484527.02    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01841                      | CUSIP: 3128LXBJ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    177771 | PA      | $185581.12    | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01882                      | CUSIP: 3128LXCT5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     96138 | PA      | $99049.66     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01883                      | CUSIP: 3128LXCU2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     84270 | PA      | $86852.01     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01931                      | CUSIP: 3128LXEC0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    810096 | PA      | $848318.33    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01939                      | CUSIP: 3128LXEL0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     25277 | PA      | $25709.47     | 0.00%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01974                      | CUSIP: 3128LXFP0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    155991 | PA      | $160954.41    | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G01981                      | CUSIP: 3128LXFW5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     13508 | PA      | $13942.94     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G02168                      | CUSIP: 3128LXMR8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     22216 | PA      | $23516.73     | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G02251                      | CUSIP: 3128LXQC7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    102700 | PA      | $108808.82    | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G02384                      | CUSIP: 3128LXUH1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    131027 | PA      | $138866.59    | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G02390                      | CUSIP: 3128LXUP3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     97585 | PA      | $103430.64    | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G03205                      | CUSIP: 3128M43N1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     70148 | PA      | $73095.27     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G02482                      | CUSIP: 3128M4CT8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2690 | PA      | $2844.00      | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G02581                      | CUSIP: 3128M4FW8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    219283 | PA      | $226161.82    | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G02682                      | CUSIP: 3128M4J38<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      9162 | PA      | $9957.07      | 0.00%             | 2037-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G02699                      | CUSIP: 3128M4KL6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     44557 | PA      | $47289.40     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G02744                      | CUSIP: 3128M4LZ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     27108 | PA      | $28755.63     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G02998                      | CUSIP: 3128M4UX9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     99380 | PA      | $105444.68    | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G03120                      | CUSIP: 3128M4YR8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     89017 | PA      | $94569.65     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G04123                      | CUSIP: 3128M54G2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      4912 | PA      | $5225.49      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G03507                      | CUSIP: 3128M5GQ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     10064 | PA      | $10695.71     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G03551                      | CUSIP: 3128M5H45<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    297699 | PA      | $316768.64    | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G03600                      | CUSIP: 3128M5KM1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      8653 | PA      | $9463.43      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G03646                      | CUSIP: 3128M5L32<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    157092 | PA      | $167116.10    | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G03698                      | CUSIP: 3128M5NP1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     56571 | PA      | $60149.36     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G03926                      | CUSIP: 3128M5VT4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    190227 | PA      | $202198.29    | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05030                      | CUSIP: 3128M64P0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     52081 | PA      | $55193.97     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G04320                      | CUSIP: 3128M6DZ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2185 | PA      | $2328.11      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G04331                      | CUSIP: 3128M6EC8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    206553 | PA      | $213057.77    | 0.00%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G04334                      | CUSIP: 3128M6EF1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     79334 | PA      | $82039.36     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G04591                      | CUSIP: 3128M6NG9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     34346 | PA      | $35864.69     | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G04715                      | CUSIP: 3128M6SC3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     73700 | PA      | $78322.00     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G04772                      | CUSIP: 3128M6T57<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      8746 | PA      | $9554.21      | 0.00%             | 2038-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G04877                      | CUSIP: 3128M6XE3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     15949 | PA      | $16991.73     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G04924                      | CUSIP: 3128M6YV4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     45974 | PA      | $48999.99     | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05871                      | CUSIP: 3128M72C9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    162936 | PA      | $170409.99    | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05889                      | CUSIP: 3128M72W5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      7330 | PA      | $7594.02      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05911                      | CUSIP: 3128M73U8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    693937 | PA      | $718560.77    | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05928                      | CUSIP: 3128M74M5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     61553 | PA      | $62668.20     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05936                      | CUSIP: 3128M74V5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    186882 | PA      | $186632.10    | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05958                      | CUSIP: 3128M75T9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1071830 | PA      | $1110676.86   | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05965                      | CUSIP: 3128M76A9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    626955 | PA      | $638330.13    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05149                      | CUSIP: 3128M7BS4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1189 | PA      | $1294.96      | 0.00%             | 2038-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05447                      | CUSIP: 3128M7L46<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     25244 | PA      | $25702.72     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05457                      | CUSIP: 3128M7ME3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    232057 | PA      | $236265.03    | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05623                      | CUSIP: 3128M7SL1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      4556 | PA      | $4718.61      | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05645                      | CUSIP: 3128M7TA4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    383025 | PA      | $389903.71    | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05661                      | CUSIP: 3128M7TS5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    133370 | PA      | $138049.87    | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05733                      | CUSIP: 3128M7V29<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     21442 | PA      | $22201.36     | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05832                      | CUSIP: 3128M7Y59<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     28842 | PA      | $29891.98     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G05849                      | CUSIP: 3128M7ZN9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    276409 | PA      | $281415.26    | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06788                      | CUSIP: 3128M82V5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      9607 | PA      | $9988.72      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06808                      | CUSIP: 3128M83R3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3162963 | PA      | $3157344.39   | 0.02%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06814                      | CUSIP: 3128M83X0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    440103 | PA      | $439270.21    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06875                      | CUSIP: 3128M86L3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     97460 | PA      | $101983.91    | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06877                      | CUSIP: 3128M86N9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     85771 | PA      | $91096.14     | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06881                      | CUSIP: 3128M86S8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     12550 | PA      | $12190.97     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06883                      | CUSIP: 3128M86U3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    174399 | PA      | $180826.29    | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06893                      | CUSIP: 3128M87E8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    191792 | PA      | $191168.54    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06025                      | CUSIP: 3128M8A20<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     41316 | PA      | $42068.30     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06072                      | CUSIP: 3128M8CH5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     56199 | PA      | $59657.07     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06185                      | CUSIP: 3128M8F25<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     27113 | PA      | $27604.48     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06168                      | CUSIP: 3128M8FH2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    125868 | PA      | $122611.94    | 0.00%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06224                      | CUSIP: 3128M8G99<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    172953 | PA      | $168449.48    | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06214                      | CUSIP: 3128M8GX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    234924 | PA      | $248679.36    | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06361                      | CUSIP: 3128M8MJ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    115785 | PA      | $115654.82    | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06409                      | CUSIP: 3128M8N26<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    322071 | PA      | $341997.45    | 0.00%             | 2039-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06493                      | CUSIP: 3128M8RN6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     21298 | PA      | $21688.34     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06530                      | CUSIP: 3128M8ST2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     58009 | PA      | $61911.88     | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06566                      | CUSIP: 3128M8TX2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     68094 | PA      | $72227.73     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06709                      | CUSIP: 3128M8YE8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     26455 | PA      | $26934.41     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06713                      | CUSIP: 3128M8YJ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     51867 | PA      | $53771.51     | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06766                      | CUSIP: 3128M8Z72<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    562828 | PA      | $583677.77    | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07784                      | CUSIP: 3128M96V9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2287805 | PA      | $2277353.17   | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07786                      | CUSIP: 3128M96X5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1099325 | PA      | $1094196.06   | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07787                      | CUSIP: 3128M96Y3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1202720 | PA      | $1196910.16   | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06956                      | CUSIP: 3128M9BZ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    119909 | PA      | $122101.06    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G06995                      | CUSIP: 3128M9C83<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    261226 | PA      | $278086.92    | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07025                      | CUSIP: 3128M9D66<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    159267 | PA      | $165136.64    | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07026                      | CUSIP: 3128M9D74<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     70271 | PA      | $71559.95     | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07020                      | CUSIP: 3128M9DZ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      5679 | PA      | $5861.21      | 0.00%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07031                      | CUSIP: 3128M9EC2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    202448 | PA      | $201845.56    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07068                      | CUSIP: 3128M9FH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    245942 | PA      | $254383.38    | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07195                      | CUSIP: 3128M9KG6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    518415 | PA      | $527702.18    | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07239                      | CUSIP: 3128M9LU4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    487469 | PA      | $460218.20    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07277                      | CUSIP: 3128M9M25<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    128128 | PA      | $132829.17    | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07661                      | CUSIP: 3128M9Z21<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    194736 | PA      | $182760.85    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07801                      | CUSIP: 3128MAAA7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    269257 | PA      | $267407.41    | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07805                      | CUSIP: 3128MAAE9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    646492 | PA      | $658337.26    | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07810                      | CUSIP: 3128MAAK5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     32194 | PA      | $32773.79     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07859                      | CUSIP: 3128MAB40<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    186873 | PA      | $190193.00    | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07851                      | CUSIP: 3128MABU2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    140667 | PA      | $140372.74    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07872                      | CUSIP: 3128MACH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    337812 | PA      | $343722.08    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07921                      | CUSIP: 3128MAD22<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1681652 | PA      | $1630161.67   | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07924                      | CUSIP: 3128MAD55<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2108705 | PA      | $2037198.43   | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07925                      | CUSIP: 3128MAD63<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    694797 | PA      | $691149.10    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07907                      | CUSIP: 3128MADL0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    755578 | PA      | $803156.62    | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07939                      | CUSIP: 3128MAEL9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    355974 | PA      | $362238.32    | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07941                      | CUSIP: 3128MAEN5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    135581 | PA      | $137966.98    | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07942                      | CUSIP: 3128MAEP0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     61519 | PA      | $62597.86     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07961                      | CUSIP: 3128MAFA2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1197124 | PA      | $1154473.97   | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G07977                      | CUSIP: 3128MAFS3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    237156 | PA      | $241393.35    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G14197                      | CUSIP: 3128MC3E3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      9445 | PA      | $9424.76      | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G14203                      | CUSIP: 3128MC3L7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       557 | PA      | $555.80       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G14221                      | CUSIP: 3128MC4E2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2109 | PA      | $2106.46      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G14120                      | CUSIP: 3128MCYR0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       989 | PA      | $987.52       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G14572                      | CUSIP: 3128MDJR5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |        66 | PA      | $65.41        | 0.00%             | 2026-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G14614                      | CUSIP: 3128MDK36<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       200 | PA      | $199.40       | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G14606                      | CUSIP: 3128MDKT9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      9099 | PA      | $9005.37      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G14649                      | CUSIP: 3128MDL68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     85061 | PA      | $84157.97     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G14660                      | CUSIP: 3128MDMH3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    114589 | PA      | $112880.42    | 0.00%             | 2028-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G14813                      | CUSIP: 3128MDSA2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     47251 | PA      | $46871.68     | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G14820                      | CUSIP: 3128MDSH7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      4386 | PA      | $4376.95      | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G15027                      | CUSIP: 3128MDYY3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1661 | PA      | $1656.45      | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G16044                      | CUSIP: 3128ME5D9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    450892 | PA      | $438718.69    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G15336                      | CUSIP: 3128MEEH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    398699 | PA      | $391465.23    | 0.00%             | 2029-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G15454                      | CUSIP: 3128MEH79<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     17477 | PA      | $17291.52     | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G15537                      | CUSIP: 3128MELS8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     42822 | PA      | $42415.78     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G15688                      | CUSIP: 3128MERH6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     19579 | PA      | $19509.78     | 0.00%             | 2030-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G15736                      | CUSIP: 3128MESZ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     37336 | PA      | $36900.26     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G16447                      | CUSIP: 3128MFL48<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     11306 | PA      | $11273.49     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G16485                      | CUSIP: 3128MFNA2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    887996 | PA      | $871188.67    | 0.01%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G16505                      | CUSIP: 3128MFNW4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    474606 | PA      | $472941.48    | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G16724                      | CUSIP: 3128MFVR6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     65559 | PA      | $63547.11     | 0.00%             | 2033-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08768                      | CUSIP: 3128MJ2A7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    797257 | PA      | $801731.39    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08770                      | CUSIP: 3128MJ2C3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    766016 | PA      | $732514.20    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08771                      | CUSIP: 3128MJ2D1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1469132 | PA      | $1446956.98   | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08774                      | CUSIP: 3128MJ2G4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1524945 | PA      | $1458250.18   | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08775                      | CUSIP: 3128MJ2H2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3234090 | PA      | $3185273.82   | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08776                      | CUSIP: 3128MJ2J8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    333264 | PA      | $335134.40    | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08779                      | CUSIP: 3128MJ2M1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7707587 | PA      | $7370490.78   | 0.04%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08781                      | CUSIP: 3128MJ2P4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    417457 | PA      | $419800.41    | 0.00%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08783                      | CUSIP: 3128MJ2R0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    333923 | PA      | $309198.58    | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08784                      | CUSIP: 3128MJ2S8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3042101 | PA      | $2909052.88   | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08785                      | CUSIP: 3128MJ2T6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    228451 | PA      | $225002.62    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08786                      | CUSIP: 3128MJ2U3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    168359 | PA      | $169303.51    | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08788                      | CUSIP: 3128MJ2W9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1982845 | PA      | $1895504.86   | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08789                      | CUSIP: 3128MJ2X7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1157679 | PA      | $1139119.70   | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08790                      | CUSIP: 3128MJ2Y5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1008022 | PA      | $1012104.83   | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08791                      | CUSIP: 3128MJ2Z2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    311443 | PA      | $288091.30    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08792                      | CUSIP: 3128MJ3A6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1753992 | PA      | $1676732.19   | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08793                      | CUSIP: 3128MJ3B4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2660817 | PA      | $2618159.78   | 0.02%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08796                      | CUSIP: 3128MJ3E8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    767787 | PA      | $733967.51    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08800                      | CUSIP: 3128MJ3J7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1597559 | PA      | $1527189.16   | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08804                      | CUSIP: 3128MJ3N8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1530827 | PA      | $1463396.96   | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08808                      | CUSIP: 3128MJ3S7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    694105 | PA      | $662879.80    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08817                      | CUSIP: 3128MJ4B3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1862446 | PA      | $1832005.32   | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08818                      | CUSIP: 3128MJ4C1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1391085 | PA      | $1395414.19   | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08823                      | CUSIP: 3128MJ4H0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    748829 | PA      | $715142.06    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08824                      | CUSIP: 3128MJ4J6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2754216 | PA      | $2709200.73   | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08827                      | CUSIP: 3128MJ4M9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1282362 | PA      | $1285551.97   | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08830                      | CUSIP: 3128MJ4Q0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     17537 | PA      | $16748.01     | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08831                      | CUSIP: 3128MJ4R8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2523770 | PA      | $2482520.53   | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08835                      | CUSIP: 3128MJ4V9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    136188 | PA      | $130061.15    | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08836                      | CUSIP: 3128MJ4W7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    965365 | PA      | $949586.80    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08837                      | CUSIP: 3128MJ4X5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2109536 | PA      | $2114783.52   | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08838                      | CUSIP: 3128MJ4Y3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    174785 | PA      | $179617.35    | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08842                      | CUSIP: 3128MJ5C0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3860767 | PA      | $3796459.28   | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08843                      | CUSIP: 3128MJ5D8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    679868 | PA      | $681134.55    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08846                      | CUSIP: 3128MJ5G1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     67700 | PA      | $64590.99     | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08847                      | CUSIP: 3128MJ5H9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    571295 | PA      | $561778.98    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08848                      | CUSIP: 3128MJ5J5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2218668 | PA      | $2222800.13   | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08849                      | CUSIP: 3128MJ5K2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    338897 | PA      | $348266.20    | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08852                      | CUSIP: 3128MJ5N6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    575301 | PA      | $565718.79    | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08856                      | CUSIP: 3128MJ5S5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     76829 | PA      | $73300.76     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08861                      | CUSIP: 3128MJ5X4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    162414 | PA      | $154955.03    | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08862                      | CUSIP: 3128MJ5Y2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1427975 | PA      | $1404189.73   | 0.01%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08882                      | CUSIP: 3128MJ6U9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1003781 | PA      | $986747.62    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08887                      | CUSIP: 3128MJ6Z8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1202626 | PA      | $1107943.76   | 0.01%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08002                      | CUSIP: 3128MJAC4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    264973 | PA      | $276453.90    | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08010                      | CUSIP: 3128MJAL4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     68004 | PA      | $70929.12     | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08021                      | CUSIP: 3128MJAX8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     19349 | PA      | $20198.97     | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08062                      | CUSIP: 3128MJB82<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     40499 | PA      | $41739.91     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08036                      | CUSIP: 3128MJBE9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    224885 | PA      | $234758.46    | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08046                      | CUSIP: 3128MJBQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    362655 | PA      | $378883.28    | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08051                      | CUSIP: 3128MJBV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     58625 | PA      | $60409.29     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08052                      | CUSIP: 3128MJBW9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     60179 | PA      | $62905.34     | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08068                      | CUSIP: 3128MJCE8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    147201 | PA      | $153992.21    | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08073                      | CUSIP: 3128MJCK4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     78595 | PA      | $82219.46     | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08079                      | CUSIP: 3128MJCR9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     78447 | PA      | $80876.43     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08080                      | CUSIP: 3128MJCS7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     91061 | PA      | $95285.81     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08085                      | CUSIP: 3128MJCX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     31111 | PA      | $32085.10     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08086                      | CUSIP: 3128MJCY4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     79066 | PA      | $82734.39     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08105                      | CUSIP: 3128MJDK3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    111039 | PA      | $116198.59    | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08117                      | CUSIP: 3128MJDX5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    134983 | PA      | $142839.52    | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08168                      | CUSIP: 3128MJFJ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    294809 | PA      | $312524.46    | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08174                      | CUSIP: 3128MJFQ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     18946 | PA      | $20111.37     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08217                      | CUSIP: 3128MJG38<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     37531 | PA      | $39905.30     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08210                      | CUSIP: 3128MJGU8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    116773 | PA      | $124087.76    | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08255                      | CUSIP: 3128MJH94<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    160236 | PA      | $165731.54    | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08227                      | CUSIP: 3128MJHD5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    151275 | PA      | $160922.15    | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08242                      | CUSIP: 3128MJHU7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     71400 | PA      | $75987.61     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08271                      | CUSIP: 3128MJJR2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    198944 | PA      | $212025.58    | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08344                      | CUSIP: 3128MJL24<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    140659 | PA      | $143221.21    | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08347                      | CUSIP: 3128MJL57<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    498701 | PA      | $507631.90    | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08323                      | CUSIP: 3128MJLD0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    164330 | PA      | $170099.72    | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08331                      | CUSIP: 3128MJLM0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    196492 | PA      | $200065.39    | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08341                      | CUSIP: 3128MJLX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     74538 | PA      | $77146.80     | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08353                      | CUSIP: 3128MJMB3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    312981 | PA      | $318585.99    | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08354                      | CUSIP: 3128MJMC1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    138783 | PA      | $143667.22    | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08364                      | CUSIP: 3128MJMN7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    111062 | PA      | $113056.52    | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08369                      | CUSIP: 3128MJMT4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    166728 | PA      | $172610.89    | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08372                      | CUSIP: 3128MJMW7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    365920 | PA      | $372510.77    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08373                      | CUSIP: 3128MJMX5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    422745 | PA      | $437737.95    | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08392                      | CUSIP: 3128MJNJ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    172597 | PA      | $175701.37    | 0.00%             | 2040-03-01      | 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        |    287147 | PA      | $292403.63    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08473                      | CUSIP: 3128MJQ37<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1605765 | PA      | $1559500.66   | 0.01%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08474                      | CUSIP: 3128MJQ45<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    163684 | PA      | $163152.39    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08477                      | CUSIP: 3128MJQ78<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    629246 | PA      | $611098.23    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08479                      | CUSIP: 3128MJQ94<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    472614 | PA      | $458804.63    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08451                      | CUSIP: 3128MJQD5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    320416 | PA      | $326291.61    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08469                      | CUSIP: 3128MJQX1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    257277 | PA      | $249988.63    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08488                      | CUSIP: 3128MJRJ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    300396 | PA      | $291551.02    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08537                      | CUSIP: 3128MJS35<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2960412 | PA      | $2777558.90   | 0.02%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08538                      | CUSIP: 3128MJS43<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3953961 | PA      | $3823863.14   | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08540                      | CUSIP: 3128MJS68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1583060 | PA      | $1484776.98   | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08528                      | CUSIP: 3128MJSS0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1106997 | PA      | $1039660.31   | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08534                      | CUSIP: 3128MJSY7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    965986 | PA      | $906585.65    | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08573                      | CUSIP: 3128MJT75<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    176711 | PA      | $175561.10    | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08544                      | CUSIP: 3128MJTA8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    198396 | PA      | $186007.98    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08551                      | CUSIP: 3128MJTH3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    505997 | PA      | $502892.50    | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08554                      | CUSIP: 3128MJTL4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1639994 | PA      | $1584198.04   | 0.01%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08558                      | CUSIP: 3128MJTQ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    956891 | PA      | $950907.82    | 0.01%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08563                      | CUSIP: 3128MJTV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    267078 | PA      | $265422.75    | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08601                      | CUSIP: 3128MJU32<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    633346 | PA      | $628836.02    | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08606                      | CUSIP: 3128MJU81<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    325958 | PA      | $323606.25    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08607                      | CUSIP: 3128MJU99<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    246672 | PA      | $250920.78    | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08577                      | CUSIP: 3128MJUB4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    205950 | PA      | $204626.25    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08578                      | CUSIP: 3128MJUC2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    225044 | PA      | $228946.45    | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08581                      | CUSIP: 3128MJUF5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    217677 | PA      | $210080.10    | 0.00%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08583                      | CUSIP: 3128MJUH1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    189328 | PA      | $192591.04    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08587                      | CUSIP: 3128MJUM0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     76802 | PA      | $78146.38     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08588                      | CUSIP: 3128MJUN8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    395705 | PA      | $392999.47    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08592                      | CUSIP: 3128MJUS7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    163740 | PA      | $162619.15    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08593                      | CUSIP: 3128MJUT5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     77908 | PA      | $79266.24     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08595                      | CUSIP: 3128MJUV0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    555683 | PA      | $551777.89    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08596                      | CUSIP: 3128MJUW8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    490273 | PA      | $498734.68    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08597                      | CUSIP: 3128MJUX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    695605 | PA      | $670716.75    | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08632                      | CUSIP: 3128MJV23<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    862766 | PA      | $830016.83    | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08633                      | CUSIP: 3128MJV31<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    297419 | PA      | $295070.38    | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08635                      | CUSIP: 3128MJV56<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    793911 | PA      | $738988.08    | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08637                      | CUSIP: 3128MJV72<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    264701 | PA      | $262555.20    | 0.00%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08610                      | CUSIP: 3128MJVC1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    246902 | PA      | $245065.75    | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08615                      | CUSIP: 3128MJVH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1194462 | PA      | $1150709.03   | 0.01%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08618                      | CUSIP: 3128MJVL1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    117558 | PA      | $116630.56    | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08619                      | CUSIP: 3128MJVM9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    793075 | PA      | $738999.36    | 0.00%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08620                      | CUSIP: 3128MJVN7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    902538 | PA      | $869103.11    | 0.01%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08623                      | CUSIP: 3128MJVR8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1680355 | PA      | $1617830.79   | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08624                      | CUSIP: 3128MJVS6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1379037 | PA      | $1368287.17   | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08631                      | CUSIP: 3128MJVZ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    287523 | PA      | $267807.75    | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08666                      | CUSIP: 3128MJW48<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2609104 | PA      | $2426557.54   | 0.01%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08667                      | CUSIP: 3128MJW55<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1909634 | PA      | $1834945.68   | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08669                      | CUSIP: 3128MJW71<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2214251 | PA      | $2194968.22   | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08670                      | CUSIP: 3128MJW89<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2639939 | PA      | $2451162.41   | 0.01%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08671                      | CUSIP: 3128MJW97<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    875424 | PA      | $841035.32    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08641                      | CUSIP: 3128MJWB2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    708988 | PA      | $681813.44    | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08648                      | CUSIP: 3128MJWJ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1079813 | PA      | $1004462.06   | 0.01%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08650                      | CUSIP: 3128MJWL0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1263155 | PA      | $1214526.22   | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08653                      | CUSIP: 3128MJWP1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1988788 | PA      | $1849266.97   | 0.01%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08658                      | CUSIP: 3128MJWU0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    605616 | PA      | $563071.13    | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08659                      | CUSIP: 3128MJWV8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    508351 | PA      | $488467.59    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08660                      | CUSIP: 3128MJWW6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    916086 | PA      | $908198.84    | 0.01%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08698                      | CUSIP: 3128MJX47<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1650446 | PA      | $1580325.97   | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08699                      | CUSIP: 3128MJX54<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1087939 | PA      | $1076617.28   | 0.01%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08701                      | CUSIP: 3128MJX70<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    467055 | PA      | $433057.34    | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08702                      | CUSIP: 3128MJX88<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    955352 | PA      | $914762.84    | 0.01%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08672                      | CUSIP: 3128MJXA3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    623979 | PA      | $618441.56    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08675                      | CUSIP: 3128MJXD7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1229525 | PA      | $1142036.66   | 0.01%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08677                      | CUSIP: 3128MJXF2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1179664 | PA      | $1169093.77   | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08681                      | CUSIP: 3128MJXK1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4756104 | PA      | $4567276.69   | 0.03%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08682                      | CUSIP: 3128MJXL9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    190984 | PA      | $189241.71    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08687                      | CUSIP: 3128MJXR6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    404330 | PA      | $388108.39    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08688                      | CUSIP: 3128MJXS4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    739663 | PA      | $732917.95    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08692                      | CUSIP: 3128MJXW5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1289950 | PA      | $1196953.24   | 0.01%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08694                      | CUSIP: 3128MJXY1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    538564 | PA      | $533542.21    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08728                      | CUSIP: 3128MJY20<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    452157 | PA      | $446886.33    | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08705                      | CUSIP: 3128MJYB0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    247866 | PA      | $229823.23    | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08706                      | CUSIP: 3128MJYC8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3087064 | PA      | $2955908.45   | 0.02%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08708                      | CUSIP: 3128MJYE4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    188606 | PA      | $190489.29    | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08711                      | CUSIP: 3128MJYH7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1364046 | PA      | $1306093.29   | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08712                      | CUSIP: 3128MJYJ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    320825 | PA      | $317285.74    | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08715                      | CUSIP: 3128MJYM6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3276046 | PA      | $3037576.19   | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08716                      | CUSIP: 3128MJYN4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    568680 | PA      | $544341.90    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08721                      | CUSIP: 3128MJYT1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2273728 | PA      | $2108219.23   | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08726                      | CUSIP: 3128MJYY0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    661537 | PA      | $613382.71    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08727                      | CUSIP: 3128MJYZ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1110733 | PA      | $1063195.93   | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08761                      | CUSIP: 3128MJZ37<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1057212 | PA      | $1011634.98   | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08762                      | CUSIP: 3128MJZ45<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     25536 | PA      | $25182.68     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08766                      | CUSIP: 3128MJZ86<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    500217 | PA      | $478340.02    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08767                      | CUSIP: 3128MJZ94<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1282344 | PA      | $1262987.82   | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08737                      | CUSIP: 3128MJZB9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5383348 | PA      | $4989801.96   | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08738                      | CUSIP: 3128MJZC7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    725688 | PA      | $694629.79    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08739                      | CUSIP: 3128MJZD5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    154439 | PA      | $152638.50    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08741                      | CUSIP: 3128MJZF0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7944713 | PA      | $7363919.29   | 0.04%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08742                      | CUSIP: 3128MJZG8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    972210 | PA      | $930297.06    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08743                      | CUSIP: 3128MJZH6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    126496 | PA      | $125020.98    | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08747                      | CUSIP: 3128MJZM5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5192696 | PA      | $4813086.65   | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08748                      | CUSIP: 3128MJZN3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1119880 | PA      | $1071601.52   | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08752                      | CUSIP: 3128MJZS2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1363393 | PA      | $1346222.58   | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08757                      | CUSIP: 3128MJZX1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    720396 | PA      | $689339.35    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08758                      | CUSIP: 3128MJZY9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    396583 | PA      | $391092.73    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G08759                      | CUSIP: 3128MJZZ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    517621 | PA      | $520332.33    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18441                      | CUSIP: 3128MMP31<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     57852 | PA      | $57303.53     | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18435                      | CUSIP: 3128MMPV9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     54200 | PA      | $53752.91     | 0.00%             | 2027-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18438                      | CUSIP: 3128MMPY3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     41928 | PA      | $41564.59     | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18472                      | CUSIP: 3128MMQ22<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    558614 | PA      | $551523.98    | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18474                      | CUSIP: 3128MMQ48<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    122459 | PA      | $120236.85    | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18475                      | CUSIP: 3128MMQ55<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    223829 | PA      | $220902.82    | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18476                      | CUSIP: 3128MMQ63<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    118202 | PA      | $117134.40    | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18459                      | CUSIP: 3128MMQM8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     14505 | PA      | $14340.38     | 0.00%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18465                      | CUSIP: 3128MMQT3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    377191 | PA      | $372669.22    | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18471                      | CUSIP: 3128MMQZ9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    150948 | PA      | $148209.33    | 0.00%             | 2028-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18483                      | CUSIP: 3128MMRD7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    237898 | PA      | $234698.19    | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18484                      | CUSIP: 3128MMRE5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    254454 | PA      | $252098.44    | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18540                      | CUSIP: 3128MMS61<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    218305 | PA      | $214110.07    | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18512                      | CUSIP: 3128MMSA2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    125447 | PA      | $124129.47    | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18514                      | CUSIP: 3128MMSC8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    365467 | PA      | $361508.18    | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18516                      | CUSIP: 3128MMSE4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     88788 | PA      | $88479.91     | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18518                      | CUSIP: 3128MMSG9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    104818 | PA      | $103662.59    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18522                      | CUSIP: 3128MMSL8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    175991 | PA      | $174017.04    | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18525                      | CUSIP: 3128MMSP9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    179398 | PA      | $178769.66    | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18531                      | CUSIP: 3128MMSV6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    115208 | PA      | $113850.97    | 0.00%             | 2029-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18568                      | CUSIP: 3128MMT29<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    174753 | PA      | $171014.22    | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18571                      | CUSIP: 3128MMT52<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    319802 | PA      | $312863.68    | 0.00%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18574                      | CUSIP: 3128MMT86<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    451200 | PA      | $441282.24    | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18575                      | CUSIP: 3128MMT94<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1115793 | PA      | $1100627.67   | 0.01%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18601                      | CUSIP: 3128MMU35<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    381980 | PA      | $376434.88    | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18604                      | CUSIP: 3128MMU68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    273712 | PA      | $267093.42    | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18605                      | CUSIP: 3128MMU76<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    541959 | PA      | $533985.81    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18607                      | CUSIP: 3128MMU92<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    833901 | PA      | $813455.54    | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18577                      | CUSIP: 3128MMUB7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    817327 | PA      | $799112.77    | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18581                      | CUSIP: 3128MMUF8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1337462 | PA      | $1307647.98   | 0.01%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18587                      | CUSIP: 3128MMUM3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    835449 | PA      | $823816.59    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18608                      | CUSIP: 3128MMVA8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    406193 | PA      | $400136.45    | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18611                      | CUSIP: 3128MMVD2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      7845 | PA      | $7643.93      | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18614                      | CUSIP: 3128MMVG5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    814167 | PA      | $792998.08    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18619                      | CUSIP: 3128MMVM2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    891198 | PA      | $867720.43    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18622                      | CUSIP: 3128MMVQ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3745734 | PA      | $3645851.81   | 0.02%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18626                      | CUSIP: 3128MMVU4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1112887 | PA      | $1082839.06   | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18627                      | CUSIP: 3128MMVV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    333580 | PA      | $328018.35    | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18628                      | CUSIP: 3128MMVW0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    486623 | PA      | $468644.06    | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18631                      | CUSIP: 3128MMVZ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1215619 | PA      | $1182387.42   | 0.01%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18665                      | CUSIP: 3128MMW33<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2033458 | PA      | $1972436.69   | 0.01%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18666                      | CUSIP: 3128MMW41<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1161265 | PA      | $1140129.64   | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18670                      | CUSIP: 3128MMW82<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    226772 | PA      | $222604.33    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18642                      | CUSIP: 3128MMWC3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    299658 | PA      | $298700.97    | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18651                      | CUSIP: 3128MMWM1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     38233 | PA      | $37121.63     | 0.00%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18655                      | CUSIP: 3128MMWR0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    609276 | PA      | $598520.58    | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18659                      | CUSIP: 3128MMWV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    736099 | PA      | $722967.86    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18660                      | CUSIP: 3128MMWW9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    293582 | PA      | $292551.97    | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18663                      | CUSIP: 3128MMWZ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    203917 | PA      | $200205.14    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18672                      | CUSIP: 3128MMXA6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    942854 | PA      | $913959.12    | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18673                      | CUSIP: 3128MMXB4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1529834 | PA      | $1501439.80   | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18676                      | CUSIP: 3128MMXE8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    245480 | PA      | $237954.77    | 0.00%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18677                      | CUSIP: 3128MMXF5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1162434 | PA      | $1140638.79   | 0.01%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18681                      | CUSIP: 3128MMXK4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     29605 | PA      | $29044.95     | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18684                      | CUSIP: 3128MMXN8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1050837 | PA      | $1030940.93   | 0.01%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18689                      | CUSIP: 3128MMXT5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    178922 | PA      | $177846.95    | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18691                      | CUSIP: 3128MMXV0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    306285 | PA      | $300315.69    | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18692                      | CUSIP: 3128MMXW8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1181736 | PA      | $1174637.13   | 0.01%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18707                      | CUSIP: 3128MMYD9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    587276 | PA      | $583014.12    | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18710                      | CUSIP: 3128MMYG2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    831483 | PA      | $825448.79    | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18713                      | CUSIP: 3128MMYK3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    923456 | PA      | $916754.79    | 0.01%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18716                      | CUSIP: 3128MMYN7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    679758 | PA      | $674825.18    | 0.00%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18717                      | CUSIP: 3128MMYP2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    477880 | PA      | $483051.31    | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18725                      | CUSIP: 3128MMYX5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     63879 | PA      | $62534.40     | 0.00%             | 2034-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G18726                      | CUSIP: 3128MMYY3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1163943 | PA      | $1153313.70   | 0.01%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                         | FH 1J1516                      | CUSIP: 3128NHVH3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1830 | PA      | $1903.88      | 0.00%             | 2037-02-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91714                      | CUSIP: 3128P73X9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    615681 | PA      | $602376.27    | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91718                      | CUSIP: 3128P74B6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    361220 | PA      | $353340.94    | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91730                      | CUSIP: 3128P74P5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    133991 | PA      | $133003.22    | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C90993                      | CUSIP: 3128P7C68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2113 | PA      | $2117.91      | 0.00%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91187                      | CUSIP: 3128P7J87<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      3285 | PA      | $3340.07      | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91164                      | CUSIP: 3128P7JH7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2045 | PA      | $2059.42      | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91168                      | CUSIP: 3128P7JM6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      3794 | PA      | $3857.65      | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91177                      | CUSIP: 3128P7JW4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       691 | PA      | $692.34       | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91236                      | CUSIP: 3128P7LR2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      6004 | PA      | $6033.62      | 0.00%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91336                      | CUSIP: 3128P7PV9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     66507 | PA      | $67081.99     | 0.00%             | 2030-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91359                      | CUSIP: 3128P7QL0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     76798 | PA      | $77547.32     | 0.00%             | 2031-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91568                      | CUSIP: 3128P7W58<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1096879 | PA      | $1075538.53   | 0.01%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91557                      | CUSIP: 3128P7WS8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    393678 | PA      | $385840.46    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91581                      | CUSIP: 3128P7XJ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    980656 | PA      | $961132.14    | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91596                      | CUSIP: 3128P7XZ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    535331 | PA      | $524447.01    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91606                      | CUSIP: 3128P7YB3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    324630 | PA      | $317890.15    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91619                      | CUSIP: 3128P7YQ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    410526 | PA      | $402004.11    | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91819                      | CUSIP: 3128P8AU5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    357057 | PA      | $347357.80    | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91858                      | CUSIP: 3128P8B34<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    224689 | PA      | $218024.64    | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91837                      | CUSIP: 3128P8BE0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    220912 | PA      | $214735.60    | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91840                      | CUSIP: 3128P8BH3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1179157 | PA      | $1146180.58   | 0.01%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91843                      | CUSIP: 3128P8BL4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    193121 | PA      | $187614.25    | 0.00%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91846                      | CUSIP: 3128P8BP5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    268068 | PA      | $260490.18    | 0.00%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91849                      | CUSIP: 3128P8BS9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    400785 | PA      | $396021.32    | 0.00%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91853                      | CUSIP: 3128P8BW0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    559241 | PA      | $556942.06    | 0.00%             | 2035-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91887                      | CUSIP: 3128P8CY5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1118956 | PA      | $1090951.23   | 0.01%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91928                      | CUSIP: 3128P8D99<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    295083 | PA      | $292948.47    | 0.00%             | 2037-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91905                      | CUSIP: 3128P8DJ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1653133 | PA      | $1609176.56   | 0.01%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91908                      | CUSIP: 3128P8DM0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    539222 | PA      | $524883.72    | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C91912                      | CUSIP: 3128P8DR9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2419696 | PA      | $2353843.77   | 0.01%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C92004                      | CUSIP: 3128P8GM7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1046796 | PA      | $1056119.04   | 0.01%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C92031                      | CUSIP: 3128P8HG9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    329667 | PA      | $332088.35    | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG J14781                      | CUSIP: 3128PUJ29<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       452 | PA      | $451.33       | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG J14785                      | CUSIP: 3128PUJ60<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1316 | PA      | $1313.69      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG J14924                      | CUSIP: 3128PUPH9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |         8 | PA      | $8.46         | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG J16400                      | CUSIP: 3128PWDD7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      5943 | PA      | $5930.71      | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG J18884                      | CUSIP: 3128PY2R4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      9614 | PA      | $9539.31      | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG J18940                      | CUSIP: 3128PY4Z4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     44262 | PA      | $43915.92     | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG J18818                      | CUSIP: 3128PYYP3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    213846 | PA      | $212174.96    | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                         | FH 1G2261                      | CUSIP: 3128QSQN9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1585 | PA      | $1643.76      | 0.00%             | 2037-10-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                         | FH 1G2736                      | CUSIP: 3128QTBD5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      3988 | PA      | $4187.61      | 0.00%             | 2038-03-01      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                         | FH 1B7911                      | CUSIP: 3128UGFB8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2429 | PA      | $2535.95      | 0.00%             | 2040-12-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                         | FH 1B8002                      | CUSIP: 3128UGH67<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       381 | PA      | $399.24       | 0.00%             | 2041-02-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                         | FH 1B7981                      | CUSIP: 3128UGHH3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     14466 | PA      | $15159.87     | 0.00%             | 2041-02-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                         | FH 1B8336                      | CUSIP: 3128UGUL9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      9409 | PA      | $9859.62      | 0.00%             | 2041-06-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C00834                      | CUSIP: 31292G4T0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2123 | PA      | $2178.33      | 0.00%             | 2029-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C00836                      | CUSIP: 31292G4V5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      3100 | PA      | $3254.39      | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C00632                      | CUSIP: 31292GVZ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       344 | PA      | $361.53       | 0.00%             | 2028-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C00680                      | CUSIP: 31292GXH4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1920 | PA      | $1970.41      | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C00730                      | CUSIP: 31292GY34<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       592 | PA      | $607.01       | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C00765                      | CUSIP: 31292GZ66<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1023 | PA      | $1073.51      | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01674                      | CUSIP: 31292H2F0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    139637 | PA      | $145399.10    | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01725                      | CUSIP: 31292H4J0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    101455 | PA      | $105602.40    | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01786                      | CUSIP: 31292H6X7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     10333 | PA      | $10763.37     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01797                      | CUSIP: 31292H7J7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      3337 | PA      | $3477.58      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01222                      | CUSIP: 31292HLB8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       709 | PA      | $747.84       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01371                      | CUSIP: 31292HQY3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      5172 | PA      | $5486.88      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01501                      | CUSIP: 31292HU28<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     20503 | PA      | $21268.88     | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01490                      | CUSIP: 31292HUP7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      5067 | PA      | $5258.88      | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01523                      | CUSIP: 31292HVQ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     88017 | PA      | $90227.85     | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01527                      | CUSIP: 31292HVU5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     37219 | PA      | $38639.52     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01567                      | CUSIP: 31292HW42<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    165282 | PA      | $169522.95    | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01552                      | CUSIP: 31292HWM2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    139274 | PA      | $144643.02    | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01599                      | CUSIP: 31292HX41<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    177768 | PA      | $184896.18    | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01573                      | CUSIP: 31292HXA7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    158739 | PA      | $164920.49    | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01585                      | CUSIP: 31292HXN9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     48613 | PA      | $49885.78     | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01648                      | CUSIP: 31292HZM9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    309582 | PA      | $317845.27    | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01649                      | CUSIP: 31292HZN7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     68357 | PA      | $71099.79     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01840                      | CUSIP: 31292JBH2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    583251 | PA      | $608134.07    | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C01847                      | CUSIP: 31292JBQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    236145 | PA      | $246223.43    | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C03478                      | CUSIP: 31292K2K2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    221717 | PA      | $225742.42    | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C03479                      | CUSIP: 31292K2L0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     96169 | PA      | $99644.85     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C03486                      | CUSIP: 31292K2T3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    169816 | PA      | $172906.66    | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C03490                      | CUSIP: 31292K2X4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    233036 | PA      | $237276.45    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C03517                      | CUSIP: 31292K4A2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    187140 | PA      | $190553.02    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C03518                      | CUSIP: 31292K4B0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     46037 | PA      | $47726.60     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C03600                      | CUSIP: 31292K7M3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     65996 | PA      | $64188.87     | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C03805                      | CUSIP: 31292LGN9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    705784 | PA      | $685929.69    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C03832                      | CUSIP: 31292LHH1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     49997 | PA      | $50912.38     | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C03935                      | CUSIP: 31292LLQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    160876 | PA      | $160062.18    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C04014                      | CUSIP: 31292LN76<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    174758 | PA      | $169644.50    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C04269                      | CUSIP: 31292LW68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    155020 | PA      | $146091.67    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C09000                      | CUSIP: 31292R7M8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    510098 | PA      | $494709.58    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C09029                      | CUSIP: 31292SA67<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    990945 | PA      | $931304.65    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C09032                      | CUSIP: 31292SA91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1317944 | PA      | $1275126.26   | 0.01%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C09004                      | CUSIP: 31292SAD2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1328490 | PA      | $1287852.74   | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C09007                      | CUSIP: 31292SAG5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    732771 | PA      | $710191.06    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C09015                      | CUSIP: 31292SAQ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1385978 | PA      | $1303701.57   | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C09022                      | CUSIP: 31292SAX8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2062927 | PA      | $1939667.97   | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C09064                      | CUSIP: 31292SB90<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    156232 | PA      | $155065.12    | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C09042                      | CUSIP: 31292SBK5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    354011 | PA      | $342143.45    | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG C09055                      | CUSIP: 31292SBY5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    205907 | PA      | $204628.82    | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A86249                      | CUSIP: 3129325J1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    161508 | PA      | $164450.48    | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A86314                      | CUSIP: 312933AP9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    142766 | PA      | $142658.97    | 0.00%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A87434                      | CUSIP: 312934HK1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     11704 | PA      | $12119.49     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A87580                      | CUSIP: 312934M58<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     88316 | PA      | $91415.55     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A87701                      | CUSIP: 312934RW4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    153997 | PA      | $156766.84    | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A87880                      | CUSIP: 312934XH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     34443 | PA      | $35062.90     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A89870                      | CUSIP: 3129366F9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    201695 | PA      | $205317.99    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A89385                      | CUSIP: 312936NA1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    147276 | PA      | $149917.37    | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A89601                      | CUSIP: 312936U21<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1362 | PA      | $1386.72      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A89729                      | CUSIP: 312936Y27<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    212097 | PA      | $211792.62    | 0.00%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A89760                      | CUSIP: 312936ZZ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    157366 | PA      | $160210.61    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A89941                      | CUSIP: 312937BJ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     28391 | PA      | $28901.73     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A90316                      | CUSIP: 312938K51<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     37704 | PA      | $38383.15     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A90320                      | CUSIP: 312938K93<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      9412 | PA      | $9747.09      | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A90768                      | CUSIP: 312938Z97<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    105540 | PA      | $109322.34    | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A91796                      | CUSIP: 3129397H8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     38314 | PA      | $39682.11     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A91025                      | CUSIP: 312939D65<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     41283 | PA      | $42763.05     | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A91395                      | CUSIP: 312939RQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     13358 | PA      | $13838.24     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A91431                      | CUSIP: 312939SU6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     17878 | PA      | $18516.13     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A91538                      | CUSIP: 312939V73<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    138061 | PA      | $140556.08    | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A91876                      | CUSIP: 312940CM9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     62963 | PA      | $65208.90     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A91947                      | CUSIP: 312940EU9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    164873 | PA      | $170819.29    | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A92179                      | CUSIP: 312940M48<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     76124 | PA      | $78911.44     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A92241                      | CUSIP: 312940P29<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     57423 | PA      | $59471.10     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A92269                      | CUSIP: 312940QW2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     27448 | PA      | $27946.54     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A92286                      | CUSIP: 312940RF8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    125859 | PA      | $128138.48    | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A93497                      | CUSIP: 3129413E5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    168718 | PA      | $171779.43    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A93505                      | CUSIP: 3129413N5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1088154 | PA      | $1107955.66   | 0.01%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A93511                      | CUSIP: 3129413U9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    232190 | PA      | $240600.05    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A93093                      | CUSIP: 312941NJ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    294021 | PA      | $299322.53    | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A93095                      | CUSIP: 312941NL7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    164521 | PA      | $167514.15    | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A93337                      | CUSIP: 312941V61<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     82308 | PA      | $83802.82     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A93784                      | CUSIP: 312942FZ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    132752 | PA      | $135160.11    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A93853                      | CUSIP: 312942H65<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    146200 | PA      | $151543.39    | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A93990                      | CUSIP: 312942NF8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1765215 | PA      | $1761973.29   | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A93996                      | CUSIP: 312942NM3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    227952 | PA      | $232105.25    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A94605                      | CUSIP: 312943DJ9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    236353 | PA      | $235914.00    | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A94611                      | CUSIP: 312943DQ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     93158 | PA      | $94859.01     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A95085                      | CUSIP: 312943UJ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    215078 | PA      | $214667.81    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A95121                      | CUSIP: 312943VN0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      7558 | PA      | $7696.69      | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A95257                      | CUSIP: 312943ZW6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     95173 | PA      | $92770.70     | 0.00%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A95575                      | CUSIP: 312944FQ9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    363808 | PA      | $363204.12    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A95796                      | CUSIP: 312944NM9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     37916 | PA      | $37843.44     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A95825                      | CUSIP: 312944PJ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    394520 | PA      | $393722.28    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A95960                      | CUSIP: 312944TR2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    111881 | PA      | $111642.18    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A97125                      | CUSIP: 3129454J4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     12124 | PA      | $12100.64     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A96312                      | CUSIP: 312945AM0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    357610 | PA      | $356654.85    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A96409                      | CUSIP: 312945DN5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1030160 | PA      | $1003805.16   | 0.01%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A96413                      | CUSIP: 312945DS4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1168606 | PA      | $1166237.16   | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A96815                      | CUSIP: 312945SC3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      4267 | PA      | $4257.83      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A97040                      | CUSIP: 312945ZD3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1085250 | PA      | $1082769.64   | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A97046                      | CUSIP: 312945ZK7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    204627 | PA      | $208364.61    | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A97047                      | CUSIP: 312945ZL5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1052470 | PA      | $1071664.58   | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A97052                      | CUSIP: 312945ZR2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    107107 | PA      | $111116.39    | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A97217                      | CUSIP: 312946AS5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    469147 | PA      | $477719.29    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A97259                      | CUSIP: 312946B47<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     49387 | PA      | $49295.75     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A97294                      | CUSIP: 312946C79<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    294381 | PA      | $293769.19    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A97474                      | CUSIP: 312946JT4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    170028 | PA      | $169606.68    | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A97620                      | CUSIP: 312946PD2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    437287 | PA      | $445268.15    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A97626                      | CUSIP: 312946PK6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    244143 | PA      | $253096.20    | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG E02866                      | CUSIP: 31294MFF3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       272 | PA      | $271.21       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG E02920                      | CUSIP: 31294MG54<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       981 | PA      | $978.80       | 0.00%             | 2026-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG E04003                      | CUSIP: 31294NNU9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     14566 | PA      | $14446.08     | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG E04106                      | CUSIP: 31294NR35<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     16656 | PA      | $16491.14     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG E04360                      | CUSIP: 31294NZZ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      7673 | PA      | $7583.10      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG E09030                      | CUSIP: 31294UA78<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     16297 | PA      | $16106.78     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG E09002                      | CUSIP: 31294UAB9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     99466 | PA      | $98603.16     | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG E09010                      | CUSIP: 31294UAK9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    102008 | PA      | $101040.46    | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG E09012                      | CUSIP: 31294UAM5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    166879 | PA      | $165232.14    | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG E09015                      | CUSIP: 31294UAQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    128663 | PA      | $127344.68    | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A13590                      | CUSIP: 31296M7B9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     15798 | PA      | $16438.49     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A14237                      | CUSIP: 31296NV61<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     14675 | PA      | $15073.63     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A15852                      | CUSIP: 31296QQD5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      7078 | PA      | $7258.07      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A37159                      | CUSIP: 31297S5U5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      9419 | PA      | $9702.99      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A37279                      | CUSIP: 31297TCQ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      8284 | PA      | $8680.47      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A37876                      | CUSIP: 31297TXD0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      4974 | PA      | $5129.06      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG A39735                      | CUSIP: 31297VY85<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      9607 | PA      | $9925.16      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                         | FH 848206                      | CUSIP: 31300LDK8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1965 | PA      | $2063.57      | 0.00%             | 2039-12-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                         | FH 848285                      | CUSIP: 31300LF26<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2714 | PA      | $2850.25      | 0.00%             | 2040-06-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                         | FH 848353                      | CUSIP: 31300LH65<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2706 | PA      | $2841.62      | 0.00%             | 2040-09-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                         | FH 848674                      | CUSIP: 31300LT70<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      4410 | PA      | $4620.72      | 0.00%             | 2042-02-01      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG J20129                      | CUSIP: 31306XEA7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    310610 | PA      | $307788.75    | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG J20466                      | CUSIP: 31306XQT3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     65037 | PA      | $64420.65     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG J21162                      | CUSIP: 31306YJF9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     62822 | PA      | $62178.12     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG J21208                      | CUSIP: 31306YKV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     23746 | PA      | $23502.97     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG J32368                      | CUSIP: 31307NTZ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     99242 | PA      | $98020.23     | 0.00%             | 2028-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG J36173                      | CUSIP: 31307S2E2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     60703 | PA      | $59063.10     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG J39295                      | CUSIP: 31307WKG8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     33237 | PA      | $33037.73     | 0.00%             | 2033-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZK3542                      | CUSIP: 3131X65B2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     11753 | PA      | $11712.55     | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZK4374                      | CUSIP: 3131X72F4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     87814 | PA      | $86930.12     | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZK5021                      | CUSIP: 3131X8SJ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     14284 | PA      | $14158.78     | 0.00%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZK7591                      | CUSIP: 3131XBNG0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    163549 | PA      | $161375.53    | 0.00%             | 2028-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZL3531                      | CUSIP: 3131XJ4Q2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4626243 | PA      | $4496869.29   | 0.03%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZL3235                      | CUSIP: 3131XJSY9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2743562 | PA      | $2665599.39   | 0.02%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZL3293                      | CUSIP: 3131XJUS9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1623205 | PA      | $1572651.55   | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZL3396                      | CUSIP: 3131XJXZ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     29685 | PA      | $28855.84     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZL3707                      | CUSIP: 3131XKDL0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     95030 | PA      | $92318.24     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZM0802                      | CUSIP: 3131XT3K4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1173660 | PA      | $1164735.62   | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZM1779                      | CUSIP: 3131XU6Q5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2612833 | PA      | $2419831.41   | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZM0903                      | CUSIP: 3131XUAC1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1157345 | PA      | $1148336.68   | 0.01%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZM0913                      | CUSIP: 3131XUAN7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1083038 | PA      | $1074607.50   | 0.01%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZM1147                      | CUSIP: 3131XUHY6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    471545 | PA      | $450984.96    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZM4379                      | CUSIP: 3131XX2L4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    537497 | PA      | $513389.44    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZM4417                      | CUSIP: 3131XX4A6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    262394 | PA      | $250625.58    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZM4908                      | CUSIP: 3131XYNZ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    918406 | PA      | $876927.20    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZM7731                      | CUSIP: 3131Y2SU3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    165217 | PA      | $162330.51    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZM7855                      | CUSIP: 3131Y2WQ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3276703 | PA      | $3308451.88   | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZM8782                      | CUSIP: 3131Y3XK7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    198632 | PA      | $199576.21    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                         | FH 2B1862                      | CUSIP: 31326GB70<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     21595 | PA      | $22526.74     | 0.00%             | 2043-11-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT0000                      | CUSIP: 31326SAV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1214562 | PA      | $1107766.54   | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZA1334                      | CUSIP: 31329JPT8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2667809 | PA      | $2582917.66   | 0.02%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZA2406                      | CUSIP: 31329KU77<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    138570 | PA      | $137724.11    | 0.00%             | 2036-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZA2493                      | CUSIP: 31329KXW9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    967149 | PA      | $937416.61    | 0.01%             | 2038-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZA2520                      | CUSIP: 31329KYR9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    144550 | PA      | $145683.15    | 0.00%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZA2523                      | CUSIP: 31329KYU2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    408325 | PA      | $411527.08    | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZA2760                      | CUSIP: 31329LB50<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      3174 | PA      | $3144.95      | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZA2856                      | CUSIP: 31329LE57<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      8670 | PA      | $8576.13      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZA2838                      | CUSIP: 31329LEK4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      8340 | PA      | $8234.64      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZA4194                      | CUSIP: 31329MUT5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    421605 | PA      | $396789.19    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZA4209                      | CUSIP: 31329MVA5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1012967 | PA      | $950889.00    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZA5940                      | CUSIP: 31329PS53<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    443509 | PA      | $445616.26    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZA6146                      | CUSIP: 31329PZK2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    124974 | PA      | $125412.06    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZA6555                      | CUSIP: 31329QH87<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    135924 | PA      | $139351.87    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS0867                      | CUSIP: 3132A06C5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     30107 | PA      | $30988.53     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS0873                      | CUSIP: 3132A06J0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     22595 | PA      | $23252.00     | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS0971                      | CUSIP: 3132A1CG7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     39644 | PA      | $40857.76     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS2789                      | CUSIP: 3132A3C24<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    351030 | PA      | $362920.08    | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS3781                      | CUSIP: 3132A4FW3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1055023 | PA      | $987939.42    | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS3800                      | CUSIP: 3132A4GH5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4013602 | PA      | $3877127.89   | 0.02%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS3876                      | CUSIP: 3132A4JV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     41251 | PA      | $42500.44     | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4127                      | CUSIP: 3132A4SQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    633325 | PA      | $643800.83    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4574                      | CUSIP: 3132A5CK9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    117563 | PA      | $119440.45    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4606                      | CUSIP: 3132A5DK8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1171560 | PA      | $1089786.14   | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4659                      | CUSIP: 3132A5E84<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1086224 | PA      | $1038863.71   | 0.01%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4646                      | CUSIP: 3132A5ET8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    939243 | PA      | $870800.73    | 0.01%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4647                      | CUSIP: 3132A5EU5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    240919 | PA      | $230949.59    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4671                      | CUSIP: 3132A5FL4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4089240 | PA      | $3787180.44   | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4675                      | CUSIP: 3132A5FQ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    850881 | PA      | $756771.99    | 0.00%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4681                      | CUSIP: 3132A5FW0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1294672 | PA      | $1151478.48   | 0.01%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4724                      | CUSIP: 3132A5G90<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1291776 | PA      | $1297510.45   | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4693                      | CUSIP: 3132A5GA7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3912368 | PA      | $3622150.65   | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4697                      | CUSIP: 3132A5GE9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1873095 | PA      | $1734149.83   | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4730                      | CUSIP: 3132A5HF5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    510036 | PA      | $487160.60    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4746                      | CUSIP: 3132A5HX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    529396 | PA      | $489133.39    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4747                      | CUSIP: 3132A5HY4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    745821 | PA      | $712137.60    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4785                      | CUSIP: 3132A5J63<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     17105 | PA      | $16806.00     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4758                      | CUSIP: 3132A5JB2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1737689 | PA      | $1605530.42   | 0.01%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4769                      | CUSIP: 3132A5JN6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    300388 | PA      | $295139.85    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS4777                      | CUSIP: 3132A5JW6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    382734 | PA      | $365089.97    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS6674                      | CUSIP: 3132A7MX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    220531 | PA      | $217827.11    | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS8029                      | CUSIP: 3132A84N6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     48245 | PA      | $48026.90     | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS7613                      | CUSIP: 3132A8N62<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     61669 | PA      | $61394.89     | 0.00%             | 2030-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS7735                      | CUSIP: 3132A8SY6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    405445 | PA      | $390277.16    | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS7854                      | CUSIP: 3132A8WP0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     77163 | PA      | $76839.08     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS7928                      | CUSIP: 3132A8YZ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     11312 | PA      | $11260.73     | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS7942                      | CUSIP: 3132A8ZF9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     12169 | PA      | $11939.71     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS8467                      | CUSIP: 3132A9MQ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    264979 | PA      | $262313.32    | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS8574                      | CUSIP: 3132A9Q34<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    436969 | PA      | $430948.60    | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS8570                      | CUSIP: 3132A9QX8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    148418 | PA      | $146373.43    | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS8594                      | CUSIP: 3132A9RP4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      7429 | PA      | $7317.78      | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS8642                      | CUSIP: 3132A9S73<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      6443 | PA      | $6328.18      | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS8617                      | CUSIP: 3132A9SE8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1655870 | PA      | $1613650.52   | 0.01%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS8665                      | CUSIP: 3132A9TW7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     20737 | PA      | $20349.86     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS8679                      | CUSIP: 3132A9UC9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     75001 | PA      | $73547.04     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS8682                      | CUSIP: 3132A9UF2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     43659 | PA      | $42805.22     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS9828                      | CUSIP: 3132AA4M3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1979846 | PA      | $1839788.04   | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS9163                      | CUSIP: 3132AAFC3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    611547 | PA      | $598229.24    | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS9164                      | CUSIP: 3132AAFD1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    510496 | PA      | $499383.26    | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZS9381                      | CUSIP: 3132AAM68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    277317 | PA      | $281785.92    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT0789                      | CUSIP: 3132AC2W9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    857471 | PA      | $843562.04    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT0794                      | CUSIP: 3132AC3B4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    760466 | PA      | $766931.61    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT0028                      | CUSIP: 3132ACA59<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3306876 | PA      | $3103943.02   | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT0046                      | CUSIP: 3132ACBP4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5243721 | PA      | $5165215.35   | 0.03%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT0240                      | CUSIP: 3132ACHR4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    135721 | PA      | $129591.50    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT0361                      | CUSIP: 3132ACMJ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6777189 | PA      | $6488051.31   | 0.04%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT0405                      | CUSIP: 3132ACNW6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1772037 | PA      | $1800846.28   | 0.01%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT0537                      | CUSIP: 3132ACS27<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4147706 | PA      | $3979823.39   | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT0538                      | CUSIP: 3132ACS35<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    822738 | PA      | $786351.54    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT0541                      | CUSIP: 3132ACS68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3047677 | PA      | $3006810.58   | 0.02%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT0542                      | CUSIP: 3132ACS76<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2586861 | PA      | $2552982.55   | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT0529                      | CUSIP: 3132ACSS0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7234176 | PA      | $6724676.96   | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT0531                      | CUSIP: 3132ACSU5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7754099 | PA      | $7462052.91   | 0.04%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT0535                      | CUSIP: 3132ACSY7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5494197 | PA      | $5288983.92   | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT0657                      | CUSIP: 3132ACWS5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1012291 | PA      | $1074435.55   | 0.01%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT0712                      | CUSIP: 3132ACYH7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    100214 | PA      | $98432.09     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT0717                      | CUSIP: 3132ACYN4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     40870 | PA      | $40532.19     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT1680                      | CUSIP: 3132AD2M9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    570072 | PA      | $570999.26    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT1703                      | CUSIP: 3132AD3L0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    815130 | PA      | $803945.46    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT1704                      | CUSIP: 3132AD3M8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4033753 | PA      | $4066786.98   | 0.02%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT1799                      | CUSIP: 3132AD7L6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    241589 | PA      | $239140.12    | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT1257                      | CUSIP: 3132ADME5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2487836 | PA      | $2342134.09   | 0.01%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT1346                      | CUSIP: 3132ADP77<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    184403 | PA      | $186264.09    | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT1526                      | CUSIP: 3132ADVT2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    338274 | PA      | $333844.19    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT1546                      | CUSIP: 3132ADWF1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2151494 | PA      | $2152977.00   | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT1640                      | CUSIP: 3132ADZD3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1281528 | PA      | $1287617.44   | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT1857                      | CUSIP: 3132AEB21<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5593002 | PA      | $5656283.24   | 0.03%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT1858                      | CUSIP: 3132AEB39<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5705850 | PA      | $5732963.44   | 0.03%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT1859                      | CUSIP: 3132AEB47<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2921501 | PA      | $3004302.57   | 0.02%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT1866                      | CUSIP: 3132AECB0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    181555 | PA      | $186133.74    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT1954                      | CUSIP: 3132AEE36<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    250019 | PA      | $256323.88    | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT2086                      | CUSIP: 3132AEJ72<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2966252 | PA      | $2820236.00   | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT2088                      | CUSIP: 3132AEJ98<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1477970 | PA      | $1478526.85   | 0.01%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT2074                      | CUSIP: 3132AEJT4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1404207 | PA      | $1304870.47   | 0.01%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT2090                      | CUSIP: 3132AEKB1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    209698 | PA      | $192963.38    | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT2091                      | CUSIP: 3132AEKC9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    157106 | PA      | $153566.06    | 0.00%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT2211                      | CUSIP: 3132AEN44<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    667922 | PA      | $656252.56    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT2195                      | CUSIP: 3132AENL6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1127 | PA      | $1123.99      | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR ZT2227                      | CUSIP: 3132AEPL4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4942691 | PA      | $4856335.76   | 0.03%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB0864                      | CUSIP: 3132CW5Z3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1347318 | PA      | $1362619.00   | 0.01%             | 2038-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB0890                      | CUSIP: 3132CW7B4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5426063 | PA      | $5060575.57   | 0.03%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB0023                      | CUSIP: 3132CWAY0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      5752 | PA      | $5631.67      | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB0036                      | CUSIP: 3132CWBD5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     70259 | PA      | $69197.23     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB0037                      | CUSIP: 3132CWBE3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     89147 | PA      | $88361.87     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB0105                      | CUSIP: 3132CWDJ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    148794 | PA      | $142972.01    | 0.00%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB0355                      | CUSIP: 3132CWMC5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    393029 | PA      | $388185.35    | 0.00%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB0361                      | CUSIP: 3132CWMJ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1272107 | PA      | $1239886.26   | 0.01%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB0406                      | CUSIP: 3132CWNX8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    278532 | PA      | $267198.44    | 0.00%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB0422                      | CUSIP: 3132CWPF5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2650832 | PA      | $2480561.63   | 0.01%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB0424                      | CUSIP: 3132CWPH1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2904309 | PA      | $2717756.66   | 0.02%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB0437                      | CUSIP: 3132CWPW8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4367565 | PA      | $4087023.84   | 0.02%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB0481                      | CUSIP: 3132CWRA4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1761932 | PA      | $1715652.84   | 0.01%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB0538                      | CUSIP: 3132CWS39<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2318481 | PA      | $2220515.49   | 0.01%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB0521                      | CUSIP: 3132CWSJ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    891360 | PA      | $833548.00    | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB0734                      | CUSIP: 3132CWY73<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5315861 | PA      | $5094565.33   | 0.03%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB0981                      | CUSIP: 3132CXCS9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    863005 | PA      | $880548.27    | 0.01%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB1069                      | CUSIP: 3132CXFJ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1798948 | PA      | $1750572.17   | 0.01%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB1134                      | CUSIP: 3132CXHK1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4816407 | PA      | $4614398.21   | 0.03%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB1348                      | CUSIP: 3132CXP97<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11861514 | PA      | $10818755.38  | 0.06%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB1329                      | CUSIP: 3132CXPN6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2528245 | PA      | $2357947.63   | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB1355                      | CUSIP: 3132CXQG0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1333450 | PA      | $1357639.46   | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB1367                      | CUSIP: 3132CXQU9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2788103 | PA      | $2884456.18   | 0.02%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB1404                      | CUSIP: 3132CXRZ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1808863 | PA      | $1781514.87   | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB1457                      | CUSIP: 3132CXTN2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1095645 | PA      | $1125324.03   | 0.01%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB1496                      | CUSIP: 3132CXUV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    850737 | PA      | $864043.49    | 0.01%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8000                      | CUSIP: 3132D53H3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    440611 | PA      | $430139.19    | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8002                      | CUSIP: 3132D53K6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    374771 | PA      | $365864.20    | 0.00%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8008                      | CUSIP: 3132D53R1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2714812 | PA      | $2612825.53   | 0.02%             | 2034-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8010                      | CUSIP: 3132D53T7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    549838 | PA      | $528323.51    | 0.00%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8020                      | CUSIP: 3132D54D1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    962793 | PA      | $925119.11    | 0.01%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8026                      | CUSIP: 3132D54K5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1417878 | PA      | $1362397.42   | 0.01%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8031                      | CUSIP: 3132D54Q2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1645546 | PA      | $1581156.65   | 0.01%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8035                      | CUSIP: 3132D54U3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1914774 | PA      | $1836858.16   | 0.01%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8041                      | CUSIP: 3132D55A6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     90166 | PA      | $87881.86     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8046                      | CUSIP: 3132D55F5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    956102 | PA      | $931288.11    | 0.01%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8053                      | CUSIP: 3132D55N8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    125231 | PA      | $119821.89    | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8057                      | CUSIP: 3132D55S7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1010102 | PA      | $945220.22    | 0.01%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8058                      | CUSIP: 3132D55T5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3902824 | PA      | $3734253.88   | 0.02%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8062                      | CUSIP: 3132D55X6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1228806 | PA      | $1174579.99   | 0.01%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8065                      | CUSIP: 3132D56A5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    676233 | PA      | $620905.49    | 0.00%             | 2035-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8066                      | CUSIP: 3132D56B3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1131593 | PA      | $1039009.34   | 0.01%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8067                      | CUSIP: 3132D56C1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    845318 | PA      | $776155.91    | 0.00%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8068                      | CUSIP: 3132D56D9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2760263 | PA      | $2530975.72   | 0.01%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8070                      | CUSIP: 3132D56F4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1315748 | PA      | $1255546.88   | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8073                      | CUSIP: 3132D56J6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2599031 | PA      | $2383136.73   | 0.01%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8075                      | CUSIP: 3132D56L1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    336018 | PA      | $321190.03    | 0.00%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8078                      | CUSIP: 3132D56P2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9253449 | PA      | $8484790.00   | 0.05%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8079                      | CUSIP: 3132D56Q0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1658616 | PA      | $1550523.81   | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8080                      | CUSIP: 3132D56R8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1628526 | PA      | $1556151.66   | 0.01%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8083                      | CUSIP: 3132D56U1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9923855 | PA      | $9077799.14   | 0.05%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8085                      | CUSIP: 3132D56W7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    604592 | PA      | $577722.73    | 0.00%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8088                      | CUSIP: 3132D56Z0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1993422 | PA      | $1823473.19   | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8089                      | CUSIP: 3132D57A4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3621461 | PA      | $3385448.90   | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8093                      | CUSIP: 3132D57E6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3907717 | PA      | $3653050.27   | 0.02%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8097                      | CUSIP: 3132D57J5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4938106 | PA      | $4509392.52   | 0.03%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8131                      | CUSIP: 3132D6A83<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9211515 | PA      | $8400282.12   | 0.05%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8132                      | CUSIP: 3132D6A91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4358306 | PA      | $4066101.73   | 0.02%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8103                      | CUSIP: 3132D6AC4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4476082 | PA      | $4180178.18   | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8106                      | CUSIP: 3132D6AF7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8131594 | PA      | $7425631.36   | 0.04%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8107                      | CUSIP: 3132D6AG5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7039203 | PA      | $6565057.35   | 0.04%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8108                      | CUSIP: 3132D6AH3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    351951 | PA      | $336089.66    | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8110                      | CUSIP: 3132D6AK6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4800381 | PA      | $4383625.20   | 0.03%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8111                      | CUSIP: 3132D6AL4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5537102 | PA      | $5164134.87   | 0.03%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8118                      | CUSIP: 3132D6AT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7362805 | PA      | $6715532.76   | 0.04%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8119                      | CUSIP: 3132D6AU4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3528777 | PA      | $3291086.28   | 0.02%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8123                      | CUSIP: 3132D6AY6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3638929 | PA      | $3393818.69   | 0.02%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8136                      | CUSIP: 3132D6BD1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7759063 | PA      | $7075742.89   | 0.04%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8137                      | CUSIP: 3132D6BE9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4154619 | PA      | $3874772.71   | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8140                      | CUSIP: 3132D6BH2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4953387 | PA      | $4517155.53   | 0.03%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8141                      | CUSIP: 3132D6BJ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3314320 | PA      | $3091074.85   | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8154                      | CUSIP: 3132D6BX7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1063269 | PA      | $1014353.91   | 0.01%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8155                      | CUSIP: 3132D6BY5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3097465 | PA      | $2999731.87   | 0.02%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8189                      | CUSIP: 3132D6C24<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3169775 | PA      | $3159177.71   | 0.02%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8191                      | CUSIP: 3132D6C40<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1927150 | PA      | $1944820.31   | 0.01%             | 2037-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8182                      | CUSIP: 3132D6CT5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     18240 | PA      | $17675.65     | 0.00%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8183                      | CUSIP: 3132D6CU2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1810165 | PA      | $1777674.37   | 0.01%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8199                      | CUSIP: 3132D6DC1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2210396 | PA      | $2227900.68   | 0.01%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8217                      | CUSIP: 3132D6DW7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1880962 | PA      | $1920961.92   | 0.01%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8218                      | CUSIP: 3132D6DX5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1723523 | PA      | $1778289.99   | 0.01%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8220                      | CUSIP: 3132D6DZ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1609727 | PA      | $1660878.02   | 0.01%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8254                      | CUSIP: 3132D6E30<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1653446 | PA      | $1716787.30   | 0.01%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8230                      | CUSIP: 3132D6EB2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    846649 | PA      | $863859.86    | 0.01%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8233                      | CUSIP: 3132D6EE6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    283314 | PA      | $285380.45    | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8261                      | CUSIP: 3132D6FA3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    419851 | PA      | $432142.26    | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8265                      | CUSIP: 3132D6FE5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    794365 | PA      | $809520.31    | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8319                      | CUSIP: 3132D6G46<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2814295 | PA      | $2890530.51   | 0.02%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8323                      | CUSIP: 3132D6G87<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1151861 | PA      | $1157743.13   | 0.01%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8295                      | CUSIP: 3132D6GC8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1318530 | PA      | $1365744.62   | 0.01%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8303                      | CUSIP: 3132D6GL8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3033069 | PA      | $3088091.15   | 0.02%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8308                      | CUSIP: 3132D6GR5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2077205 | PA      | $2114887.13   | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8351                      | CUSIP: 3132D6H45<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2231038 | PA      | $2265933.27   | 0.01%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8337                      | CUSIP: 3132D6HN3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2871809 | PA      | $2848746.11   | 0.02%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8347                      | CUSIP: 3132D6HY9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3317847 | PA      | $3290165.45   | 0.02%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8384                      | CUSIP: 3132D6J50<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1507431 | PA      | $1531008.92   | 0.01%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8385                      | CUSIP: 3132D6J68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     83682 | PA      | $85896.11     | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8363                      | CUSIP: 3132D6JG6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1417 | PA      | $1438.82      | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8370                      | CUSIP: 3132D6JP6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3292886 | PA      | $3308158.66   | 0.02%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8371                      | CUSIP: 3132D6JQ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1497871 | PA      | $1521299.07   | 0.01%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8378                      | CUSIP: 3132D6JX9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3458033 | PA      | $3512119.09   | 0.02%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8509                      | CUSIP: 3132D6N22<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8657352 | PA      | $8093149.81   | 0.05%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8510                      | CUSIP: 3132D6N30<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3075935 | PA      | $2867785.53   | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8511                      | CUSIP: 3132D6N48<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3020787 | PA      | $2821749.62   | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8512                      | CUSIP: 3132D6N55<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10616915 | PA      | $9925007.68   | 0.06%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8501                      | CUSIP: 3132D6NS5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3246983 | PA      | $3050596.54   | 0.02%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8502                      | CUSIP: 3132D6NT3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2330593 | PA      | $2189632.28   | 0.01%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8503                      | CUSIP: 3132D6NU0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8281953 | PA      | $7781036.94   | 0.05%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8506                      | CUSIP: 3132D6NX4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6347507 | PA      | $5939788.67   | 0.04%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8507                      | CUSIP: 3132D6NY2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7578960 | PA      | $7085036.49   | 0.04%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SB8508                      | CUSIP: 3132D6NZ9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8891788 | PA      | $8312307.66   | 0.05%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SC0010                      | CUSIP: 3132D9AK0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     20539 | PA      | $20883.11     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SC0052                      | CUSIP: 3132D9BV5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4318001 | PA      | $4155571.57   | 0.02%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SC0181                      | CUSIP: 3132D9FW9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1071815 | PA      | $986737.00    | 0.01%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SC0305                      | CUSIP: 3132D9KS2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2451948 | PA      | $2380776.10   | 0.01%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SC0331                      | CUSIP: 3132D9LL6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2216266 | PA      | $2202478.13   | 0.01%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SC0373                      | CUSIP: 3132D9MW1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    890613 | PA      | $848204.38    | 0.01%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SC0410                      | CUSIP: 3132D9N34<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5279138 | PA      | $4879687.41   | 0.03%             | 2042-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SC0395                      | CUSIP: 3132D9NL4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    685864 | PA      | $629318.88    | 0.00%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SC0443                      | CUSIP: 3132D9P40<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4884022 | PA      | $4358790.06   | 0.03%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SC0600                      | CUSIP: 3132D9UZ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7898416 | PA      | $7252732.38   | 0.04%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0781                      | CUSIP: 3132DM2N4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12923377 | PA      | $11758762.33  | 0.07%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0786                      | CUSIP: 3132DM2T1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    198101 | PA      | $167200.50    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0788                      | CUSIP: 3132DM2V6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5739846 | PA      | $4853495.73   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0812                      | CUSIP: 3132DM3V5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9913247 | PA      | $9063266.26   | 0.05%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0824                      | CUSIP: 3132DM4H5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4926434 | PA      | $4344612.79   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0857                      | CUSIP: 3132DM5S0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3866427 | PA      | $3400128.80   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0858                      | CUSIP: 3132DM5T8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5727370 | PA      | $5050957.01   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0864                      | CUSIP: 3132DM5Z4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1789951 | PA      | $1693448.38   | 0.01%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0892                      | CUSIP: 3132DM7D1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    368921 | PA      | $311375.37    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0894                      | CUSIP: 3132DM7F6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    840632 | PA      | $712134.86    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0900                      | CUSIP: 3132DM7M1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2732848 | PA      | $2305715.82   | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0093                      | CUSIP: 3132DMC60<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1581780 | PA      | $1623645.50   | 0.01%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0066                      | CUSIP: 3132DMCB9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    345088 | PA      | $360460.97    | 0.00%             | 2049-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0067                      | CUSIP: 3132DMCC7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    463910 | PA      | $484576.19    | 0.00%             | 2049-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0073                      | CUSIP: 3132DMCJ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     34288 | PA      | $34851.90     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0133                      | CUSIP: 3132DMEE1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1906358 | PA      | $1911841.91   | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0232                      | CUSIP: 3132DMHH1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1931966 | PA      | $1777183.05   | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0291                      | CUSIP: 3132DMKC8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1031794 | PA      | $1057812.60   | 0.01%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0418                      | CUSIP: 3132DMPB5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4021155 | PA      | $3879757.74   | 0.02%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0435                      | CUSIP: 3132DMPU3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2031888 | PA      | $1792553.55   | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0453                      | CUSIP: 3132DMQE8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5356047 | PA      | $4540679.78   | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0495                      | CUSIP: 3132DMRQ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3196113 | PA      | $2918077.11   | 0.02%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0499                      | CUSIP: 3132DMRU1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    453036 | PA      | $416881.41    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0501                      | CUSIP: 3132DMRW7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3710553 | PA      | $3436466.29   | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0567                      | CUSIP: 3132DMTY1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5732445 | PA      | $4827532.87   | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0568                      | CUSIP: 3132DMTZ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5847364 | PA      | $4924310.45   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0593                      | CUSIP: 3132DMUS2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    789994 | PA      | $728923.54    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0595                      | CUSIP: 3132DMUU7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2018309 | PA      | $1857238.60   | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0615                      | CUSIP: 3132DMVG7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    803279 | PA      | $806092.16    | 0.00%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0704                      | CUSIP: 3132DMX91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12658967 | PA      | $11270729.38  | 0.07%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0730                      | CUSIP: 3132DMY33<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5086842 | PA      | $4277484.42   | 0.03%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0716                      | CUSIP: 3132DMYM1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1552388 | PA      | $1316063.07   | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1672                      | CUSIP: 3132DN2D4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4278536 | PA      | $4264103.57   | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1694                      | CUSIP: 3132DN3B7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2023348 | PA      | $2008934.88   | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1697                      | CUSIP: 3132DN3E1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    887148 | PA      | $884432.49    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1706                      | CUSIP: 3132DN3P6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1787876 | PA      | $1809495.26   | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1725                      | CUSIP: 3132DN4J9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1431787 | PA      | $1392453.50   | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1736                      | CUSIP: 3132DN4V2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4854172 | PA      | $4851450.35   | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1767                      | CUSIP: 3132DN6C2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1343822 | PA      | $1339709.15   | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0923                      | CUSIP: 3132DNAY9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2447200 | PA      | $2153592.62   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0942                      | CUSIP: 3132DNBK8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1959937 | PA      | $1728464.71   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0951                      | CUSIP: 3132DNBU6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6181139 | PA      | $5687856.97   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD0998                      | CUSIP: 3132DNDB6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    954930 | PA      | $840061.92    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1035                      | CUSIP: 3132DNEG4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    547431 | PA      | $532563.35    | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1041                      | CUSIP: 3132DNEN9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4228561 | PA      | $3893746.10   | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1091                      | CUSIP: 3132DNF81<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6911246 | PA      | $5833209.41   | 0.03%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1064                      | CUSIP: 3132DNFD0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    896782 | PA      | $813164.13    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1077                      | CUSIP: 3132DNFS7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    387865 | PA      | $379876.81    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1096                      | CUSIP: 3132DNGD9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5519641 | PA      | $4643146.86   | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1097                      | CUSIP: 3132DNGE7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  20726109 | PA      | $18181162.19  | 0.11%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1155                      | CUSIP: 3132DNH89<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4105108 | PA      | $3751844.96   | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1131                      | CUSIP: 3132DNHG1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    545176 | PA      | $533946.89    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1132                      | CUSIP: 3132DNHH9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4526443 | PA      | $4430385.54   | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1217                      | CUSIP: 3132DNK69<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    150060 | PA      | $126184.58    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1202                      | CUSIP: 3132DNKP7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3476086 | PA      | $3298455.00   | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1288                      | CUSIP: 3132DNND1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    700723 | PA      | $681692.00    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1290                      | CUSIP: 3132DNNF6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2403109 | PA      | $2391237.65   | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1302                      | CUSIP: 3132DNNT6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1579314 | PA      | $1602853.46   | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1350                      | CUSIP: 3132DNQB2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    320892 | PA      | $319508.44    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1402                      | CUSIP: 3132DNRX3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2512428 | PA      | $1996664.23   | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1429                      | CUSIP: 3132DNSS3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6096296 | PA      | $5976449.79   | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1507                      | CUSIP: 3132DNU84<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  37696922 | PA      | $31522336.07  | 0.19%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1543                      | CUSIP: 3132DNWC3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  21911654 | PA      | $19200593.19  | 0.11%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1656                      | CUSIP: 3132DNZV8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2056573 | PA      | $1828469.12   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2587                      | CUSIP: 3132DP2U1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1904643 | PA      | $1889308.97   | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2593                      | CUSIP: 3132DP3A4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2719245 | PA      | $2819139.97   | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2605                      | CUSIP: 3132DP3N6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2017628 | PA      | $2062745.17   | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2619                      | CUSIP: 3132DP4C9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3514000 | PA      | $3595872.27   | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2624                      | CUSIP: 3132DP4H8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3248196 | PA      | $3100481.34   | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2635                      | CUSIP: 3132DP4U9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5402539 | PA      | $4961263.11   | 0.03%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2660                      | CUSIP: 3132DP5V6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4090593 | PA      | $4133665.78   | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2666                      | CUSIP: 3132DP6B9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2087824 | PA      | $2117637.35   | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2684                      | CUSIP: 3132DP6V5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2097112 | PA      | $1764755.33   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2686                      | CUSIP: 3132DP6X1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3745743 | PA      | $3790393.50   | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1828                      | CUSIP: 3132DPA57<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4817397 | PA      | $4795125.20   | 0.03%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1812                      | CUSIP: 3132DPAM0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3841276 | PA      | $3887725.77   | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1893                      | CUSIP: 3132DPC63<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3344684 | PA      | $3406032.47   | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1876                      | CUSIP: 3132DPCM8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1516612 | PA      | $1553843.50   | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1883                      | CUSIP: 3132DPCU0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2486089 | PA      | $2417792.60   | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1986                      | CUSIP: 3132DPF37<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4982635 | PA      | $5153222.40   | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD1998                      | CUSIP: 3132DPGF9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3604796 | PA      | $3666973.58   | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2006                      | CUSIP: 3132DPGP7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2778630 | PA      | $2866118.63   | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2030                      | CUSIP: 3132DPHF8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1579352 | PA      | $1647242.18   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2037                      | CUSIP: 3132DPHN1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3879352 | PA      | $3921655.27   | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2076                      | CUSIP: 3132DPJV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2933141 | PA      | $2460038.47   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2180                      | CUSIP: 3132DPM54<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1603428 | PA      | $1667398.18   | 0.01%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2181                      | CUSIP: 3132DPM62<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3526845 | PA      | $3629957.04   | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2160                      | CUSIP: 3132DPMH8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2833118 | PA      | $2920250.65   | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2161                      | CUSIP: 3132DPMJ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2983714 | PA      | $3056960.91   | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2250                      | CUSIP: 3132DPQB7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8663210 | PA      | $8623158.59   | 0.05%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2310                      | CUSIP: 3132DPR75<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4436360 | PA      | $4643851.67   | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2314                      | CUSIP: 3132DPSB5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2121498 | PA      | $2170926.66   | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2327                      | CUSIP: 3132DPSQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2738256 | PA      | $2753834.28   | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2403                      | CUSIP: 3132DPU48<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3343077 | PA      | $3448767.16   | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2382                      | CUSIP: 3132DPUF3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3785874 | PA      | $3603059.80   | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2384                      | CUSIP: 3132DPUH9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2419343 | PA      | $2534221.73   | 0.01%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2439                      | CUSIP: 3132DPV88<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2373871 | PA      | $1997653.00   | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2441                      | CUSIP: 3132DPWA2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2034768 | PA      | $2126946.90   | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2451                      | CUSIP: 3132DPWL8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3097355 | PA      | $3286048.76   | 0.02%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2503                      | CUSIP: 3132DPX86<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1873594 | PA      | $1907959.99   | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2510                      | CUSIP: 3132DPYF9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4504865 | PA      | $4557930.79   | 0.03%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2516                      | CUSIP: 3132DPYM4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4724792 | PA      | $4830444.89   | 0.03%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3485                      | CUSIP: 3132DQ2S4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2475668 | PA      | $2090279.48   | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3487                      | CUSIP: 3132DQ2U9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5409586 | PA      | $4548877.96   | 0.03%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3488                      | CUSIP: 3132DQ2V7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6193222 | PA      | $5203959.65   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3504                      | CUSIP: 3132DQ3M6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4736769 | PA      | $4904652.89   | 0.03%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3529                      | CUSIP: 3132DQ4N3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1966624 | PA      | $2034568.98   | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3538                      | CUSIP: 3132DQ4X1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2756639 | PA      | $2423322.06   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3542                      | CUSIP: 3132DQ5B8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1133278 | PA      | $1171723.41   | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3584                      | CUSIP: 3132DQ6V3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5170237 | PA      | $5399127.66   | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3590                      | CUSIP: 3132DQ7B6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2230133 | PA      | $2307181.73   | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3592                      | CUSIP: 3132DQ7D2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4696099 | PA      | $4825971.58   | 0.03%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2707                      | CUSIP: 3132DQAG1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1967099 | PA      | $1995189.06   | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2758                      | CUSIP: 3132DQB39<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1923152 | PA      | $1990195.68   | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2753                      | CUSIP: 3132DQBW5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2518105 | PA      | $2599593.95   | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2772                      | CUSIP: 3132DQCH7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5490953 | PA      | $5618886.64   | 0.03%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2807                      | CUSIP: 3132DQDL7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3546933 | PA      | $2993671.78   | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2808                      | CUSIP: 3132DQDM5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5405695 | PA      | $4542226.95   | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2842                      | CUSIP: 3132DQEP7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8130893 | PA      | $7456602.79   | 0.04%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2872                      | CUSIP: 3132DQFM3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1757215 | PA      | $1775168.87   | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2874                      | CUSIP: 3132DQFP6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3427973 | PA      | $3416409.78   | 0.02%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2883                      | CUSIP: 3132DQFY7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1461364 | PA      | $1516876.46   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2898                      | CUSIP: 3132DQGF7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4860165 | PA      | $4963149.80   | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2902                      | CUSIP: 3132DQGK6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7132142 | PA      | $7289397.94   | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2925                      | CUSIP: 3132DQHA7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2305685 | PA      | $2184979.97   | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2972                      | CUSIP: 3132DQJR8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2411865 | PA      | $2205066.73   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2974                      | CUSIP: 3132DQJT4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1047284 | PA      | $1100940.25   | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3017                      | CUSIP: 3132DQK62<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2053766 | PA      | $1893075.53   | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD2993                      | CUSIP: 3132DQKE5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2317638 | PA      | $2046817.54   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3032                      | CUSIP: 3132DQLM6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4968364 | PA      | $5136910.21   | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3057                      | CUSIP: 3132DQME3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1634125 | PA      | $1687620.64   | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3073                      | CUSIP: 3132DQMW3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2869043 | PA      | $2942164.69   | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3145                      | CUSIP: 3132DQP67<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8344056 | PA      | $8645371.07   | 0.05%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3181                      | CUSIP: 3132DQRA6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2434088 | PA      | $2518183.00   | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3188                      | CUSIP: 3132DQRH1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3677502 | PA      | $3823529.85   | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3192                      | CUSIP: 3132DQRM0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5330960 | PA      | $5418746.43   | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3339                      | CUSIP: 3132DQV86<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1604737 | PA      | $1642195.44   | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3353                      | CUSIP: 3132DQWN2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1248377 | PA      | $1268348.88   | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3357                      | CUSIP: 3132DQWS1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1155414 | PA      | $1196365.15   | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3402                      | CUSIP: 3132DQX76<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4582410 | PA      | $4637499.70   | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3375                      | CUSIP: 3132DQXC5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4491719 | PA      | $4593563.89   | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3411                      | CUSIP: 3132DQYG5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1927591 | PA      | $2045021.49   | 0.01%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3437                      | CUSIP: 3132DQZA7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1941074 | PA      | $2051440.88   | 0.01%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5296                      | CUSIP: 3132DS3D2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2247797 | PA      | $2347308.70   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5303                      | CUSIP: 3132DS3L4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8352093 | PA      | $8632845.45   | 0.05%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5315                      | CUSIP: 3132DS3Y6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4205078 | PA      | $4284326.36   | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5330                      | CUSIP: 3132DS4P4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2546508 | PA      | $2656060.67   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5368                      | CUSIP: 3132DS6D9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  24512355 | PA      | $21249713.76  | 0.13%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5377                      | CUSIP: 3132DS6N7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4228069 | PA      | $4406000.48   | 0.03%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5382                      | CUSIP: 3132DS6T4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2136926 | PA      | $2221512.52   | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5386                      | CUSIP: 3132DS6X5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2744828 | PA      | $2839787.23   | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4616                      | CUSIP: 3132DSDV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5013654 | PA      | $5353951.58   | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4653                      | CUSIP: 3132DSE24<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2696652 | PA      | $2734316.55   | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4695                      | CUSIP: 3132DSGC0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1919172 | PA      | $2025744.72   | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4750                      | CUSIP: 3132DSH39<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    191276 | PA      | $186320.26    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4977                      | CUSIP: 3132DSQ62<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  26187427 | PA      | $26414071.67  | 0.16%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4969                      | CUSIP: 3132DSQW5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7485236 | PA      | $6605893.69   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5047                      | CUSIP: 3132DSTC6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3697385 | PA      | $3810104.91   | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5119                      | CUSIP: 3132DSVL3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3693924 | PA      | $3813175.93   | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5149                      | CUSIP: 3132DSWJ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3144556 | PA      | $3254779.47   | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5189                      | CUSIP: 3132DSXS6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4083524 | PA      | $4210249.47   | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5261                      | CUSIP: 3132DSZ21<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2955384 | PA      | $3037041.79   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5242                      | CUSIP: 3132DSZF2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5355540 | PA      | $5506677.50   | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5252                      | CUSIP: 3132DSZR6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5980705 | PA      | $6093416.45   | 0.04%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6223                      | CUSIP: 3132DT4G2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2483733 | PA      | $2588256.42   | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6263                      | CUSIP: 3132DT5Y2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4440520 | PA      | $4673531.72   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5428                      | CUSIP: 3132DTA59<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8206717 | PA      | $8456269.53   | 0.05%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5406                      | CUSIP: 3132DTAF7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2076420 | PA      | $2193670.66   | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5592                      | CUSIP: 3132DTF96<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9073120 | PA      | $7615337.14   | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5694                      | CUSIP: 3132DTKF6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6250101 | PA      | $6580021.13   | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5775                      | CUSIP: 3132DTMY3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7027501 | PA      | $7358379.17   | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD5852                      | CUSIP: 3132DTQD5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2308145 | PA      | $2424673.35   | 0.01%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6038                      | CUSIP: 3132DTV72<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5905600 | PA      | $6219180.35   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6020                      | CUSIP: 3132DTVM9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5369163 | PA      | $5605182.25   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6046                      | CUSIP: 3132DTWF3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2523756 | PA      | $2625034.43   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6054                      | CUSIP: 3132DTWP1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5805307 | PA      | $6018119.65   | 0.04%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6146                      | CUSIP: 3132DTZK9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  21881629 | PA      | $22454356.62  | 0.13%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7120                      | CUSIP: 3132DU4D6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3559489 | PA      | $3700385.79   | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7150                      | CUSIP: 3132DU5K9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12711385 | PA      | $10629317.16  | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6400                      | CUSIP: 3132DUDD6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2256225 | PA      | $2400727.57   | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6429                      | CUSIP: 3132DUEA1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8338786 | PA      | $8511572.54   | 0.05%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6474                      | CUSIP: 3132DUFP7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9098945 | PA      | $8313097.71   | 0.05%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6500                      | CUSIP: 3132DUGH4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2044753 | PA      | $1850262.57   | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6614                      | CUSIP: 3132DUK30<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3344342 | PA      | $3548082.34   | 0.02%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6599                      | CUSIP: 3132DUKL0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6616667 | PA      | $6830274.83   | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6701                      | CUSIP: 3132DUNS2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6624057 | PA      | $6935938.95   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6702                      | CUSIP: 3132DUNT0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5941305 | PA      | $6208473.11   | 0.04%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6760                      | CUSIP: 3132DUQM2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6779547 | PA      | $6881654.03   | 0.04%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6846                      | CUSIP: 3132DUTB3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3109357 | PA      | $3255299.92   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6957                      | CUSIP: 3132DUWS2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5776996 | PA      | $5997797.83   | 0.04%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD6981                      | CUSIP: 3132DUXJ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2738675 | PA      | $2799689.34   | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7065                      | CUSIP: 3132DUZ67<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5739824 | PA      | $5784119.05   | 0.03%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8001                      | CUSIP: 3132DV3J2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2084913 | PA      | $1982281.45   | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8004                      | CUSIP: 3132DV3M5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1779805 | PA      | $1631094.35   | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8007                      | CUSIP: 3132DV3Q6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    108650 | PA      | $108690.72    | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8010                      | CUSIP: 3132DV3T0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    202012 | PA      | $185133.39    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8011                      | CUSIP: 3132DV3U7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2386011 | PA      | $2267066.38   | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8016                      | CUSIP: 3132DV3Z6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10846234 | PA      | $9939983.33   | 0.06%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8021                      | CUSIP: 3132DV4E2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6348138 | PA      | $5546752.53   | 0.03%             | 2049-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8023                      | CUSIP: 3132DV4G7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6353629 | PA      | $5587369.54   | 0.03%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8029                      | CUSIP: 3132DV4N2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2111217 | PA      | $1856600.13   | 0.01%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8030                      | CUSIP: 3132DV4P7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7747629 | PA      | $7080911.49   | 0.04%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8036                      | CUSIP: 3132DV4V4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1476678 | PA      | $1349602.94   | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8042                      | CUSIP: 3132DV5B7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    157152 | PA      | $161016.89    | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8043                      | CUSIP: 3132DV5C5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    258144 | PA      | $227011.62    | 0.00%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8045                      | CUSIP: 3132DV5E1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1232339 | PA      | $1169364.92   | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8053                      | CUSIP: 3132DV5N1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    239381 | PA      | $239396.26    | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8057                      | CUSIP: 3132DV5S0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    499405 | PA      | $473728.66    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8062                      | CUSIP: 3132DV5X9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4242526 | PA      | $3876112.60   | 0.02%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8063                      | CUSIP: 3132DV5Y7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1090642 | PA      | $1034568.84   | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8064                      | CUSIP: 3132DV5Z4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    674544 | PA      | $661915.89    | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8067                      | CUSIP: 3132DV6C4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  14523065 | PA      | $12721632.33  | 0.08%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8068                      | CUSIP: 3132DV6D2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2150836 | PA      | $1964402.82   | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8069                      | CUSIP: 3132DV6E0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1165163 | PA      | $1105258.48   | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8070                      | CUSIP: 3132DV6F7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    425244 | PA      | $417283.03    | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8071                      | CUSIP: 3132DV6G5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    405718 | PA      | $405490.24    | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8079                      | CUSIP: 3132DV6Q3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  24562520 | PA      | $20577668.36  | 0.12%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8083                      | CUSIP: 3132DV6U4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2779250 | PA      | $2434513.53   | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8084                      | CUSIP: 3132DV6V2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2860937 | PA      | $2612059.08   | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8090                      | CUSIP: 3132DV7B5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  20392416 | PA      | $17084093.49  | 0.10%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8092                      | CUSIP: 3132DV7D1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3797770 | PA      | $3467394.96   | 0.02%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8097                      | CUSIP: 3132DV7J8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  14515116 | PA      | $12160285.24  | 0.07%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8098                      | CUSIP: 3132DV7K5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  24282214 | PA      | $20327660.89  | 0.12%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7338                      | CUSIP: 3132DVEK7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6887003 | PA      | $7115794.69   | 0.04%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7406                      | CUSIP: 3132DVGP4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6672115 | PA      | $6746488.12   | 0.04%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7413                      | CUSIP: 3132DVGW9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6070487 | PA      | $6145789.67   | 0.04%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7486                      | CUSIP: 3132DVJ71<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8341263 | PA      | $7270124.39   | 0.04%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7513                      | CUSIP: 3132DVK20<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2516923 | PA      | $2406396.04   | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7515                      | CUSIP: 3132DVK46<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3191230 | PA      | $2952512.17   | 0.02%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7519                      | CUSIP: 3132DVK87<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2567518 | PA      | $2461188.08   | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7500                      | CUSIP: 3132DVKM6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1117537 | PA      | $1104647.73   | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7501                      | CUSIP: 3132DVKN4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4363048 | PA      | $4304544.13   | 0.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7502                      | CUSIP: 3132DVKP9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7137903 | PA      | $6811069.68   | 0.04%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7503                      | CUSIP: 3132DVKQ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1995919 | PA      | $1905152.58   | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7504                      | CUSIP: 3132DVKR5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4334115 | PA      | $4123473.13   | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7505                      | CUSIP: 3132DVKS3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2055859 | PA      | $2071410.33   | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7506                      | CUSIP: 3132DVKT1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4437842 | PA      | $4378335.05   | 0.03%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7507                      | CUSIP: 3132DVKU8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4360983 | PA      | $4025222.36   | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7508                      | CUSIP: 3132DVKV6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2319615 | PA      | $2219927.57   | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7509                      | CUSIP: 3132DVKW4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6872850 | PA      | $6335104.72   | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7510                      | CUSIP: 3132DVKX2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2527705 | PA      | $2330722.83   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7511                      | CUSIP: 3132DVKY0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1584193 | PA      | $1508140.86   | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7512                      | CUSIP: 3132DVKZ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1629184 | PA      | $1500186.47   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7548                      | CUSIP: 3132DVL52<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9274957 | PA      | $8185364.19   | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7549                      | CUSIP: 3132DVL60<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9692024 | PA      | $8183261.55   | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7552                      | CUSIP: 3132DVL94<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  23206339 | PA      | $20465626.59  | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7521                      | CUSIP: 3132DVLA1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4434998 | PA      | $3926461.50   | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7523                      | CUSIP: 3132DVLC7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12741309 | PA      | $11280334.53  | 0.07%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7524                      | CUSIP: 3132DVLD5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4718924 | PA      | $4346757.35   | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7525                      | CUSIP: 3132DVLE3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8859440 | PA      | $7843577.34   | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7526                      | CUSIP: 3132DVLF0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9973954 | PA      | $8830296.18   | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7527                      | CUSIP: 3132DVLG8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    425185 | PA      | $359394.93    | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7528                      | CUSIP: 3132DVLH6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7964632 | PA      | $6732240.72   | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7530                      | CUSIP: 3132DVLK9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1081978 | PA      | $955546.59    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7534                      | CUSIP: 3132DVLP8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9085525 | PA      | $8080649.06   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7535                      | CUSIP: 3132DVLQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  17951839 | PA      | $15859742.70  | 0.09%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7536                      | CUSIP: 3132DVLR4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9780630 | PA      | $8649970.37   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7537                      | CUSIP: 3132DVLS2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5492865 | PA      | $4629204.98   | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7538                      | CUSIP: 3132DVLT0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5980192 | PA      | $5069809.25   | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7544                      | CUSIP: 3132DVLZ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7541671 | PA      | $6935098.51   | 0.04%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7553                      | CUSIP: 3132DVMA0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5568077 | PA      | $5113279.84   | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7554                      | CUSIP: 3132DVMB8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9746241 | PA      | $8595191.70   | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7555                      | CUSIP: 3132DVMC6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5110291 | PA      | $4694482.34   | 0.03%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7557                      | CUSIP: 3132DVME2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4562892 | PA      | $4567463.41   | 0.03%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7563                      | CUSIP: 3132DVML6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9402683 | PA      | $9432671.37   | 0.06%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7565                      | CUSIP: 3132DVMN2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1149471 | PA      | $1187675.31   | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD7569                      | CUSIP: 3132DVMS1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6937210 | PA      | $7257333.63   | 0.04%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8127                      | CUSIP: 3132DWA45<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  16534876 | PA      | $13140512.20  | 0.08%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8128                      | CUSIP: 3132DWA52<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  49717254 | PA      | $41604864.55  | 0.25%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8129                      | CUSIP: 3132DWA60<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2210890 | PA      | $1931125.48   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8104                      | CUSIP: 3132DWAD5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  25926669 | PA      | $20644820.58  | 0.12%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8106                      | CUSIP: 3132DWAF0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  44824707 | PA      | $37524645.22  | 0.22%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8107                      | CUSIP: 3132DWAG8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5223975 | PA      | $4571099.19   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8112                      | CUSIP: 3132DWAM5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12502779 | PA      | $9955680.64   | 0.06%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8113                      | CUSIP: 3132DWAN3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  30187014 | PA      | $25270817.09  | 0.15%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8114                      | CUSIP: 3132DWAP8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12040572 | PA      | $10535778.61  | 0.06%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8115                      | CUSIP: 3132DWAQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1194055 | PA      | $1089062.42   | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8120                      | CUSIP: 3132DWAV5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  19664566 | PA      | $15658449.28  | 0.09%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8121                      | CUSIP: 3132DWAW3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  42016553 | PA      | $35160691.36  | 0.21%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8162                      | CUSIP: 3132DWB77<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2634037 | PA      | $2396665.43   | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8163                      | CUSIP: 3132DWB85<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    416867 | PA      | $394652.90    | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8133                      | CUSIP: 3132DWBA0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12816473 | PA      | $10185442.33  | 0.06%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8134                      | CUSIP: 3132DWBB8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  43297566 | PA      | $36205619.72  | 0.21%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8139                      | CUSIP: 3132DWBG7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  17600586 | PA      | $13987447.82  | 0.08%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8140                      | CUSIP: 3132DWBH5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  15149056 | PA      | $12667708.96  | 0.07%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8141                      | CUSIP: 3132DWBJ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5535949 | PA      | $4830243.12   | 0.03%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8145                      | CUSIP: 3132DWBN2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  20705099 | PA      | $16454651.02  | 0.10%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8146                      | CUSIP: 3132DWBP7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  55078295 | PA      | $46056718.25  | 0.27%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8147                      | CUSIP: 3132DWBQ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  19248638 | PA      | $16794881.72  | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8149                      | CUSIP: 3132DWBS1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  14405582 | PA      | $11448330.58  | 0.07%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8150                      | CUSIP: 3132DWBT9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  31914076 | PA      | $26686694.34  | 0.16%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8151                      | CUSIP: 3132DWBU6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6473150 | PA      | $5647972.59   | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8152                      | CUSIP: 3132DWBV4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7785641 | PA      | $7093755.30   | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8155                      | CUSIP: 3132DWBY8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  32400149 | PA      | $27093150.25  | 0.16%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8156                      | CUSIP: 3132DWBZ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12263538 | PA      | $10700219.99  | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8189                      | CUSIP: 3132DWC27<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  21885558 | PA      | $19075137.43  | 0.11%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8166                      | CUSIP: 3132DWCB7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  17889291 | PA      | $14936743.99  | 0.09%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8167                      | CUSIP: 3132DWCC5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11953591 | PA      | $10418577.57  | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8168                      | CUSIP: 3132DWCD3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6551556 | PA      | $5951322.99   | 0.04%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8176                      | CUSIP: 3132DWCM3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    663347 | PA      | $526756.96    | 0.00%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8177                      | CUSIP: 3132DWCN1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  38107489 | PA      | $31818019.19  | 0.19%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8178                      | CUSIP: 3132DWCP6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  21521527 | PA      | $18757853.35  | 0.11%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8182                      | CUSIP: 3132DWCT8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  35136271 | PA      | $29337187.92  | 0.17%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8183                      | CUSIP: 3132DWCU5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  18107330 | PA      | $15782088.46  | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8184                      | CUSIP: 3132DWCV3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4316033 | PA      | $3927085.61   | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8188                      | CUSIP: 3132DWCZ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  29173400 | PA      | $24312878.04  | 0.14%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8221                      | CUSIP: 3132DWD26<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4215744 | PA      | $3981871.98   | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8222                      | CUSIP: 3132DWD34<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1330090 | PA      | $1294797.18   | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8226                      | CUSIP: 3132DWD75<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3570772 | PA      | $3372680.14   | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8227                      | CUSIP: 3132DWD83<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  17842054 | PA      | $17379785.88  | 0.10%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8199                      | CUSIP: 3132DWDC4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  15912176 | PA      | $13261079.93  | 0.08%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8200                      | CUSIP: 3132DWDD2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    842815 | PA      | $733531.90    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8201                      | CUSIP: 3132DWDE0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3632971 | PA      | $3290819.72   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8205                      | CUSIP: 3132DWDJ9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5024510 | PA      | $4373009.89   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8206                      | CUSIP: 3132DWDK6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  18935703 | PA      | $17158267.37  | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8213                      | CUSIP: 3132DWDS9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  19011363 | PA      | $17226825.59  | 0.10%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8214                      | CUSIP: 3132DWDT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  25307428 | PA      | $23903476.00  | 0.14%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8215                      | CUSIP: 3132DWDU4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    961749 | PA      | $936230.24    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8220                      | CUSIP: 3132DWDZ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  28599490 | PA      | $25914944.08  | 0.15%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8256                      | CUSIP: 3132DWE58<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  13060144 | PA      | $12705444.38  | 0.08%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8257                      | CUSIP: 3132DWE66<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  21927333 | PA      | $21771140.49  | 0.13%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8258                      | CUSIP: 3132DWE74<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9503513 | PA      | $9618431.71   | 0.06%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8231                      | CUSIP: 3132DWEC3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7962349 | PA      | $7913096.12   | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8233                      | CUSIP: 3132DWEE9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7659194 | PA      | $7756597.33   | 0.05%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8236                      | CUSIP: 3132DWEH2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3879322 | PA      | $3661688.32   | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8237                      | CUSIP: 3132DWEJ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  15986589 | PA      | $15562402.25  | 0.09%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8238                      | CUSIP: 3132DWEK5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  19770948 | PA      | $19630116.07  | 0.12%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8239                      | CUSIP: 3132DWEL3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5899732 | PA      | $5974760.39   | 0.04%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8244                      | CUSIP: 3132DWER0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9111403 | PA      | $8866795.01   | 0.05%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8245                      | CUSIP: 3132DWES8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  19502134 | PA      | $19363216.17  | 0.11%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8246                      | CUSIP: 3132DWET6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8054622 | PA      | $8142052.41   | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8289                      | CUSIP: 3132DWF65<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11284653 | PA      | $11540520.34  | 0.07%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8290                      | CUSIP: 3132DWF73<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9176727 | PA      | $9435156.14   | 0.06%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8265                      | CUSIP: 3132DWFE8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8348024 | PA      | $8121301.23   | 0.05%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8267                      | CUSIP: 3132DWFG3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7811854 | PA      | $7903875.28   | 0.05%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8268                      | CUSIP: 3132DWFH1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8519523 | PA      | $8720681.25   | 0.05%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8269                      | CUSIP: 3132DWFJ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1845439 | PA      | $1911856.10   | 0.01%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8276                      | CUSIP: 3132DWFR9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  24565833 | PA      | $24855211.00  | 0.15%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8277                      | CUSIP: 3132DWFS7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2990185 | PA      | $3057983.89   | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8278                      | CUSIP: 3132DWFT5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3628995 | PA      | $3749394.93   | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8282                      | CUSIP: 3132DWFX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5087763 | PA      | $5316628.03   | 0.03%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8323                      | CUSIP: 3132DWG80<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1252946 | PA      | $1264572.51   | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8324                      | CUSIP: 3132DWG98<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7195857 | PA      | $7346108.35   | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8299                      | CUSIP: 3132DWGG2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3262681 | PA      | $3294691.03   | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8307                      | CUSIP: 3132DWGQ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1027670 | PA      | $1035922.00   | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8308                      | CUSIP: 3132DWGR8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    400026 | PA      | $408971.52    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8310                      | CUSIP: 3132DWGT4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2434360 | PA      | $2543866.43   | 0.02%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8350                      | CUSIP: 3132DWH30<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8005709 | PA      | $8253176.16   | 0.05%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8351                      | CUSIP: 3132DWH48<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2440478 | PA      | $2542823.69   | 0.02%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8328                      | CUSIP: 3132DWHD8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10816977 | PA      | $10714572.93  | 0.06%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8329                      | CUSIP: 3132DWHE6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4912172 | PA      | $4957755.93   | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8331                      | CUSIP: 3132DWHG1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3503113 | PA      | $3580352.88   | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8340                      | CUSIP: 3132DWHR7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  23123195 | PA      | $22929580.04  | 0.14%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8341                      | CUSIP: 3132DWHS5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9314134 | PA      | $9400566.74   | 0.06%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8342                      | CUSIP: 3132DWHT3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3827827 | PA      | $3907441.87   | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8343                      | CUSIP: 3132DWHU0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12508804 | PA      | $12895468.58  | 0.08%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8347                      | CUSIP: 3132DWHY2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1001240 | PA      | $992856.13    | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8383                      | CUSIP: 3132DWJ46<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10990460 | PA      | $11232787.93  | 0.07%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8384                      | CUSIP: 3132DWJ53<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  22259621 | PA      | $22911177.94  | 0.14%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8385                      | CUSIP: 3132DWJ61<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6282978 | PA      | $6537630.04   | 0.04%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8386                      | CUSIP: 3132DWJ79<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2504502 | PA      | $2634857.82   | 0.02%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8362                      | CUSIP: 3132DWJF1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3132575 | PA      | $3197728.88   | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8364                      | CUSIP: 3132DWJH7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3634736 | PA      | $3786596.99   | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8365                      | CUSIP: 3132DWJJ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    134073 | PA      | $132950.06    | 0.00%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8366                      | CUSIP: 3132DWJK0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6394458 | PA      | $6449800.29   | 0.04%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8367                      | CUSIP: 3132DWJL8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7648634 | PA      | $7800546.88   | 0.05%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8373                      | CUSIP: 3132DWJS3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12660863 | PA      | $13031456.85  | 0.08%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8374                      | CUSIP: 3132DWJT1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7224428 | PA      | $7512722.11   | 0.04%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8377                      | CUSIP: 3132DWJW4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    339265 | PA      | $356088.57    | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8378                      | CUSIP: 3132DWJX2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3188993 | PA      | $3359957.55   | 0.02%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8419                      | CUSIP: 3132DWK85<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1829408 | PA      | $1841811.10   | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8389                      | CUSIP: 3132DWKA0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3859361 | PA      | $4112363.09   | 0.02%             | 2053-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8390                      | CUSIP: 3132DWKB8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     73995 | PA      | $71985.12     | 0.00%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8397                      | CUSIP: 3132DWKJ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3884525 | PA      | $4038324.76   | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8398                      | CUSIP: 3132DWKK8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2742645 | PA      | $2880252.94   | 0.02%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8404                      | CUSIP: 3132DWKR3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2940988 | PA      | $3088547.39   | 0.02%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8409                      | CUSIP: 3132DWKW2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5411099 | PA      | $5563568.03   | 0.03%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8446                      | CUSIP: 3132DWL35<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6946464 | PA      | $7073033.68   | 0.04%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8447                      | CUSIP: 3132DWL43<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  21172430 | PA      | $21722242.01  | 0.13%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8448                      | CUSIP: 3132DWL50<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11310473 | PA      | $11745032.69  | 0.07%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8421                      | CUSIP: 3132DWLA9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8211825 | PA      | $8431098.36   | 0.05%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8430                      | CUSIP: 3132DWLK7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3100890 | PA      | $3121912.92   | 0.02%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8439                      | CUSIP: 3132DWLU5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5228626 | PA      | $5371051.38   | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8454                      | CUSIP: 3132DWMB6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12039208 | PA      | $12358685.68  | 0.07%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8455                      | CUSIP: 3132DWMC4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  21705433 | PA      | $22539377.91  | 0.13%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8456                      | CUSIP: 3132DWMD2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3220201 | PA      | $3381769.30   | 0.02%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8460                      | CUSIP: 3132DWMH3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    242950 | PA      | $240763.42    | 0.00%             | 2054-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8462                      | CUSIP: 3132DWMK6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  19635404 | PA      | $19993176.68  | 0.12%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8463                      | CUSIP: 3132DWML4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  27672938 | PA      | $28407277.79  | 0.17%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8468                      | CUSIP: 3132DWMR1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  18105411 | PA      | $18211186.49  | 0.11%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8469                      | CUSIP: 3132DWMS9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7873457 | PA      | $8016917.79   | 0.05%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8470                      | CUSIP: 3132DWMT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6632543 | PA      | $6805231.68   | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8473                      | CUSIP: 3132DWMW0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5057674 | PA      | $5004917.37   | 0.03%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8474                      | CUSIP: 3132DWMX8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  27701622 | PA      | $27863459.95  | 0.16%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8475                      | CUSIP: 3132DWMY6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  23999973 | PA      | $24408772.01  | 0.14%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8476                      | CUSIP: 3132DWMZ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4594833 | PA      | $4716763.03   | 0.03%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8514                      | CUSIP: 3132DWN74<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3448928 | PA      | $3467999.59   | 0.02%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8515                      | CUSIP: 3132DWN82<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7280925 | PA      | $7406763.17   | 0.04%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8516                      | CUSIP: 3132DWN90<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  14752300 | PA      | $15139163.23  | 0.09%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8489                      | CUSIP: 3132DWNE9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  26820021 | PA      | $26570308.29  | 0.16%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8491                      | CUSIP: 3132DWNG4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  16422608 | PA      | $16518551.81  | 0.10%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8492                      | CUSIP: 3132DWNH2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8611347 | PA      | $8657619.79   | 0.05%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8493                      | CUSIP: 3132DWNJ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  30043478 | PA      | $30562728.79  | 0.18%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8494                      | CUSIP: 3132DWNK5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7996330 | PA      | $8134533.01   | 0.05%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8496                      | CUSIP: 3132DWNM1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  16919551 | PA      | $17368535.22  | 0.10%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8504                      | CUSIP: 3132DWNV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1472196 | PA      | $1458488.67   | 0.01%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8505                      | CUSIP: 3132DWNW9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  24278026 | PA      | $24412276.29  | 0.14%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8506                      | CUSIP: 3132DWNX7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  32392698 | PA      | $32943691.80  | 0.19%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8507                      | CUSIP: 3132DWNY5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9925949 | PA      | $10186246.01  | 0.06%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8521                      | CUSIP: 3132DWPE7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3344637 | PA      | $3252494.34   | 0.02%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8523                      | CUSIP: 3132DWPG2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6200583 | PA      | $6232932.81   | 0.04%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8524                      | CUSIP: 3132DWPH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    828130 | PA      | $842184.12    | 0.00%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8527                      | CUSIP: 3132DWPL1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3180747 | PA      | $3337850.93   | 0.02%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8532                      | CUSIP: 3132DWPR8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3081432 | PA      | $3097508.13   | 0.02%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8533                      | CUSIP: 3132DWPS6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7448028 | PA      | $7573117.57   | 0.04%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8534                      | CUSIP: 3132DWPT4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5604532 | PA      | $5749753.64   | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD8535                      | CUSIP: 3132DWPU1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6022263 | PA      | $6251761.92   | 0.04%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4383                      | CUSIP: 3132E02Q4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4587228 | PA      | $4780273.69   | 0.03%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4406                      | CUSIP: 3132E03P5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4820464 | PA      | $5124461.79   | 0.03%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4493                      | CUSIP: 3132E07E6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7594255 | PA      | $7930458.56   | 0.05%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3623                      | CUSIP: 3132E0AY8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1855408 | PA      | $1911079.71   | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3637                      | CUSIP: 3132E0BE1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1770055 | PA      | $1824908.60   | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3655                      | CUSIP: 3132E0BY7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10803973 | PA      | $11066290.50  | 0.07%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3741                      | CUSIP: 3132E0EN8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1957424 | PA      | $2071013.72   | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3743                      | CUSIP: 3132E0EQ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4045398 | PA      | $4271304.76   | 0.03%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3768                      | CUSIP: 3132E0FH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3258524 | PA      | $3077754.37   | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3775                      | CUSIP: 3132E0FQ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12772195 | PA      | $13037842.32  | 0.08%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3779                      | CUSIP: 3132E0FU1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1586510 | PA      | $1546892.84   | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3799                      | CUSIP: 3132E0GG1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5398181 | PA      | $4965695.55   | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3856                      | CUSIP: 3132E0H96<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3137376 | PA      | $3297103.72   | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3842                      | CUSIP: 3132E0HT2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3399245 | PA      | $3504586.10   | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3859                      | CUSIP: 3132E0JC7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3935507 | PA      | $4135599.62   | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3862                      | CUSIP: 3132E0JF0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3394238 | PA      | $3504080.59   | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3880                      | CUSIP: 3132E0JZ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4428868 | PA      | $4577728.90   | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3915                      | CUSIP: 3132E0K43<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5593243 | PA      | $5840860.09   | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3909                      | CUSIP: 3132E0KW1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3885959 | PA      | $4028715.22   | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3927                      | CUSIP: 3132E0LG5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10725059 | PA      | $10938074.03  | 0.06%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3972                      | CUSIP: 3132E0MV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5668630 | PA      | $4772020.32   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD3996                      | CUSIP: 3132E0NM0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1967108 | PA      | $2053474.90   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4033                      | CUSIP: 3132E0PS5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4115394 | PA      | $4324632.70   | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4080                      | CUSIP: 3132E0Q96<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2936543 | PA      | $2997619.69   | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4053                      | CUSIP: 3132E0QE5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6658622 | PA      | $6853525.26   | 0.04%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4155                      | CUSIP: 3132E0TL6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  59133179 | PA      | $49022410.47  | 0.29%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4212                      | CUSIP: 3132E0VD1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    666605 | PA      | $709506.17    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4216                      | CUSIP: 3132E0VH2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4599776 | PA      | $4859515.33   | 0.03%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4267                      | CUSIP: 3132E0W40<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6272891 | PA      | $6585881.69   | 0.04%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4248                      | CUSIP: 3132E0WH1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2257359 | PA      | $2346712.32   | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4282                      | CUSIP: 3132E0XK3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2423406 | PA      | $2498801.53   | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4285                      | CUSIP: 3132E0XN7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1705616 | PA      | $1754949.17   | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4330                      | CUSIP: 3132E0Y30<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8798479 | PA      | $9155084.64   | 0.05%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4333                      | CUSIP: 3132E0Y63<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4177375 | PA      | $4376383.79   | 0.03%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4319                      | CUSIP: 3132E0YQ9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2306211 | PA      | $2377679.58   | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4344                      | CUSIP: 3132E0ZH8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3171068 | PA      | $3301822.62   | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SD4348                      | CUSIP: 3132E0ZM7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4341202 | PA      | $4593123.73   | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Z40045                      | CUSIP: 3132FCBN4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     28782 | PA      | $29769.76     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Z40054                      | CUSIP: 3132FCBX2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    155119 | PA      | $154780.55    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Z40130                      | CUSIP: 3132FCEB7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4128799 | PA      | $3891971.75   | 0.02%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Z40269                      | CUSIP: 3132FCJN6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  18653846 | PA      | $17538637.33  | 0.10%             | 2044-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Z50018                      | CUSIP: 3132FEAT8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       343 | PA      | $342.13       | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q00876                      | CUSIP: 3132GD6M9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    431135 | PA      | $439026.16    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q00078                      | CUSIP: 3132GDCP5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     35403 | PA      | $36048.21     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q00080                      | CUSIP: 3132GDCR1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    150841 | PA      | $150410.10    | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q00232                      | CUSIP: 3132GDHH8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    216839 | PA      | $220793.56    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q00284                      | CUSIP: 3132GDJ52<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    227703 | PA      | $231866.03    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q00543                      | CUSIP: 3132GDS86<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    356419 | PA      | $362939.43    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q01798                      | CUSIP: 3132GE7K0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    323694 | PA      | $329608.35    | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q02113                      | CUSIP: 3132GFK22<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      7950 | PA      | $7932.84      | 0.00%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q03310                      | CUSIP: 3132GJKX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    106886 | PA      | $106421.76    | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q03505                      | CUSIP: 3132GJR27<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    427428 | PA      | $426671.62    | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q03620                      | CUSIP: 3132GJVM8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    926171 | PA      | $923742.07    | 0.01%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q04649                      | CUSIP: 3132GKZN9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    572522 | PA      | $556347.98    | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q04651                      | CUSIP: 3132GKZQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4707770 | PA      | $4699043.79   | 0.03%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q06232                      | CUSIP: 3132GRHH7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    839981 | PA      | $836940.49    | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q07465                      | CUSIP: 3132GSTW9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    253822 | PA      | $246290.69    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q09530                      | CUSIP: 3132GU4P6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    186012 | PA      | $180492.78    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q08998                      | CUSIP: 3132GUKK9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    874928 | PA      | $849134.43    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q11218                      | CUSIP: 3132HMK75<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    181259 | PA      | $175693.51    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q11220                      | CUSIP: 3132HMK91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    393771 | PA      | $381652.37    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q11908                      | CUSIP: 3132HNDM8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     33532 | PA      | $32520.04     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q13205                      | CUSIP: 3132HPR22<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1633643 | PA      | $1540785.75   | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q14875                      | CUSIP: 3132HRMY3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    285114 | PA      | $268485.22    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G31003                      | CUSIP: 3132J4KR9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    505539 | PA      | $478104.16    | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q15774                      | CUSIP: 3132J62G8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    405538 | PA      | $380667.41    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q16616                      | CUSIP: 3132J7YN6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    882806 | PA      | $831239.85    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q20121                      | CUSIP: 3132JMD22<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    146405 | PA      | $146086.50    | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q21319                      | CUSIP: 3132JNPC5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1219175 | PA      | $1178038.50   | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG V81760                      | CUSIP: 3132L65V9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     26300 | PA      | $26068.13     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG V81296                      | CUSIP: 3132L6NM9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     66454 | PA      | $65980.24     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG V82942                      | CUSIP: 3132L8HT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3571166 | PA      | $3264342.53   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG V83156                      | CUSIP: 3132L8QH3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    366880 | PA      | $369397.41    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG V83453                      | CUSIP: 3132L8ZS9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     23357 | PA      | $22335.13     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q25103                      | CUSIP: 3132M5KQ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     11754 | PA      | $11674.22     | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q26692                      | CUSIP: 3132M7C55<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    125026 | PA      | $124242.91    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q38893                      | CUSIP: 3132QV3B5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     17075 | PA      | $16915.63     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q39359                      | CUSIP: 3132QWMH9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    404662 | PA      | $387596.42    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q61378                      | CUSIP: 3132VMQ81<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     13151 | PA      | $12534.76     | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q41208                      | CUSIP: 3132WEKW1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    422882 | PA      | $404915.30    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q43259                      | CUSIP: 3132WGTR8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    227349 | PA      | $217618.91    | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q44452                      | CUSIP: 3132WH5N1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    679750 | PA      | $630269.75    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q45094                      | CUSIP: 3132WJUU3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    478728 | PA      | $443730.94    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q46873                      | CUSIP: 3132WLT71<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    160999 | PA      | $162103.83    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q49490                      | CUSIP: 3132WPRL3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4264142 | PA      | $4077647.59   | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G67705                      | CUSIP: 3132XCR23<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7794413 | PA      | $7710863.22   | 0.05%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G67706                      | CUSIP: 3132XCR31<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    188377 | PA      | $181315.54    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G67707                      | CUSIP: 3132XCR49<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1573259 | PA      | $1516250.56   | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G67708                      | CUSIP: 3132XCR56<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1019964 | PA      | $978223.80    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G67709                      | CUSIP: 3132XCR64<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    179943 | PA      | $172860.03    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G67712                      | CUSIP: 3132XCR98<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2910238 | PA      | $2882680.48   | 0.02%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G67700                      | CUSIP: 3132XCRV9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4768810 | PA      | $4598989.99   | 0.03%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G67702                      | CUSIP: 3132XCRX5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3950212 | PA      | $3917744.65   | 0.02%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G67715                      | CUSIP: 3132XCSC0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3777610 | PA      | $3814158.16   | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G67716                      | CUSIP: 3132XCSD8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2020638 | PA      | $2040187.53   | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q53751                      | CUSIP: 3132XWEZ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1551179 | PA      | $1482852.42   | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q54334                      | CUSIP: 3132XWY88<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    958834 | PA      | $916599.36    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q55429                      | CUSIP: 3132XYA72<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    522436 | PA      | $513897.14    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG Q58157                      | CUSIP: 3132Y2B39<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    143887 | PA      | $141489.97    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QA2226                      | CUSIP: 31334YPK7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    178167 | PA      | $165344.23    | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QA2236                      | CUSIP: 31334YPV3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1591891 | PA      | $1477317.90   | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60855                      | CUSIP: 31335A5Q7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    161913 | PA      | $164730.20    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60899                      | CUSIP: 31335A7L6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    147411 | PA      | $150050.01    | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60038                      | CUSIP: 31335ABF4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1935609 | PA      | $1874150.72   | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60080                      | CUSIP: 31335ACR7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    476013 | PA      | $459292.13    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60081                      | CUSIP: 31335ACS5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     23514 | PA      | $23380.93     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60193                      | CUSIP: 31335AGA0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    177053 | PA      | $172606.98    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60194                      | CUSIP: 31335AGB8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1206808 | PA      | $1156399.83   | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60238                      | CUSIP: 31335AHP6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4993186 | PA      | $4813981.97   | 0.03%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60342                      | CUSIP: 31335ALX4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     55087 | PA      | $56090.67     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60344                      | CUSIP: 31335ALZ9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1862223 | PA      | $1850585.08   | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60440                      | CUSIP: 31335APZ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4269631 | PA      | $4113629.72   | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60506                      | CUSIP: 31335AR34<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1203740 | PA      | $1157439.34   | 0.01%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60486                      | CUSIP: 31335ARF7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    320880 | PA      | $320487.67    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60491                      | CUSIP: 31335ARL4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    332944 | PA      | $332342.37    | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60536                      | CUSIP: 31335ASZ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    282772 | PA      | $281011.59    | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60564                      | CUSIP: 31335ATV0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    182135 | PA      | $188704.83    | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60676                      | CUSIP: 31335AXD5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    610227 | PA      | $616321.38    | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60711                      | CUSIP: 31335AYG7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    157899 | PA      | $160762.54    | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60715                      | CUSIP: 31335AYL6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    120853 | PA      | $125269.39    | 0.00%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G61771                      | CUSIP: 31335B6G6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    145101 | PA      | $147738.92    | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G60989                      | CUSIP: 31335BC20<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4128492 | PA      | $3839582.80   | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G61006                      | CUSIP: 31335BDK9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    169754 | PA      | $169001.78    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G61070                      | CUSIP: 31335BFK7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1844000 | PA      | $1729575.04   | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G61282                      | CUSIP: 31335BM78<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2334025 | PA      | $2168503.12   | 0.01%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G61260                      | CUSIP: 31335BMH6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     12399 | PA      | $12621.20     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G61352                      | CUSIP: 31335BQD1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     24671 | PA      | $25123.30     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G61422                      | CUSIP: 31335BSK3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1624041 | PA      | $1630617.71   | 0.01%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G61582                      | CUSIP: 31335BXK7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    306962 | PA      | $302425.05    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G61658                      | CUSIP: 31335BZX7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    819037 | PA      | $842191.96    | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G61932                      | CUSIP: 31335CED2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    442806 | PA      | $423439.45    | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                             | FG G62009                      | CUSIP: 31335CGS7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    859637 | PA      | $830552.19    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QA5511                      | CUSIP: 3133A0DQ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6321565 | PA      | $5559172.07   | 0.03%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QA8065                      | CUSIP: 3133A26A3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    888324 | PA      | $811879.89    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QA7256                      | CUSIP: 3133A2BZ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1942541 | PA      | $1775376.50   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QA8518                      | CUSIP: 3133A3PB8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    925889 | PA      | $851420.52    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QA9987                      | CUSIP: 3133A5CY7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2048174 | PA      | $1931349.40   | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QB9394                      | CUSIP: 3133AGNK1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    222295 | PA      | $186439.56    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QC2085                      | CUSIP: 3133ALJ66<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2577935 | PA      | $2271059.18   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QC5848                      | CUSIP: 3133AQP92<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8677455 | PA      | $7611955.59   | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QC6418                      | CUSIP: 3133ARDX0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2055654 | PA      | $1803241.53   | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QC6891                      | CUSIP: 3133ARUQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3751755 | PA      | $3269975.43   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QC7906                      | CUSIP: 3133ASYB3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1459967 | PA      | $1287542.13   | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QC7907                      | CUSIP: 3133ASYC1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4715884 | PA      | $4150086.91   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QC9511                      | CUSIP: 3133AUR83<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1337898 | PA      | $1129208.31   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QC9543                      | CUSIP: 3133AUS82<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4565978 | PA      | $4059545.11   | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QC9546                      | CUSIP: 3133AUTB4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6445536 | PA      | $5440142.02   | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QC9553                      | CUSIP: 3133AUTJ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5464174 | PA      | $4594780.31   | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QC9555                      | CUSIP: 3133AUTL2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4718880 | PA      | $3982815.30   | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QD1259                      | CUSIP: 3133AXMG4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4838379 | PA      | $4065530.27   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QD4857                      | CUSIP: 3133B2ME6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    227303 | PA      | $191776.98    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QD9175                      | CUSIP: 3133B7FQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2098506 | PA      | $1864439.99   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QE0404                      | CUSIP: 3133B9NV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    280202 | PA      | $264220.06    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QE1992                      | CUSIP: 3133BBF95<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9250399 | PA      | $9105547.86   | 0.05%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QE4400                      | CUSIP: 3133BD3H6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    987873 | PA      | $984262.86    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QE6394                      | CUSIP: 3133BGC71<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1238502 | PA      | $1251756.42   | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QE6412                      | CUSIP: 3133BGDR6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1045965 | PA      | $1060051.46   | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QE7993                      | CUSIP: 3133BH3A2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    768455 | PA      | $749265.51    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QE7276                      | CUSIP: 3133BHCM6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    786723 | PA      | $777895.19    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QE9001                      | CUSIP: 3133BKAA7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    239525 | PA      | $232945.34    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QF0331                      | CUSIP: 3133BMLL7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    817691 | PA      | $797272.33    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QF0480                      | CUSIP: 3133BMQ99<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1959913 | PA      | $1984960.24   | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QF0481                      | CUSIP: 3133BMRA5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2659502 | PA      | $2697603.85   | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QF1479                      | CUSIP: 3133BNUC5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2315150 | PA      | $2359784.97   | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QF2020                      | CUSIP: 3133BPG51<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3127029 | PA      | $3187317.26   | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QF5472                      | CUSIP: 3133BTCH1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6134706 | PA      | $6328652.40   | 0.04%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QF5841                      | CUSIP: 3133BTP20<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2825757 | PA      | $2891594.43   | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QG4091                      | CUSIP: 3133C4RL0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4149181 | PA      | $4187684.07   | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QG6280                      | CUSIP: 3133C66R5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  17735099 | PA      | $17899675.61  | 0.11%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QG6304                      | CUSIP: 3133C7AD9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  16052470 | PA      | $16386344.12  | 0.10%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QG6306                      | CUSIP: 3133C7AF4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  18367912 | PA      | $18538360.51  | 0.11%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QH1061                      | CUSIP: 3133CDFA7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1075008 | PA      | $1096359.62   | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QH2144                      | CUSIP: 3133CELZ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5632133 | PA      | $5796989.67   | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QJ3250                      | CUSIP: 3133CTTF6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3091365 | PA      | $3214582.09   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QJ7077                      | CUSIP: 3133CX2J8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4470629 | PA      | $4561656.86   | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QN4368                      | CUSIP: 3133GAZ90<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    926382 | PA      | $849429.83    | 0.01%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA1082                      | CUSIP: 3133KGFX1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     96082 | PA      | $97979.45     | 0.00%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA1104                      | CUSIP: 3133KGGM4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3070583 | PA      | $2827455.87   | 0.02%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA2652                      | CUSIP: 3133KH5M4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    751348 | PA      | $663551.79    | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA1983                      | CUSIP: 3133KHFY7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1514851 | PA      | $1388278.34   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA2014                      | CUSIP: 3133KHGX8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  13138702 | PA      | $12389291.71  | 0.07%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA2332                      | CUSIP: 3133KHSV9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    444621 | PA      | $408998.92    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA2469                      | CUSIP: 3133KHW69<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    934312 | PA      | $886275.73    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA2471                      | CUSIP: 3133KHW85<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    435782 | PA      | $413376.75    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA3513                      | CUSIP: 3133KJ3W0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6112385 | PA      | $5379039.86   | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA3563                      | CUSIP: 3133KJ5Y4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1127930 | PA      | $947057.76    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA3575                      | CUSIP: 3133KJ6L1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2340063 | PA      | $1969203.06   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA2962                      | CUSIP: 3133KJJF0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1928731 | PA      | $1689492.16   | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA3053                      | CUSIP: 3133KJMA7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    309289 | PA      | $260465.66    | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA3206                      | CUSIP: 3133KJR38<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    891206 | PA      | $750522.14    | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA3266                      | CUSIP: 3133KJTX0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3148588 | PA      | $2649589.99   | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA3404                      | CUSIP: 3133KJX98<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1978606 | PA      | $1673068.36   | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA4418                      | CUSIP: 3133KK4B2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    229263 | PA      | $200610.52    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA4492                      | CUSIP: 3133KK7D5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1019121 | PA      | $858244.76    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA3690                      | CUSIP: 3133KKC31<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12804930 | PA      | $10783569.77  | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA3726                      | CUSIP: 3133KKD71<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  14700951 | PA      | $12187338.00  | 0.07%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA3851                      | CUSIP: 3133KKH44<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1790793 | PA      | $1646200.78   | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA3882                      | CUSIP: 3133KKJ34<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     64293 | PA      | $54344.60     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA3987                      | CUSIP: 3133KKNC9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4779720 | PA      | $4200288.96   | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA3988                      | CUSIP: 3133KKND7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2885177 | PA      | $2535416.28   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA4098                      | CUSIP: 3133KKRT8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8347286 | PA      | $7369281.27   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA4119                      | CUSIP: 3133KKSG5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2652716 | PA      | $2242252.98   | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA4174                      | CUSIP: 3133KKT74<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1402641 | PA      | $1236547.76   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA4214                      | CUSIP: 3133KKVF3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3854160 | PA      | $3226479.47   | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA4215                      | CUSIP: 3133KKVG1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     61403 | PA      | $51402.62     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA4335                      | CUSIP: 3133KKY86<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2477958 | PA      | $2086792.62   | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA4352                      | CUSIP: 3133KKZR3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9483677 | PA      | $7959929.70   | 0.05%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA5270                      | CUSIP: 3133KL2B2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1433532 | PA      | $1315545.79   | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA5286                      | CUSIP: 3133KL2T3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5934792 | PA      | $5152278.38   | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA5287                      | CUSIP: 3133KL2U0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2617257 | PA      | $2195105.10   | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA4986                      | CUSIP: 3133KLRF6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3105249 | PA      | $2604386.13   | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA5142                      | CUSIP: 3133KLWB9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11158301 | PA      | $9830023.45   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA5256                      | CUSIP: 3133KLZV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    158696 | PA      | $132701.97    | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA5257                      | CUSIP: 3133KLZW0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6441627 | PA      | $5386517.63   | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA6198                      | CUSIP: 3133KM3F0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  15443097 | PA      | $12985976.72  | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA5620                      | CUSIP: 3133KMG58<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2868300 | PA      | $2413722.87   | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA5682                      | CUSIP: 3133KMJ30<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  17837092 | PA      | $15021364.56  | 0.09%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA5715                      | CUSIP: 3133KMK46<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4356159 | PA      | $3637194.20   | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA5731                      | CUSIP: 3133KMLL7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  17955970 | PA      | $15115865.57  | 0.09%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA5764                      | CUSIP: 3133KMMM4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  15087329 | PA      | $12667954.90  | 0.07%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA5801                      | CUSIP: 3133KMNS0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1522015 | PA      | $1338456.70   | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA5855                      | CUSIP: 3133KMQG3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1659702 | PA      | $1439659.86   | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA5910                      | CUSIP: 3133KMR72<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    683567 | PA      | $646713.72    | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA5904                      | CUSIP: 3133KMRZ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3611961 | PA      | $3176352.07   | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA6115                      | CUSIP: 3133KMYL3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    859349 | PA      | $753024.26    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA6311                      | CUSIP: 3133KNAL7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1803750 | PA      | $1603688.02   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA6709                      | CUSIP: 3133KNN25<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6663287 | PA      | $5838859.03   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA6820                      | CUSIP: 3133KNSH7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  17973458 | PA      | $15068803.50  | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA6926                      | CUSIP: 3133KNVT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4009892 | PA      | $3648533.21   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA7211                      | CUSIP: 3133KPAL2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2276061 | PA      | $2224914.78   | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA7357                      | CUSIP: 3133KPE61<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3738827 | PA      | $3711609.83   | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA7549                      | CUSIP: 3133KPL63<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5166976 | PA      | $5033104.90   | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA7557                      | CUSIP: 3133KPME5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6348243 | PA      | $6308974.48   | 0.04%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA7665                      | CUSIP: 3133KPQS0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5331011 | PA      | $5199553.83   | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA7668                      | CUSIP: 3133KPQV3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3762757 | PA      | $3671147.58   | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA7771                      | CUSIP: 3133KPT40<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    812242 | PA      | $791958.87    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA7790                      | CUSIP: 3133KPUP1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1889712 | PA      | $1915515.22   | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA7795                      | CUSIP: 3133KPUU0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4517759 | PA      | $4575212.33   | 0.03%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA7931                      | CUSIP: 3133KPY44<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2048774 | PA      | $2034180.57   | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA7919                      | CUSIP: 3133KPYQ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    882176 | PA      | $860147.23    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA7948                      | CUSIP: 3133KPZM3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4723532 | PA      | $4839489.95   | 0.03%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA8253                      | CUSIP: 3133KQE28<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3482901 | PA      | $3580374.68   | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA8249                      | CUSIP: 3133KQEW2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1373175 | PA      | $1404310.16   | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA8278                      | CUSIP: 3133KQFT8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3643644 | PA      | $3686564.89   | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA8402                      | CUSIP: 3133KQKP0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3241421 | PA      | $3297330.85   | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA8422                      | CUSIP: 3133KQLB0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3559152 | PA      | $3671672.83   | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA8540                      | CUSIP: 3133KQPZ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2794442 | PA      | $2830852.79   | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA8767                      | CUSIP: 3133KQW44<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4880700 | PA      | $4950394.88   | 0.03%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA8791                      | CUSIP: 3133KQXU5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4208476 | PA      | $4250159.68   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA9858                      | CUSIP: 3133KR5T7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3119523 | PA      | $3228868.70   | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA9862                      | CUSIP: 3133KR5X8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1744502 | PA      | $1843010.20   | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA9071                      | CUSIP: 3133KRCG7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2356184 | PA      | $2454603.28   | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA9582                      | CUSIP: 3133KRUF9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1115131 | PA      | $1162679.55   | 0.01%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RA9999                      | CUSIP: 3133KSDC3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2309938 | PA      | $2431149.83   | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB0352                      | CUSIP: 3133KTL99<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2036352 | PA      | $1764872.36   | 0.01%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB0353                      | CUSIP: 3133KTMA5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1554031 | PA      | $1346830.58   | 0.01%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB0499                      | CUSIP: 3133KTRU6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7885033 | PA      | $7070997.65   | 0.04%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5324                      | CUSIP: 3133KY4H9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1074115 | PA      | $1088110.44   | 0.01%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5327                      | CUSIP: 3133KY4L0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3797552 | PA      | $3821530.57   | 0.02%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5328                      | CUSIP: 3133KY4M8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1112162 | PA      | $1126653.52   | 0.01%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5354                      | CUSIP: 3133KY5P0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2250573 | PA      | $2278490.69   | 0.01%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5358                      | CUSIP: 3133KY5T2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2218945 | PA      | $2251786.24   | 0.01%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5368                      | CUSIP: 3133KY6D6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1905951 | PA      | $1927806.64   | 0.01%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5369                      | CUSIP: 3133KY6E4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3312011 | PA      | $3381932.02   | 0.02%             | 2045-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5377                      | CUSIP: 3133KY6N4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2460207 | PA      | $2456867.34   | 0.01%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5037                      | CUSIP: 3133KYS26<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    812313 | PA      | $753327.12    | 0.00%             | 2040-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5044                      | CUSIP: 3133KYS91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1247449 | PA      | $1191947.40   | 0.01%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5026                      | CUSIP: 3133KYSP5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    332755 | PA      | $309495.93    | 0.00%             | 2039-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5031                      | CUSIP: 3133KYSU4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    407674 | PA      | $378860.45    | 0.00%             | 2039-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5032                      | CUSIP: 3133KYSV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1223218 | PA      | $1135418.02   | 0.01%             | 2040-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5071                      | CUSIP: 3133KYT41<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6010893 | PA      | $5410703.07   | 0.03%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5048                      | CUSIP: 3133KYTD1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    872443 | PA      | $808557.10    | 0.00%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5049                      | CUSIP: 3133KYTE9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1076729 | PA      | $1028823.39   | 0.01%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5054                      | CUSIP: 3133KYTK5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1788643 | PA      | $1657032.72   | 0.01%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5059                      | CUSIP: 3133KYTQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    340594 | PA      | $315368.48    | 0.00%             | 2040-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5060                      | CUSIP: 3133KYTR0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1197677 | PA      | $1142892.74   | 0.01%             | 2040-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5064                      | CUSIP: 3133KYTV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    203602 | PA      | $183556.56    | 0.00%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5066                      | CUSIP: 3133KYTX7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    474160 | PA      | $438649.40    | 0.00%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5104                      | CUSIP: 3133KYU56<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5550844 | PA      | $4796718.96   | 0.03%             | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5105                      | CUSIP: 3133KYU64<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5596502 | PA      | $5021719.00   | 0.03%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5077                      | CUSIP: 3133KYUA5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3250654 | PA      | $2924784.71   | 0.02%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5085                      | CUSIP: 3133KYUJ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  15965961 | PA      | $14357540.85  | 0.08%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5090                      | CUSIP: 3133KYUP2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2483149 | PA      | $2231708.86   | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5094                      | CUSIP: 3133KYUT4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2840516 | PA      | $2458170.54   | 0.01%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5096                      | CUSIP: 3133KYUV9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2341157 | PA      | $2159961.08   | 0.01%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5099                      | CUSIP: 3133KYUY3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    253311 | PA      | $219051.18    | 0.00%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5100                      | CUSIP: 3133KYUZ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5098464 | PA      | $4577169.84   | 0.03%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5134                      | CUSIP: 3133KYV30<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5028101 | PA      | $4314510.84   | 0.03%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5135                      | CUSIP: 3133KYV48<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5684509 | PA      | $5068495.07   | 0.03%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5137                      | CUSIP: 3133KYV63<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3168684 | PA      | $2717416.23   | 0.02%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5138                      | CUSIP: 3133KYV71<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6932787 | PA      | $6179009.27   | 0.04%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5109                      | CUSIP: 3133KYVA4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1142897 | PA      | $1053523.15   | 0.01%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5110                      | CUSIP: 3133KYVB2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2227434 | PA      | $1920983.76   | 0.01%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5113                      | CUSIP: 3133KYVE6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1075761 | PA      | $927029.11    | 0.01%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5114                      | CUSIP: 3133KYVF3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6357368 | PA      | $5692454.46   | 0.03%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5115                      | CUSIP: 3133KYVG1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5029608 | PA      | $4629115.73   | 0.03%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5117                      | CUSIP: 3133KYVJ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3037710 | PA      | $2615369.03   | 0.02%             | 2041-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5118                      | CUSIP: 3133KYVK2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5895124 | PA      | $5274961.63   | 0.03%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5121                      | CUSIP: 3133KYVN6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2906714 | PA      | $2596728.61   | 0.02%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5122                      | CUSIP: 3133KYVP1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2749805 | PA      | $2528121.87   | 0.01%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5125                      | CUSIP: 3133KYVS5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2546540 | PA      | $2273788.09   | 0.01%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5126                      | CUSIP: 3133KYVT3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2657615 | PA      | $2442319.65   | 0.01%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5130                      | CUSIP: 3133KYVX4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3371955 | PA      | $2895216.26   | 0.02%             | 2041-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5131                      | CUSIP: 3133KYVY2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4105118 | PA      | $3661727.38   | 0.02%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5167                      | CUSIP: 3133KYW47<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2573468 | PA      | $2504689.66   | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5141                      | CUSIP: 3133KYWA3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     65813 | PA      | $58621.05     | 0.00%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5145                      | CUSIP: 3133KYWE5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3041153 | PA      | $2707215.64   | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5146                      | CUSIP: 3133KYWF2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2148725 | PA      | $1970810.09   | 0.01%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5148                      | CUSIP: 3133KYWH8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1853914 | PA      | $1649556.87   | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5153                      | CUSIP: 3133KYWN5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4998188 | PA      | $4444857.05   | 0.03%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5154                      | CUSIP: 3133KYWP0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6633231 | PA      | $6079299.76   | 0.04%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5163                      | CUSIP: 3133KYWY1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6388950 | PA      | $6028824.47   | 0.04%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5177                      | CUSIP: 3133KYXE4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1068765 | PA      | $1084864.94   | 0.01%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5181                      | CUSIP: 3133KYXJ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1651909 | PA      | $1607759.77   | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RB5264                      | CUSIP: 3133KYZ51<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1943796 | PA      | $1992728.55   | 0.01%             | 2043-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RC1556                      | CUSIP: 3133L7WR4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  16541460 | PA      | $15873527.42  | 0.09%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RC1599                      | CUSIP: 3133L7X44<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4778632 | PA      | $4471686.67   | 0.03%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RC1813                      | CUSIP: 3133L8AN5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1555891 | PA      | $1423243.92   | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RC1860                      | CUSIP: 3133L8B53<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7382947 | PA      | $6897183.86   | 0.04%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RC1871                      | CUSIP: 3133L8CG8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     51688 | PA      | $47394.32     | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RC1887                      | CUSIP: 3133L8CY9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2997430 | PA      | $2802086.30   | 0.02%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RC2043                      | CUSIP: 3133L8HU2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1775537 | PA      | $1619724.76   | 0.01%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SI2011                      | CUSIP: 3133USGU9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1963859 | PA      | $1934457.60   | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SI2043                      | CUSIP: 3133USHU8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1236079 | PA      | $1130094.92   | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SI2084                      | CUSIP: 3133USJ51<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4999410 | PA      | $5007543.41   | 0.03%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SI2062                      | CUSIP: 3133USJF9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2454513 | PA      | $2065514.75   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QI6074                      | CUSIP: 3133WCXB5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    414424 | PA      | $429377.36    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QI8169                      | CUSIP: 3133WFCE5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2216527 | PA      | $2289234.15   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QO0744                      | CUSIP: 3133WJZH5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1698020 | PA      | $1645459.98   | 0.01%             | 2037-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QO1222                      | CUSIP: 3133WKLB0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    564061 | PA      | $561823.05    | 0.00%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QO1275                      | CUSIP: 3133WKMY9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2411170 | PA      | $2401602.31   | 0.01%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QO2108                      | CUSIP: 3133WLKV5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3459933 | PA      | $3522698.89   | 0.02%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QA4670                      | CUSIP: 31346YFK4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     79297 | PA      | $81247.02     | 0.00%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QA5176                      | CUSIP: 31346YXD0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    628556 | PA      | $552750.62    | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 190340                      | CUSIP: 31368HLV3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     69771 | PA      | $71537.47     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 190360                      | CUSIP: 31368HMH3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    141673 | PA      | $145848.61    | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 190370                      | CUSIP: 31368HMT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    133994 | PA      | $141582.29    | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 190396                      | CUSIP: 31368HNM1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    571082 | PA      | $580611.20    | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 254693                      | CUSIP: 31371K3A7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     26857 | PA      | $27852.15     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 254766                      | CUSIP: 31371K6B2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    271239 | PA      | $277825.19    | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 254793                      | CUSIP: 31371K7E5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     41829 | PA      | $42868.06     | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 254868                      | CUSIP: 31371LCD9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    266196 | PA      | $272933.95    | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 254869                      | CUSIP: 31371LCE7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    338088 | PA      | $351272.27    | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 254903                      | CUSIP: 31371LDG1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    189466 | PA      | $194313.32    | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 254982                      | CUSIP: 31371LFX2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     33974 | PA      | $34852.29     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 255004                      | CUSIP: 31371LGM5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      3988 | PA      | $4278.29      | 0.00%             | 2033-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 256514                      | CUSIP: 31371M3X3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    272399 | PA      | $288678.67    | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 255814                      | CUSIP: 31371MDT1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    354814 | PA      | $370864.98    | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 255842                      | CUSIP: 31371MEP8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     11094 | PA      | $11430.21     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 256311                      | CUSIP: 31371MVC8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      4829 | PA      | $4825.26      | 0.00%             | 2026-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 257452                      | CUSIP: 31371N5M3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      3136 | PA      | $3201.52      | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 256803                      | CUSIP: 31371NGL3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       967 | PA      | $974.36       | 0.00%             | 2027-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 256851                      | CUSIP: 31371NH40<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      9039 | PA      | $9876.62      | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 256939                      | CUSIP: 31371NLU7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2163 | PA      | $2361.62      | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 257043                      | CUSIP: 31371NP41<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    318148 | PA      | $338278.08    | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 257048                      | CUSIP: 31371NP90<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       377 | PA      | $382.19       | 0.00%             | 2028-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 310104                      | CUSIP: 31374CNV4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    222112 | PA      | $231335.24    | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 357669                      | CUSIP: 31376KJN7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     59985 | PA      | $62583.78     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 357705                      | CUSIP: 31376KKS4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     96176 | PA      | $100310.59    | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 535704                      | CUSIP: 31384WDH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       784 | PA      | $797.45       | 0.00%             | 2030-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 555424                      | CUSIP: 31385XAZ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    245227 | PA      | $254312.12    | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 555531                      | CUSIP: 31385XEC7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    269472 | PA      | $279455.28    | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 555591                      | CUSIP: 31385XF85<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     40459 | PA      | $41974.55     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 555592                      | CUSIP: 31385XF93<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     93255 | PA      | $96783.23     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 555677                      | CUSIP: 31385XJW8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    114452 | PA      | $118738.18    | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 555678                      | CUSIP: 31385XJX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    204470 | PA      | $209599.46    | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 555679                      | CUSIP: 31385XJY4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    269998 | PA      | $276697.12    | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 555743                      | CUSIP: 31385XLY1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    117754 | PA      | $120706.54    | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 555800                      | CUSIP: 31385XNR4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     57356 | PA      | $59481.14     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 555880                      | CUSIP: 31385XQ91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    104135 | PA      | $108075.37    | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 555956                      | CUSIP: 31385XTM9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    131447 | PA      | $136574.69    | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 555967                      | CUSIP: 31385XTY3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    112594 | PA      | $116855.00    | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH0525                      | CUSIP: 3138A1SP7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    141685 | PA      | $141227.66    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH0943                      | CUSIP: 3138A2BM0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    401824 | PA      | $400816.21    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH0944                      | CUSIP: 3138A2BN8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    222718 | PA      | $221995.85    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH0946                      | CUSIP: 3138A2BQ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    359647 | PA      | $358481.89    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH1111                      | CUSIP: 3138A2GV5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     56954 | PA      | $56765.23     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH3586                      | CUSIP: 3138A46Y6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    277596 | PA      | $276666.20    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH2986                      | CUSIP: 3138A4J89<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    185393 | PA      | $184776.13    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH3394                      | CUSIP: 3138A4XY6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    563795 | PA      | $561974.33    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH4429                      | CUSIP: 3138A54P4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     12274 | PA      | $12229.97     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH3781                      | CUSIP: 3138A5FX5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    152432 | PA      | $151924.67    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH5574                      | CUSIP: 3138A7FQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    505491 | PA      | $503755.70    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH5583                      | CUSIP: 3138A7FZ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    447280 | PA      | $454902.36    | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH6783                      | CUSIP: 3138A8RD0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1150917 | PA      | $1146964.87   | 0.01%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH6790                      | CUSIP: 3138A8RL2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    162965 | PA      | $165738.19    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH7009                      | CUSIP: 3138A8YF7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     38395 | PA      | $39049.01     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH7620                      | CUSIP: 3138A9PE8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     21051 | PA      | $21409.51     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH8953                      | CUSIP: 3138AA5P2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      9455 | PA      | $9929.42      | 0.00%             | 2041-04-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH8835                      | CUSIP: 3138AAY96<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1805 | PA      | $1870.08      | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH9033                      | CUSIP: 3138ABBB4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |        32 | PA      | $31.43        | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH9055                      | CUSIP: 3138ABBZ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    624188 | PA      | $634849.42    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AH9708                      | CUSIP: 3138ABYE3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     67988 | PA      | $69151.78     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI1163                      | CUSIP: 3138AEJH7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    151458 | PA      | $154047.35    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI1170                      | CUSIP: 3138AEJQ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     19567 | PA      | $20265.59     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI1193                      | CUSIP: 3138AEKF9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    267177 | PA      | $271740.79    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI1859                      | CUSIP: 3138AFB58<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    236638 | PA      | $240683.34    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI1888                      | CUSIP: 3138AFC24<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1510433 | PA      | $1536235.56   | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI1886                      | CUSIP: 3138AFCY4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    375216 | PA      | $381637.29    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI1937                      | CUSIP: 3138AFEK2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    527203 | PA      | $545933.77    | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI2128                      | CUSIP: 3138AFLJ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      7385 | PA      | $7747.68      | 0.00%             | 2041-05-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI3417                      | CUSIP: 3138AGYP7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      3977 | PA      | $4189.73      | 0.00%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI3791                      | CUSIP: 3138AHF92<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       194 | PA      | $193.69       | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI4815                      | CUSIP: 3138AJK50<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    152850 | PA      | $155459.28    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI4891                      | CUSIP: 3138AJNH1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    201669 | PA      | $205111.25    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI5737                      | CUSIP: 3138AKLT4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2795 | PA      | $2842.80      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI8191                      | CUSIP: 3138ANC50<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     40431 | PA      | $41122.68     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI8186                      | CUSIP: 3138ANCY7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    150036 | PA      | $149426.61    | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI8479                      | CUSIP: 3138ANM59<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     12662 | PA      | $13115.73     | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI8485                      | CUSIP: 3138ANNB5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    112880 | PA      | $116847.28    | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI9827                      | CUSIP: 3138AP4M7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      3299 | PA      | $3464.23      | 0.00%             | 2041-11-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI9851                      | CUSIP: 3138AP5M6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    387051 | PA      | $393618.18    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AI9873                      | CUSIP: 3138AP6K9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    101111 | PA      | $100618.62    | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AJ1441                      | CUSIP: 3138ASS78<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     30975 | PA      | $30872.15     | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AJ1415                      | CUSIP: 3138ASSD5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    172868 | PA      | $175825.62    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AJ1416                      | CUSIP: 3138ASSE3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    580209 | PA      | $590109.13    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AJ3437                      | CUSIP: 3138AUZB6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     12556 | PA      | $13179.98     | 0.00%             | 2041-11-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AJ4046                      | CUSIP: 3138AVP82<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    385281 | PA      | $384126.37    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AJ6046                      | CUSIP: 3138AXWG2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     14783 | PA      | $15524.39     | 0.00%             | 2041-12-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AJ7680                      | CUSIP: 3138E0RA9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    886822 | PA      | $860962.22    | 0.01%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AJ7689                      | CUSIP: 3138E0RK7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1125943 | PA      | $1121137.55   | 0.01%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AJ8476                      | CUSIP: 3138E1M20<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    157035 | PA      | $152464.26    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AJ9278                      | CUSIP: 3138E2JY2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    335181 | PA      | $325260.29    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AJ9317                      | CUSIP: 3138E2K79<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    190941 | PA      | $190060.46    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AJ9563                      | CUSIP: 3138E2TV7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      6120 | PA      | $6426.18      | 0.00%             | 2042-01-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AK0782                      | CUSIP: 3138E42Q3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    174396 | PA      | $169371.61    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AK2413                      | CUSIP: 3138E6VF0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    278066 | PA      | $276876.25    | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AK2415                      | CUSIP: 3138E6VH6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    604204 | PA      | $600905.21    | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AK4523                      | CUSIP: 3138E9AZ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    715733 | PA      | $712495.50    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AK4615                      | CUSIP: 3138E9DV9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    153764 | PA      | $153244.42    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AK6740                      | CUSIP: 3138EBP25<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1347828 | PA      | $1343397.14   | 0.01%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AK6724                      | CUSIP: 3138EBPJ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    480847 | PA      | $453291.13    | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AK7733                      | CUSIP: 3138ECSX2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    242166 | PA      | $241057.85    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AK7766                      | CUSIP: 3138ECTY9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    329777 | PA      | $327015.66    | 0.00%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AK9419                      | CUSIP: 3138EEPD5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     87603 | PA      | $87174.12     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AK9437                      | CUSIP: 3138EEPX1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    170059 | PA      | $164842.15    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AK9461                      | CUSIP: 3138EEQP7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     55662 | PA      | $55195.86     | 0.00%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0843                      | CUSIP: 3138EG5D2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     10861 | PA      | $10824.62     | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0851                      | CUSIP: 3138EG5M2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    209485 | PA      | $222464.30    | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0867                      | CUSIP: 3138EG6D1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1540 | PA      | $1534.83      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0005                      | CUSIP: 3138EGAF1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    160098 | PA      | $162815.13    | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0040                      | CUSIP: 3138EGBJ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     14846 | PA      | $15574.14     | 0.00%             | 2041-03-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0041                      | CUSIP: 3138EGBK9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       761 | PA      | $797.87       | 0.00%             | 2041-02-01      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0065                      | CUSIP: 3138EGCB8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     58436 | PA      | $59432.36     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0069                      | CUSIP: 3138EGCF9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    127636 | PA      | $131990.12    | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0148                      | CUSIP: 3138EGEW0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    206452 | PA      | $205911.66    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0160                      | CUSIP: 3138EGFA7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2160149 | PA      | $2196880.15   | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0208                      | CUSIP: 3138EGGS7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    195143 | PA      | $198482.79    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0215                      | CUSIP: 3138EGGZ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    665069 | PA      | $676414.43    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0238                      | CUSIP: 3138EGHQ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |         4 | PA      | $3.85         | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0409                      | CUSIP: 3138EGN34<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     33523 | PA      | $33412.03     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0393                      | CUSIP: 3138EGNK6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    180550 | PA      | $183631.27    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0543                      | CUSIP: 3138EGS96<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    194388 | PA      | $201340.53    | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0527                      | CUSIP: 3138EGSR6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     37412 | PA      | $38527.40     | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0578                      | CUSIP: 3138EGUC6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1247 | PA      | $1243.51      | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0658                      | CUSIP: 3138EGWU4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    318419 | PA      | $323852.97    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL1711                      | CUSIP: 3138EH3V2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    638721 | PA      | $649605.25    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0933                      | CUSIP: 3138EHBB7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1509265 | PA      | $1563000.29   | 0.01%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL0939                      | CUSIP: 3138EHBH4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    116343 | PA      | $118286.78    | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL1221                      | CUSIP: 3138EHLB6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     29156 | PA      | $30618.70     | 0.00%             | 2039-12-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL1222                      | CUSIP: 3138EHLC4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      6938 | PA      | $7285.63      | 0.00%             | 2040-09-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL1354                      | CUSIP: 3138EHQG0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    177438 | PA      | $180460.82    | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL1468                      | CUSIP: 3138EHT28<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    250175 | PA      | $243135.18    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL1505                      | CUSIP: 3138EHU75<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    286220 | PA      | $284602.67    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL1561                      | CUSIP: 3138EHWX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      8307 | PA      | $8278.43      | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL1597                      | CUSIP: 3138EHX31<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1131 | PA      | $1200.24      | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2596                      | CUSIP: 3138EJ3E6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    173761 | PA      | $171945.03    | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2608                      | CUSIP: 3138EJ3S5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      8689 | PA      | $8601.79      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2629                      | CUSIP: 3138EJ4P0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     83908 | PA      | $86409.11     | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2646                      | CUSIP: 3138EJ5G9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      4408 | PA      | $4611.44      | 0.00%             | 2042-05-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2656                      | CUSIP: 3138EJ5S3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     90962 | PA      | $89976.91     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2683                      | CUSIP: 3138EJ6V5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      8316 | PA      | $8295.05      | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2696                      | CUSIP: 3138EJ7J1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     15009 | PA      | $15722.58     | 0.00%             | 2042-02-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL1846                      | CUSIP: 3138EJBQ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     14103 | PA      | $14646.76     | 0.00%             | 2037-10-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL1927                      | CUSIP: 3138EJD96<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      3570 | PA      | $3749.44      | 0.00%             | 2039-11-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL1948                      | CUSIP: 3138EJEW4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    460175 | PA      | $458502.01    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2086                      | CUSIP: 3138EJJ82<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2901 | PA      | $3037.56      | 0.00%             | 2042-05-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2187                      | CUSIP: 3138EJND6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     12943 | PA      | $13573.74     | 0.00%             | 2042-03-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2301                      | CUSIP: 3138EJRX8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    682278 | PA      | $661253.84    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2482                      | CUSIP: 3138EJXL7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     34465 | PA      | $35043.78     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL3471                      | CUSIP: 3138EK2D6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    237334 | PA      | $236173.96    | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL3484                      | CUSIP: 3138EK2S3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    726442 | PA      | $738825.32    | 0.00%             | 2042-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2714                      | CUSIP: 3138EKAQ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    192980 | PA      | $186466.25    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2760                      | CUSIP: 3138EKB61<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    103739 | PA      | $105500.34    | 0.00%             | 2042-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2824                      | CUSIP: 3138EKD69<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    195425 | PA      | $189063.17    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2806                      | CUSIP: 3138EKDL6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     11831 | PA      | $12355.19     | 0.00%             | 2039-08-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2816                      | CUSIP: 3138EKDW2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     18438 | PA      | $19331.66     | 0.00%             | 2042-10-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2833                      | CUSIP: 3138EKEF8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2173352 | PA      | $2161263.77   | 0.01%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2860                      | CUSIP: 3138EKFA8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    379744 | PA      | $357469.49    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2861                      | CUSIP: 3138EKFB6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    426768 | PA      | $413670.63    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2921                      | CUSIP: 3138EKG74<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1919942 | PA      | $1860122.85   | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL2949                      | CUSIP: 3138EKH32<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     23246 | PA      | $24411.75     | 0.00%             | 2042-08-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL3174                      | CUSIP: 3138EKQ40<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    176906 | PA      | $174859.09    | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL3195                      | CUSIP: 3138EKRR8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     18521 | PA      | $18300.04     | 0.00%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL3233                      | CUSIP: 3138EKSX4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     53764 | PA      | $55935.40     | 0.00%             | 2043-03-01      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL3280                      | CUSIP: 3138EKUE3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    137126 | PA      | $145622.57    | 0.00%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL3365                      | CUSIP: 3138EKW35<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    347342 | PA      | $368768.06    | 0.00%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL3429                      | CUSIP: 3138EKY33<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    288850 | PA      | $293784.04    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL4404                      | CUSIP: 3138EL3N1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     20118 | PA      | $20324.99     | 0.00%             | 2029-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL3734                      | CUSIP: 3138ELEG4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     10639 | PA      | $11138.64     | 0.00%             | 2043-06-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL3769                      | CUSIP: 3138ELFK4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     32172 | PA      | $32097.22     | 0.00%             | 2027-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL3906                      | CUSIP: 3138ELKU6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    220195 | PA      | $227968.57    | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL4180                      | CUSIP: 3138ELUE1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2293 | PA      | $2283.22      | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL4338                      | CUSIP: 3138ELZC0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    195943 | PA      | $194484.13    | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL5085                      | CUSIP: 3138EMUK5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    113378 | PA      | $115275.92    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL5157                      | CUSIP: 3138EMWT4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     43178 | PA      | $43034.73     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL5231                      | CUSIP: 3138EMY54<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1007150 | PA      | $1024196.38   | 0.01%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL5259                      | CUSIP: 3138EMZZ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    225832 | PA      | $224833.50    | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL6223                      | CUSIP: 3138EN4H9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    388037 | PA      | $394368.70    | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL6289                      | CUSIP: 3138EN7B9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     54969 | PA      | $57866.44     | 0.00%             | 2042-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL5400                      | CUSIP: 3138ENAA7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     12314 | PA      | $12524.28     | 0.00%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL5437                      | CUSIP: 3138ENBF5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    324837 | PA      | $336125.59    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL5559                      | CUSIP: 3138ENE96<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    308012 | PA      | $313201.35    | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL5878                      | CUSIP: 3138ENQ85<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    457863 | PA      | $455837.53    | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL6031                      | CUSIP: 3138ENVZ9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1199525 | PA      | $1193155.28   | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL6045                      | CUSIP: 3138ENWF2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    417971 | PA      | $415454.18    | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL7117                      | CUSIP: 3138EP4B7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    230310 | PA      | $228854.45    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL7118                      | CUSIP: 3138EP4C5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1018803 | PA      | $1011707.70   | 0.01%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL7147                      | CUSIP: 3138EP5H3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    525362 | PA      | $533823.59    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL6306                      | CUSIP: 3138EPAG9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    247518 | PA      | $251612.72    | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL6307                      | CUSIP: 3138EPAH7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    754338 | PA      | $766701.10    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL6613                      | CUSIP: 3138EPK37<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1898923 | PA      | $1874397.60   | 0.01%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL6615                      | CUSIP: 3138EPK52<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2725 | PA      | $2714.26      | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL6619                      | CUSIP: 3138EPK94<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1663604 | PA      | $1691003.98   | 0.01%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL6715                      | CUSIP: 3138EPN91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    131442 | PA      | $130315.12    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL6819                      | CUSIP: 3138EPSH8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     52808 | PA      | $53673.18     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL6867                      | CUSIP: 3138EPTZ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    197588 | PA      | $195053.28    | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL6889                      | CUSIP: 3138EPUP7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    721318 | PA      | $733237.62    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL6942                      | CUSIP: 3138EPWC4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      7430 | PA      | $7279.77      | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL6997                      | CUSIP: 3138EPX33<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1176796 | PA      | $1196835.19   | 0.01%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL7049                      | CUSIP: 3138EPZP2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    446341 | PA      | $453567.03    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL8077                      | CUSIP: 3138EQ6P2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    239756 | PA      | $238695.73    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL7207                      | CUSIP: 3138EQAH5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     11999 | PA      | $12196.43     | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL7281                      | CUSIP: 3138EQCT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    396970 | PA      | $391611.36    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL7306                      | CUSIP: 3138EQDL3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     25696 | PA      | $26133.14     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL7429                      | CUSIP: 3138EQHF2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     30776 | PA      | $30641.82     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL7467                      | CUSIP: 3138EQJM5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    487763 | PA      | $486079.54    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL7505                      | CUSIP: 3138EQKT8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    414631 | PA      | $411557.72    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL7521                      | CUSIP: 3138EQLB6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2297258 | PA      | $2357282.84   | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL7620                      | CUSIP: 3138EQPE6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    552598 | PA      | $513254.46    | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL7666                      | CUSIP: 3138EQQU9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     39904 | PA      | $39414.88     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL7767                      | CUSIP: 3138EQTZ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    560195 | PA      | $569758.18    | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL7909                      | CUSIP: 3138EQYF3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5643034 | PA      | $5438703.53   | 0.03%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9846                      | CUSIP: 3138ER5G1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    612627 | PA      | $622397.50    | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9867                      | CUSIP: 3138ER6D7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    502315 | PA      | $493759.66    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9125                      | CUSIP: 3138ERD72<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     45290 | PA      | $45021.44     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9107                      | CUSIP: 3138ERDM9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    115089 | PA      | $116952.80    | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9110                      | CUSIP: 3138ERDQ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    203409 | PA      | $205773.96    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9111                      | CUSIP: 3138ERDR8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     80748 | PA      | $82050.22     | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9128                      | CUSIP: 3138EREA4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     48905 | PA      | $49741.26     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9229                      | CUSIP: 3138ERHF0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    295518 | PA      | $294007.51    | 0.00%             | 2031-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9259                      | CUSIP: 3138ERJD3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     12217 | PA      | $12154.55     | 0.00%             | 2031-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9394                      | CUSIP: 3138ERNL0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6205901 | PA      | $5660220.00   | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9405                      | CUSIP: 3138ERNX4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    732701 | PA      | $710665.66    | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9407                      | CUSIP: 3138ERNZ9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     26353 | PA      | $26802.63     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9424                      | CUSIP: 3138ERPJ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1663780 | PA      | $1596436.65   | 0.01%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9469                      | CUSIP: 3138ERQX1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    254836 | PA      | $251244.16    | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9575                      | CUSIP: 3138ERT91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     99492 | PA      | $100710.60    | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9578                      | CUSIP: 3138ERUC2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     52717 | PA      | $52367.08     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9591                      | CUSIP: 3138ERUR9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    681459 | PA      | $670074.30    | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9667                      | CUSIP: 3138ERW55<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     20723 | PA      | $20455.80     | 0.00%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL9903                      | CUSIP: 3138ESAD0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4047875 | PA      | $4223273.36   | 0.02%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL8960                      | CUSIP: 3138ET5W2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    103053 | PA      | $104696.39    | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL8967                      | CUSIP: 3138ET6D3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    154690 | PA      | $153002.73    | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL8112                      | CUSIP: 3138ETAN6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2074091 | PA      | $1996584.24   | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL8206                      | CUSIP: 3138ETDL7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     19641 | PA      | $19975.47     | 0.00%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL8383                      | CUSIP: 3138ETJ56<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     41008 | PA      | $41707.04     | 0.00%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL8386                      | CUSIP: 3138ETJ80<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1656822 | PA      | $1647665.05   | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL8397                      | CUSIP: 3138ETKK1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    641829 | PA      | $619554.59    | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL8470                      | CUSIP: 3138ETMU7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2125401 | PA      | $2047526.49   | 0.01%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL8600                      | CUSIP: 3138ETRW8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     24701 | PA      | $24590.16     | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL8745                      | CUSIP: 3138ETWF9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    280047 | PA      | $284816.80    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL8772                      | CUSIP: 3138ETXA9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    160923 | PA      | $151031.93    | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL8805                      | CUSIP: 3138ETYB6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    424344 | PA      | $409015.09    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AL8857                      | CUSIP: 3138ETZX7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    740982 | PA      | $734056.71    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO0794                      | CUSIP: 3138LQ3C6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     11891 | PA      | $11786.15     | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO0487                      | CUSIP: 3138LQRH9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    822286 | PA      | $773712.37    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO0752                      | CUSIP: 3138LQZS6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    177837 | PA      | $167538.34    | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO2348                      | CUSIP: 3138LSTE0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    178268 | PA      | $177693.30    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO2985                      | CUSIP: 3138LTJ74<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    176418 | PA      | $175440.35    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO2959                      | CUSIP: 3138LTJD1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    189534 | PA      | $188460.04    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO2970                      | CUSIP: 3138LTJQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    609345 | PA      | $573827.30    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO2975                      | CUSIP: 3138LTJV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    323657 | PA      | $314090.08    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO2976                      | CUSIP: 3138LTJW9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    704225 | PA      | $682911.68    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO4387                      | CUSIP: 3138LU2V6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    133471 | PA      | $130041.42    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO4442                      | CUSIP: 3138LU5C5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     62030 | PA      | $64916.85     | 0.00%             | 2042-09-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO4479                      | CUSIP: 3138LU6R1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     61381 | PA      | $61043.65     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO3659                      | CUSIP: 3138LUB53<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    165773 | PA      | $160506.69    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO4095                      | CUSIP: 3138LURR8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1452208 | PA      | $1406927.23   | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO4133                      | CUSIP: 3138LUSX4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    296715 | PA      | $287872.59    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO4144                      | CUSIP: 3138LUTA3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    532633 | PA      | $529429.50    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO4151                      | CUSIP: 3138LUTH8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1216610 | PA      | $1178135.91   | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO5381                      | CUSIP: 3138LV6T5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    153515 | PA      | $152865.60    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO4708                      | CUSIP: 3138LVGS6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    113245 | PA      | $110045.37    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO4837                      | CUSIP: 3138LVLT8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    303480 | PA      | $294906.90    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO4857                      | CUSIP: 3138LVMF7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    338718 | PA      | $329064.42    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO5239                      | CUSIP: 3138LVZD8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    305235 | PA      | $304140.96    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO5709                      | CUSIP: 3138LWKX8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    170449 | PA      | $169934.20    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO5724                      | CUSIP: 3138LWLE9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     62299 | PA      | $62118.53     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO5830                      | CUSIP: 3138LWPQ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    163871 | PA      | $159757.57    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO7076                      | CUSIP: 3138LX2J7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     77891 | PA      | $75828.98     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO6382                      | CUSIP: 3138LXCU1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    407175 | PA      | $395510.28    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO8044                      | CUSIP: 3138LY5E3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    116520 | PA      | $113074.26    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO7314                      | CUSIP: 3138LYDU8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    202164 | PA      | $201249.16    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO7710                      | CUSIP: 3138LYR82<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    277262 | PA      | $276468.59    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO8392                      | CUSIP: 3138M0KE9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    206083 | PA      | $205021.67    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO9296                      | CUSIP: 3138M1KJ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    255565 | PA      | $248402.92    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AO9694                      | CUSIP: 3138M1XY9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    130311 | PA      | $129574.05    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AP0050                      | CUSIP: 3138M3BU7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     40129 | PA      | $38952.08     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AP0525                      | CUSIP: 3138M3SP0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    202462 | PA      | $195809.88    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AP0732                      | CUSIP: 3138M3Y65<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     85984 | PA      | $84192.67     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AP2132                      | CUSIP: 3138M5LN7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1444060 | PA      | $1399141.32   | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AP4559                      | CUSIP: 3138M8B51<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    200142 | PA      | $188131.57    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AP4742                      | CUSIP: 3138M8HU0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    240093 | PA      | $237677.90    | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AP4784                      | CUSIP: 3138M8J61<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    203132 | PA      | $191238.57    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AP4786                      | CUSIP: 3138M8J87<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    629117 | PA      | $591905.68    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AP7534                      | CUSIP: 3138MBLQ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     97220 | PA      | $96203.66     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AP7830                      | CUSIP: 3138MBVY9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     82906 | PA      | $82039.24     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AP9736                      | CUSIP: 3138MDZA3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    462505 | PA      | $447227.44    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AQ0534                      | CUSIP: 3138MFSY4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    238592 | PA      | $225139.25    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AQ0535                      | CUSIP: 3138MFSZ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    471787 | PA      | $444740.62    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AQ3381                      | CUSIP: 3138MJXK0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    511548 | PA      | $480437.86    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AQ5065                      | CUSIP: 3138MLTX2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     38359 | PA      | $35968.16     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AQ5105                      | CUSIP: 3138MLU77<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    108288 | PA      | $106690.96    | 0.00%             | 2027-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AQ5118                      | CUSIP: 3138MLVL5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     85575 | PA      | $84615.69     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AQ5185                      | CUSIP: 3138MLXP4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     22755 | PA      | $22491.25     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AQ7859                      | CUSIP: 3138MPWV3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     30928 | PA      | $30581.49     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AQ8647                      | CUSIP: 3138MQTD5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    181027 | PA      | $175167.21    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AQ8719                      | CUSIP: 3138MQVM2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    106061 | PA      | $104834.18    | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AQ9302                      | CUSIP: 3138MRKQ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    902865 | PA      | $872938.15    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AQ9324                      | CUSIP: 3138MRLE9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    865544 | PA      | $813161.22    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AQ9328                      | CUSIP: 3138MRLJ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    322507 | PA      | $312177.87    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AQ9330                      | CUSIP: 3138MRLL3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    974499 | PA      | $942050.44    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AQ9362                      | CUSIP: 3138MRML2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    247819 | PA      | $244865.50    | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MB0290                      | CUSIP: 3138MTKC0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4681689 | PA      | $4638098.88   | 0.03%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AR1196                      | CUSIP: 3138NXKJ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    572334 | PA      | $537472.84    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AR2462                      | CUSIP: 3138NYWY7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    401524 | PA      | $377390.68    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AR3175                      | CUSIP: 3138W0Q51<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      5933 | PA      | $5869.13      | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AR3915                      | CUSIP: 3138W1K55<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     99028 | PA      | $92959.89     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AR7400                      | CUSIP: 3138W5GJ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    170876 | PA      | $160155.95    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AR9198                      | CUSIP: 3138W7GG3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    134226 | PA      | $125972.55    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS0768                      | CUSIP: 3138W92A7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     59958 | PA      | $59699.54     | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS0797                      | CUSIP: 3138W93F5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     32794 | PA      | $32561.09     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS0016                      | CUSIP: 3138W9AS9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    239133 | PA      | $223842.30    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS0205                      | CUSIP: 3138W9GP9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    332615 | PA      | $311679.41    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS0232                      | CUSIP: 3138W9HJ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    175218 | PA      | $173892.94    | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS0303                      | CUSIP: 3138W9KR0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    996529 | PA      | $933161.46    | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS0331                      | CUSIP: 3138W9LM0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    128036 | PA      | $119939.95    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS0499                      | CUSIP: 3138W9RV4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    150861 | PA      | $149347.69    | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS0554                      | CUSIP: 3138W9TL4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    462318 | PA      | $470080.38    | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS0563                      | CUSIP: 3138W9TV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    165426 | PA      | $168132.50    | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS0752                      | CUSIP: 3138W9ZS2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    225332 | PA      | $220900.72    | 0.00%             | 2028-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS1746                      | CUSIP: 3138WA5G8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    196274 | PA      | $194097.54    | 0.00%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS0907                      | CUSIP: 3138WAAH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    100505 | PA      | $100071.27    | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS1042                      | CUSIP: 3138WAEQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    373676 | PA      | $370888.26    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS1089                      | CUSIP: 3138WAF77<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    250696 | PA      | $249326.34    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS1101                      | CUSIP: 3138WAGK7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    587455 | PA      | $583110.36    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS1359                      | CUSIP: 3138WAQM2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     43978 | PA      | $43787.20     | 0.00%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS1585                      | CUSIP: 3138WAXP7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     56604 | PA      | $57518.34     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS1586                      | CUSIP: 3138WAXQ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    403912 | PA      | $410504.89    | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS2728                      | CUSIP: 3138WCA60<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     85040 | PA      | $86398.83     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS2703                      | CUSIP: 3138WCAD5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    483500 | PA      | $479617.65    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS2955                      | CUSIP: 3138WCH97<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     25475 | PA      | $25259.97     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS3119                      | CUSIP: 3138WCPD9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     29619 | PA      | $29257.49     | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS3135                      | CUSIP: 3138WCPV9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    202470 | PA      | $195044.82    | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS3157                      | CUSIP: 3138WCQK2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     81065 | PA      | $80398.92     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS3377                      | CUSIP: 3138WCXF5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    116858 | PA      | $112625.62    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS3392                      | CUSIP: 3138WCXW8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    202009 | PA      | $200264.59    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS3451                      | CUSIP: 3138WCZR7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    168345 | PA      | $166942.43    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS4371                      | CUSIP: 3138WD2D2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    352758 | PA      | $339527.82    | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS4410                      | CUSIP: 3138WD3U3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    155484 | PA      | $149427.57    | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS3604                      | CUSIP: 3138WDAE1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     80703 | PA      | $79688.81     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS3611                      | CUSIP: 3138WDAM3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    315701 | PA      | $304633.17    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS3651                      | CUSIP: 3138WDBV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    234299 | PA      | $238066.84    | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS3655                      | CUSIP: 3138WDBZ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    217447 | PA      | $220898.82    | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS3706                      | CUSIP: 3138WDDL2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    212830 | PA      | $205266.77    | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS3860                      | CUSIP: 3138WDJE2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    169114 | PA      | $162645.01    | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS3867                      | CUSIP: 3138WDJM4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    762870 | PA      | $756321.17    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS3907                      | CUSIP: 3138WDKV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1429375 | PA      | $1416812.33   | 0.01%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS3934                      | CUSIP: 3138WDLQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    150891 | PA      | $148966.64    | 0.00%             | 2029-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS3935                      | CUSIP: 3138WDLR0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1009521 | PA      | $973567.78    | 0.01%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS3965                      | CUSIP: 3138WDMP3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    748022 | PA      | $741546.53    | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS4168                      | CUSIP: 3138WDT27<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    966842 | PA      | $957969.15    | 0.01%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS4173                      | CUSIP: 3138WDT76<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     63703 | PA      | $63158.70     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS4236                      | CUSIP: 3138WDV65<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    371967 | PA      | $357711.18    | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS5365                      | CUSIP: 3138WE6B0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    578768 | PA      | $556751.84    | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS4550                      | CUSIP: 3138WEBU2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    542778 | PA      | $522880.02    | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS4688                      | CUSIP: 3138WEF61<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      7419 | PA      | $7264.64      | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS4921                      | CUSIP: 3138WEPF0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     12925 | PA      | $12442.77     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS4999                      | CUSIP: 3138WERV3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     64797 | PA      | $62206.24     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS5072                      | CUSIP: 3138WET66<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    943612 | PA      | $876866.52    | 0.01%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6181                      | CUSIP: 3138WF2P0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    335839 | PA      | $311273.96    | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6190                      | CUSIP: 3138WF2Y1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    926660 | PA      | $889360.27    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6202                      | CUSIP: 3138WF3L8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    420947 | PA      | $403491.13    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS5475                      | CUSIP: 3138WFCM6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    156719 | PA      | $155182.75    | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS5595                      | CUSIP: 3138WFGD2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    153419 | PA      | $147331.45    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS5645                      | CUSIP: 3138WFHX7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    392986 | PA      | $377243.54    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS5666                      | CUSIP: 3138WFJL1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    165289 | PA      | $163637.09    | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS5696                      | CUSIP: 3138WFKJ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2888626 | PA      | $2772302.43   | 0.02%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS5697                      | CUSIP: 3138WFKK1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    806495 | PA      | $774014.32    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS5722                      | CUSIP: 3138WFLC8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3051865 | PA      | $2929101.06   | 0.02%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS5816                      | CUSIP: 3138WFPA8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    188659 | PA      | $180973.13    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS5837                      | CUSIP: 3138WFPX8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     70859 | PA      | $70180.95     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS5892                      | CUSIP: 3138WFRN8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    773335 | PA      | $742037.45    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS5938                      | CUSIP: 3138WFS49<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1012586 | PA      | $971486.06    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS5925                      | CUSIP: 3138WFSP2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    166734 | PA      | $162961.37    | 0.00%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS5927                      | CUSIP: 3138WFSR8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    625833 | PA      | $616823.63    | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6014                      | CUSIP: 3138WFVG8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    194417 | PA      | $192477.13    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6065                      | CUSIP: 3138WFW36<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    153331 | PA      | $146982.63    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6093                      | CUSIP: 3138WFXX9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     81087 | PA      | $79930.53     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6111                      | CUSIP: 3138WFYH3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    568980 | PA      | $562830.51    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6137                      | CUSIP: 3138WFZB5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    567706 | PA      | $544628.09    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS7162                      | CUSIP: 3138WG5Y6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    993305 | PA      | $957135.26    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6328                      | CUSIP: 3138WGA61<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4301243 | PA      | $4125440.39   | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6311                      | CUSIP: 3138WGAM6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    405179 | PA      | $388667.57    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6323                      | CUSIP: 3138WGAZ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     48088 | PA      | $46985.79     | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6389                      | CUSIP: 3138WGC36<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1190246 | PA      | $1103970.24   | 0.01%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6397                      | CUSIP: 3138WGDB7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     98403 | PA      | $94404.19     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6405                      | CUSIP: 3138WGDK7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     70606 | PA      | $69856.72     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6473                      | CUSIP: 3138WGFP4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    183044 | PA      | $169637.06    | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6515                      | CUSIP: 3138WGGZ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    308201 | PA      | $305103.29    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6527                      | CUSIP: 3138WGHD9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    314115 | PA      | $310854.14    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6528                      | CUSIP: 3138WGHE7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    373759 | PA      | $369845.79    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6621                      | CUSIP: 3138WGLB8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    797849 | PA      | $764653.12    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6746                      | CUSIP: 3138WGP81<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    279581 | PA      | $275409.31    | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6730                      | CUSIP: 3138WGPQ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    228894 | PA      | $218914.25    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6763                      | CUSIP: 3138WGQR8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    344151 | PA      | $329145.48    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6791                      | CUSIP: 3138WGRM8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1169505 | PA      | $1160401.37   | 0.01%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS6925                      | CUSIP: 3138WGVT8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    147281 | PA      | $145026.33    | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS7016                      | CUSIP: 3138WGYN8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    409548 | PA      | $391690.92    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS7039                      | CUSIP: 3138WGZD9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    582775 | PA      | $587911.87    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS8074                      | CUSIP: 3138WH6L1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    121563 | PA      | $112583.31    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS8095                      | CUSIP: 3138WH7H9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3656895 | PA      | $3521449.19   | 0.02%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS7244                      | CUSIP: 3138WHBN1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    170449 | PA      | $163016.83    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS7245                      | CUSIP: 3138WHBP6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    309345 | PA      | $295857.64    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS7247                      | CUSIP: 3138WHBR2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    241797 | PA      | $239007.71    | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS7248                      | CUSIP: 3138WHBS0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    638844 | PA      | $631476.11    | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS7269                      | CUSIP: 3138WHCF7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    105359 | PA      | $102744.82    | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS7343                      | CUSIP: 3138WHER9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    355807 | PA      | $329524.66    | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS7386                      | CUSIP: 3138WHF49<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    941942 | PA      | $900872.95    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS7545                      | CUSIP: 3138WHL34<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    187988 | PA      | $179792.01    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS7543                      | CUSIP: 3138WHLZ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1567204 | PA      | $1510137.22   | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS7582                      | CUSIP: 3138WHM82<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2547902 | PA      | $2359696.53   | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS7601                      | CUSIP: 3138WHNT5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2865454 | PA      | $2830612.80   | 0.02%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS7741                      | CUSIP: 3138WHS78<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3232828 | PA      | $3113088.80   | 0.02%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS7801                      | CUSIP: 3138WHU34<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    134287 | PA      | $128389.65    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS7803                      | CUSIP: 3138WHU59<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    187125 | PA      | $184850.07    | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS7890                      | CUSIP: 3138WHXU1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    299838 | PA      | $277690.17    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS8920                      | CUSIP: 3138WJ4E5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2619518 | PA      | $2523313.78   | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS8966                      | CUSIP: 3138WJ6C7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    481700 | PA      | $475090.57    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS8982                      | CUSIP: 3138WJ6U7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    263641 | PA      | $265140.49    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS8115                      | CUSIP: 3138WJAR9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    250880 | PA      | $231642.88    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS8247                      | CUSIP: 3138WJEV6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    941692 | PA      | $915657.85    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS8270                      | CUSIP: 3138WJFL7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    552597 | PA      | $491478.42    | 0.00%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS8318                      | CUSIP: 3138WJG44<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    624060 | PA      | $576207.44    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS8311                      | CUSIP: 3138WJGV4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    271792 | PA      | $251715.27    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS8362                      | CUSIP: 3138WJJG4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2411909 | PA      | $2322576.00   | 0.01%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS8375                      | CUSIP: 3138WJJV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    207414 | PA      | $205215.86    | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS8405                      | CUSIP: 3138WJKT4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    487465 | PA      | $468991.56    | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS8499                      | CUSIP: 3138WJNR5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    146582 | PA      | $145257.47    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS8583                      | CUSIP: 3138WJRD2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    877549 | PA      | $839012.60    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS8661                      | CUSIP: 3138WJTT5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    279451 | PA      | $275616.93    | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS8678                      | CUSIP: 3138WJUC0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     44520 | PA      | $43259.44     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS8784                      | CUSIP: 3138WJXN3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3177480 | PA      | $2941776.74   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS9786                      | CUSIP: 3138WK2U8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    108196 | PA      | $106813.31    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS9394                      | CUSIP: 3138WKNL5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    525791 | PA      | $528782.55    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS9453                      | CUSIP: 3138WKQF5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    197032 | PA      | $194205.24    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS9487                      | CUSIP: 3138WKRH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    352637 | PA      | $345153.41    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS9585                      | CUSIP: 3138WKUK9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    154104 | PA      | $152278.28    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS9615                      | CUSIP: 3138WKVH5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    521971 | PA      | $524940.69    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS9668                      | CUSIP: 3138WKW68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    563760 | PA      | $554615.01    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS9760                      | CUSIP: 3138WKZ24<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2145994 | PA      | $2155520.45   | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS9736                      | CUSIP: 3138WKZA6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    552510 | PA      | $559106.86    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS9990                      | CUSIP: 3138WLC43<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    492686 | PA      | $494873.54    | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS9980                      | CUSIP: 3138WLCS0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     41454 | PA      | $41212.36     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AS9986                      | CUSIP: 3138WLCY7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     38848 | PA      | $39081.11     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AT1896                      | CUSIP: 3138WPDA9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      6808 | PA      | $7013.43      | 0.00%             | 2041-12-01      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AT2015                      | CUSIP: 3138WPGZ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    164856 | PA      | $154592.62    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AT2062                      | CUSIP: 3138WPJG0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    550427 | PA      | $543495.68    | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AT2725                      | CUSIP: 3138WQA36<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    657094 | PA      | $616411.78    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AT2713                      | CUSIP: 3138WQAP7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     63962 | PA      | $66543.50     | 0.00%             | 2043-07-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AT2721                      | CUSIP: 3138WQAX0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    975552 | PA      | $915806.42    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AT2722                      | CUSIP: 3138WQAY8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2799820 | PA      | $2625545.18   | 0.02%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AT4138                      | CUSIP: 3138WRS43<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    911733 | PA      | $883630.75    | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AT5990                      | CUSIP: 3138WTUQ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    118758 | PA      | $111293.45    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AT5991                      | CUSIP: 3138WTUR5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     52807 | PA      | $49387.45     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AT5992                      | CUSIP: 3138WTUS3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    161324 | PA      | $151319.86    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AT9140                      | CUSIP: 3138WXEN3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1778656 | PA      | $1724884.11   | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU0949                      | CUSIP: 3138X0BT4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    164449 | PA      | $159732.24    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU1628                      | CUSIP: 3138X0Y28<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1375097 | PA      | $1289844.20   | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU1629                      | CUSIP: 3138X0Y36<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3861219 | PA      | $3619348.83   | 0.02%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU1632                      | CUSIP: 3138X0Y69<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    463130 | PA      | $434268.39    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU1661                      | CUSIP: 3138X0Z35<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    156181 | PA      | $154046.46    | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU1659                      | CUSIP: 3138X0ZZ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    268931 | PA      | $265255.27    | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU3735                      | CUSIP: 3138X3EH1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2559035 | PA      | $2397828.05   | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU3742                      | CUSIP: 3138X3EQ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1495768 | PA      | $1446303.12   | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU3781                      | CUSIP: 3138X3FX5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    124462 | PA      | $122713.42    | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU3794                      | CUSIP: 3138X3GC0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    126623 | PA      | $124204.09    | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU4279                      | CUSIP: 3138X3XH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    380376 | PA      | $356283.74    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU4288                      | CUSIP: 3138X3XS6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    882554 | PA      | $877730.82    | 0.01%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU4290                      | CUSIP: 3138X3XU1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    406959 | PA      | $404231.53    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU4291                      | CUSIP: 3138X3XV9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    202468 | PA      | $200988.18    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU4292                      | CUSIP: 3138X3XW7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    172385 | PA      | $171140.45    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU4293                      | CUSIP: 3138X3XX5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1326710 | PA      | $1317417.62   | 0.01%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU6739                      | CUSIP: 3138X6PZ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    204024 | PA      | $197004.19    | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU6961                      | CUSIP: 3138X6WX9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    280013 | PA      | $277204.04    | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AU7032                      | CUSIP: 3138X6Y66<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1141125 | PA      | $1134910.04   | 0.01%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AV0634                      | CUSIP: 3138XBV43<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    110273 | PA      | $109142.48    | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AV0691                      | CUSIP: 3138XBXV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    344317 | PA      | $342345.51    | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AV0695                      | CUSIP: 3138XBXZ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    153620 | PA      | $156172.97    | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AV2326                      | CUSIP: 3138XDSQ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    186794 | PA      | $185978.25    | 0.00%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AV2348                      | CUSIP: 3138XDTE0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    112200 | PA      | $111329.96    | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AV2925                      | CUSIP: 3138XEHB7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     18037 | PA      | $17959.57     | 0.00%             | 2029-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AV3616                      | CUSIP: 3138XFAS4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    119364 | PA      | $118114.12    | 0.00%             | 2028-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AV5979                      | CUSIP: 3138XHUD1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    699774 | PA      | $695139.25    | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AV7087                      | CUSIP: 3138XJ2V8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     94868 | PA      | $94177.70     | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AV7157                      | CUSIP: 3138XJ5T0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    111570 | PA      | $110652.66    | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AW1004                      | CUSIP: 3138XQDJ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    266020 | PA      | $256389.28    | 0.00%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AW1007                      | CUSIP: 3138XQDM0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    769501 | PA      | $765007.87    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AW5055                      | CUSIP: 3138XUTM4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    276335 | PA      | $266439.61    | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AW5056                      | CUSIP: 3138XUTN2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     98923 | PA      | $95301.52     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AW5063                      | CUSIP: 3138XUTV4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    237306 | PA      | $235355.13    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AW7396                      | CUSIP: 3138XXGE0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     11401 | PA      | $11358.64     | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AW8597                      | CUSIP: 3138XYRT3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    420428 | PA      | $415378.32    | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AX0833                      | CUSIP: 3138Y14T9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    408297 | PA      | $393390.98    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AX1644                      | CUSIP: 3138Y2ZJ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    134473 | PA      | $129354.71    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AX2530                      | CUSIP: 3138Y3Y47<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    149433 | PA      | $148091.35    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AX2566                      | CUSIP: 3138Y3Z87<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    416206 | PA      | $401460.30    | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AX5316                      | CUSIP: 3138Y64A9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    322314 | PA      | $327823.67    | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AX4902                      | CUSIP: 3138Y6NU4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    397229 | PA      | $382753.00    | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AX7566                      | CUSIP: 3138Y9MQ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    421869 | PA      | $406061.35    | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AY1394                      | CUSIP: 3138YERQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1303115 | PA      | $1212008.18   | 0.01%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AY3376                      | CUSIP: 3138YGXE7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    422542 | PA      | $405695.43    | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AY3407                      | CUSIP: 3138YGYD8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      7782 | PA      | $7624.68      | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AY4200                      | CUSIP: 3138YHU24<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    535899 | PA      | $498068.19    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AY8520                      | CUSIP: 3138YNPE1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     97887 | PA      | $90971.77     | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AY8862                      | CUSIP: 3138YNZ42<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     61611 | PA      | $60961.47     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AZ0881                      | CUSIP: 3138YR6T0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    277259 | PA      | $271319.22    | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AZ1502                      | CUSIP: 3138YSU46<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1867 | PA      | $1840.58      | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AZ2953                      | CUSIP: 3138YUH79<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    264075 | PA      | $260395.81    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AZ2940                      | CUSIP: 3138YUHS3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    716118 | PA      | $687795.77    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AZ4794                      | CUSIP: 3138YWKG1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    385658 | PA      | $380222.19    | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AZ5688                      | CUSIP: 3138YXKA2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    187900 | PA      | $185341.85    | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 695208                      | CUSIP: 31400RKV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     15855 | PA      | $16461.15     | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 699759                      | CUSIP: 31400WMG2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       977 | PA      | $1008.23      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 725423                      | CUSIP: 31402C4G4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    441069 | PA      | $458444.76    | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 725424                      | CUSIP: 31402C4H2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    486378 | PA      | $505347.46    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 725425                      | CUSIP: 31402C4J8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    300358 | PA      | $312301.06    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 725027                      | CUSIP: 31402CPL0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1574362 | PA      | $1614211.90   | 0.01%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 725205                      | CUSIP: 31402CU67<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    142648 | PA      | $146337.72    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 725238                      | CUSIP: 31402CV74<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    128335 | PA      | $131620.79    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 725220                      | CUSIP: 31402CVM1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    293007 | PA      | $300587.69    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 725221                      | CUSIP: 31402CVN9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    499658 | PA      | $519147.62    | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 725222                      | CUSIP: 31402CVP4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     92731 | PA      | $96347.97     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 725232                      | CUSIP: 31402CVZ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    275963 | PA      | $283028.65    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 725594                      | CUSIP: 31402DC73<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     23997 | PA      | $24992.57     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 725773                      | CUSIP: 31402DJS0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     14688 | PA      | $15302.32     | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 725946                      | CUSIP: 31402DP79<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    216099 | PA      | $225140.59    | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 735013                      | CUSIP: 31402QSA0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      7353 | PA      | $7545.14      | 0.00%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 735036                      | CUSIP: 31402QSZ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    120462 | PA      | $125612.61    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 735230                      | CUSIP: 31402QY39<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    143002 | PA      | $149117.54    | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 735496                      | CUSIP: 31402RC98<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      4031 | PA      | $4294.43      | 0.00%             | 2035-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 735484                      | CUSIP: 31402RCV9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    216053 | PA      | $222298.05    | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 735500                      | CUSIP: 31402RDD8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    142417 | PA      | $148584.32    | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 735670                      | CUSIP: 31402RJP5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    166048 | PA      | $172200.15    | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 735925                      | CUSIP: 31402RSN0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    132996 | PA      | $136981.71    | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 735989                      | CUSIP: 31402RUN7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    158582 | PA      | $164521.38    | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 745275                      | CUSIP: 31403C6L0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    716520 | PA      | $738347.45    | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 745283                      | CUSIP: 31403C6U0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     12007 | PA      | $12549.75     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 745336                      | CUSIP: 31403DBD0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    161591 | PA      | $166433.98    | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 745353                      | CUSIP: 31403DBW8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    147009 | PA      | $153696.08    | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 745355                      | CUSIP: 31403DBY4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    357222 | PA      | $367988.77    | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 745412                      | CUSIP: 31403DDR7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    292566 | PA      | $305162.12    | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 745418                      | CUSIP: 31403DDX4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    964722 | PA      | $1009129.41   | 0.01%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 745515                      | CUSIP: 31403DGY9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     44604 | PA      | $45962.79     | 0.00%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 745516                      | CUSIP: 31403DGZ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     49925 | PA      | $52236.20     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 745840                      | CUSIP: 31403DS59<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    153937 | PA      | $162854.54    | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 745950                      | CUSIP: 31403DWK1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     92926 | PA      | $98312.92     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 831105                      | CUSIP: 31407HKS4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      7565 | PA      | $7908.98      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 848983                      | CUSIP: 31408EFY3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      5202 | PA      | $5447.04      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN DA0912                      | CUSIP: 3140A1AN7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1508937 | PA      | $1575258.44   | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN DA1520                      | CUSIP: 3140A1VN4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2424743 | PA      | $2498444.97   | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN DA4283                      | CUSIP: 3140A4XM8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1221112 | PA      | $1245365.12   | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN DB1087                      | CUSIP: 3140AAF51<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1144923 | PA      | $1176038.99   | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN DB2498                      | CUSIP: 3140ABX42<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1388337 | PA      | $1376278.67   | 0.01%             | 2054-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN DB5236                      | CUSIP: 3140AEZA0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    399311 | PA      | $413719.70    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN DB5477                      | CUSIP: 3140AFCP9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2110134 | PA      | $2152802.26   | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN DC3457                      | CUSIP: 3140AQZX3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1561287 | PA      | $1602571.51   | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN DD0607                      | CUSIP: 3140B0U97<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1613068 | PA      | $1599610.11   | 0.01%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN DE3880                      | CUSIP: 3140BGJ20<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    897785 | PA      | $901809.14    | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN DF3650                      | CUSIP: 3140BUBU5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    977652 | PA      | $984311.15    | 0.01%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN DF3763                      | CUSIP: 3140BUFD9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7838413 | PA      | $7930011.41   | 0.05%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN DF5009                      | CUSIP: 3140BVR77<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     68874 | PA      | $69232.99     | 0.00%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AZ9182                      | CUSIP: 3140E2FY2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    639014 | PA      | $629903.99    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AZ9232                      | CUSIP: 3140E2HJ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    266600 | PA      | $262799.99    | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BA2882                      | CUSIP: 3140E7FY1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    227108 | PA      | $223870.52    | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BA4803                      | CUSIP: 3140E9KR6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    242176 | PA      | $238561.90    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BC0885                      | CUSIP: 3140EU6X2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1585482 | PA      | $1468367.52   | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BC0103                      | CUSIP: 3140EUDH9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5150817 | PA      | $4962665.20   | 0.03%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BC0187                      | CUSIP: 3140EUF53<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    139590 | PA      | $136341.22    | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BC0304                      | CUSIP: 3140EUKS7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    198113 | PA      | $189474.74    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BC1158                      | CUSIP: 3140EVJC2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1358730 | PA      | $1302817.38   | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BC1171                      | CUSIP: 3140EVJR9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    125301 | PA      | $119837.59    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BC1442                      | CUSIP: 3140EVS81<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    796823 | PA      | $762080.87    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BC4777                      | CUSIP: 3140F0JX3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1485746 | PA      | $1445668.92   | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BC6037                      | CUSIP: 3140F1V74<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    117864 | PA      | $112725.29    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BC6009                      | CUSIP: 3140F1VB5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     19065 | PA      | $18234.05     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BC9083                      | CUSIP: 3140F5CV3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3376722 | PA      | $3126238.64   | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BC9096                      | CUSIP: 3140F5DA8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2945459 | PA      | $2816113.52   | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BD3975                      | CUSIP: 3140FBMZ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    745030 | PA      | $716969.96    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BD7160                      | CUSIP: 3140FE5W0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1048362 | PA      | $1035614.61   | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BD8249                      | CUSIP: 3140FGEX3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    279609 | PA      | $259828.54    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BE3695                      | CUSIP: 3140FPC98<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    553938 | PA      | $529093.29    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BE3767                      | CUSIP: 3140FPFH7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    473548 | PA      | $452308.54    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BE3774                      | CUSIP: 3140FPFQ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    348025 | PA      | $342379.11    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BE5069                      | CUSIP: 3140FQT31<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    355281 | PA      | $329946.57    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BH2594                      | CUSIP: 3140GQ3C8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    874034 | PA      | $834832.36    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BH2671                      | CUSIP: 3140GQ6H4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    650129 | PA      | $621173.00    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BH5768                      | CUSIP: 3140GUMS3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     58408 | PA      | $58576.29     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BH9277                      | CUSIP: 3140GYJX8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1183819 | PA      | $1130353.58   | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BH9279                      | CUSIP: 3140GYJZ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    318666 | PA      | $320678.13    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BH9288                      | CUSIP: 3140GYKA6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1025702 | PA      | $1012269.19   | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BH9392                      | CUSIP: 3140GYNJ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1649914 | PA      | $1575398.64   | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BJ0813                      | CUSIP: 3140H13X6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    103714 | PA      | $95826.08     | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BJ0629                      | CUSIP: 3140H1VX5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1023522 | PA      | $1010117.96   | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BJ2969                      | CUSIP: 3140H4JP0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     79003 | PA      | $72994.67     | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BJ3905                      | CUSIP: 3140H5KT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    356807 | PA      | $340692.76    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BK0909                      | CUSIP: 3140HEAK8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    271046 | PA      | $266310.81    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BK5282                      | CUSIP: 3140HJ2Q3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     83214 | PA      | $81760.52     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BK5328                      | CUSIP: 3140HJ4N8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    259920 | PA      | $255378.79    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BK4740                      | CUSIP: 3140HJHS3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    381509 | PA      | $374843.64    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BK8288                      | CUSIP: 3140HNF64<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    612796 | PA      | $561892.69    | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM1756                      | CUSIP: 3140J55S4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     25827 | PA      | $26246.91     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM1785                      | CUSIP: 3140J56X2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1186658 | PA      | $1177318.17   | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM1042                      | CUSIP: 3140J5EQ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1139689 | PA      | $1126900.44   | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM1043                      | CUSIP: 3140J5ER6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    155687 | PA      | $157691.45    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM1248                      | CUSIP: 3140J5L64<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    198582 | PA      | $201849.78    | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM1228                      | CUSIP: 3140J5LJ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     19719 | PA      | $19410.30     | 0.00%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM1231                      | CUSIP: 3140J5LM9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    610844 | PA      | $608106.09    | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM1257                      | CUSIP: 3140J5MF3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    722444 | PA      | $682509.50    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM1357                      | CUSIP: 3140J5QK8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     45345 | PA      | $46119.43     | 0.00%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM1890                      | CUSIP: 3140J6C47<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1179273 | PA      | $1151832.92   | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM1880                      | CUSIP: 3140J6CS4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     65356 | PA      | $64945.56     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM1908                      | CUSIP: 3140J6DN4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    432488 | PA      | $430118.02    | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM1947                      | CUSIP: 3140J6EV5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1116270 | PA      | $1181303.96   | 0.01%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM2003                      | CUSIP: 3140J6GM3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2423348 | PA      | $2387067.08   | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM2005                      | CUSIP: 3140J6GP6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1430263 | PA      | $1407061.93   | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM2007                      | CUSIP: 3140J6GR2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    736278 | PA      | $723414.55    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM3537                      | CUSIP: 3140J74X0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    104084 | PA      | $103068.08    | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM3567                      | CUSIP: 3140J76D2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    369352 | PA      | $364976.36    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM3280                      | CUSIP: 3140J7UE3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    618626 | PA      | $622338.74    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM3285                      | CUSIP: 3140J7UK9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1394675 | PA      | $1380665.59   | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM3286                      | CUSIP: 3140J7UL7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    505575 | PA      | $507028.97    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM3364                      | CUSIP: 3140J7W27<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    250168 | PA      | $244655.25    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM3385                      | CUSIP: 3140J7XP5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1723264 | PA      | $1707402.47   | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM4413                      | CUSIP: 3140J83X9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1945005 | PA      | $1944962.78   | 0.01%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM4416                      | CUSIP: 3140J84A8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     58509 | PA      | $60230.89     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM3611                      | CUSIP: 3140J8AM5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    267621 | PA      | $265875.52    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM3676                      | CUSIP: 3140J8CN1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    792516 | PA      | $789067.79    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM3678                      | CUSIP: 3140J8CQ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    248962 | PA      | $247605.27    | 0.00%             | 2033-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM3743                      | CUSIP: 3140J8ER0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    589115 | PA      | $584161.05    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM3793                      | CUSIP: 3140J8GB3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    147662 | PA      | $144365.86    | 0.00%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM3926                      | CUSIP: 3140J8LG6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    258061 | PA      | $256164.35    | 0.00%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM4032                      | CUSIP: 3140J8PS6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    544333 | PA      | $522300.77    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM4054                      | CUSIP: 3140J8QG1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    479232 | PA      | $472805.74    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM4197                      | CUSIP: 3140J8UX9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    277205 | PA      | $257512.00    | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM4340                      | CUSIP: 3140J8ZE6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    323193 | PA      | $299319.64    | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5304                      | CUSIP: 3140J93N9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    115028 | PA      | $113247.67    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM4681                      | CUSIP: 3140J9FX4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    379028 | PA      | $396564.55    | 0.00%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM4703                      | CUSIP: 3140J9GM7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    804328 | PA      | $768001.45    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM4855                      | CUSIP: 3140J9MD0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     76302 | PA      | $75302.97     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM4856                      | CUSIP: 3140J9ME8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    392842 | PA      | $388924.63    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5024                      | CUSIP: 3140J9SN2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    159889 | PA      | $147728.77    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5090                      | CUSIP: 3140J9UQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      3817 | PA      | $3880.75      | 0.00%             | 2031-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5098                      | CUSIP: 3140J9UY5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    847579 | PA      | $870806.31    | 0.01%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5099                      | CUSIP: 3140J9UZ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    306398 | PA      | $290836.79    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5108                      | CUSIP: 3140J9VA6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    138365 | PA      | $135735.39    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5109                      | CUSIP: 3140J9VB4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1886974 | PA      | $1855456.32   | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5111                      | CUSIP: 3140J9VD0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1800991 | PA      | $1767025.81   | 0.01%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5115                      | CUSIP: 3140J9VH1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    193314 | PA      | $194172.32    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5197                      | CUSIP: 3140J9X30<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1055209 | PA      | $1071994.00   | 0.01%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5412                      | CUSIP: 3140JAAN8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    156115 | PA      | $157296.18    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5436                      | CUSIP: 3140JABE7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2254792 | PA      | $2234572.65   | 0.01%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5483                      | CUSIP: 3140JACV8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1307097 | PA      | $1248472.80   | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5520                      | CUSIP: 3140JAD21<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3167943 | PA      | $3041093.13   | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5507                      | CUSIP: 3140JADM7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2737362 | PA      | $2535161.15   | 0.01%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5550                      | CUSIP: 3140JAEY0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    170113 | PA      | $170953.53    | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5785                      | CUSIP: 3140JANB0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1120675 | PA      | $1075851.68   | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5914                      | CUSIP: 3140JASC3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8284385 | PA      | $7863634.40   | 0.05%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BM5977                      | CUSIP: 3140JAUB2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    323156 | PA      | $299385.75    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BN4443                      | CUSIP: 3140JL5D2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     94186 | PA      | $94251.31     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BN4365                      | CUSIP: 3140JLZ72<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    170309 | PA      | $174731.03    | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BN5342                      | CUSIP: 3140JM5C2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2862106 | PA      | $2810312.53   | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BO3192                      | CUSIP: 3140JXRN0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    521662 | PA      | $478074.99    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BO3283                      | CUSIP: 3140JXUH9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     10803 | PA      | $10549.89     | 0.00%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BO6225                      | CUSIP: 3140K14K9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3015435 | PA      | $2755943.37   | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BO8431                      | CUSIP: 3140K4LM0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    554796 | PA      | $532220.81    | 0.00%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BO9121                      | CUSIP: 3140K5D38<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    558954 | PA      | $514696.68    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BP3421                      | CUSIP: 3140KAYT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7637710 | PA      | $6386687.09   | 0.04%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BP6630                      | CUSIP: 3140KELL0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2166653 | PA      | $1831400.03   | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BP6631                      | CUSIP: 3140KELM8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3396077 | PA      | $2859979.02   | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BP6680                      | CUSIP: 3140KEM62<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3294108 | PA      | $2774106.77   | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BQ3023                      | CUSIP: 3140KNLD8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    367481 | PA      | $309356.57    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BQ9190                      | CUSIP: 3140KVF88<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3881834 | PA      | $3279972.85   | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BQ9191                      | CUSIP: 3140KVF96<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1142183 | PA      | $961880.48    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BQ9175                      | CUSIP: 3140KVFR6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1504940 | PA      | $1266902.66   | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BR0454                      | CUSIP: 3140KXQG4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    635565 | PA      | $560901.09    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BR2619                      | CUSIP: 3140L04D6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2882947 | PA      | $2426949.68   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BR2695                      | CUSIP: 3140L07H4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2445736 | PA      | $2058892.60   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BR3290                      | CUSIP: 3140L1UQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    645940 | PA      | $535697.29    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BR4382                      | CUSIP: 3140L22Q5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3538957 | PA      | $3308321.69   | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BR4722                      | CUSIP: 3140L3G88<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1552051 | PA      | $1306562.23   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BR5589                      | CUSIP: 3140L4F79<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    201202 | PA      | $166863.13    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BR5609                      | CUSIP: 3140L4GT0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    764444 | PA      | $643292.77    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BR8881                      | CUSIP: 3140L72P6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1012659 | PA      | $846790.02    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BT9377                      | CUSIP: 3140LYM34<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4737414 | PA      | $3974771.16   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BU1104                      | CUSIP: 3140M2GN6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3758657 | PA      | $3172370.76   | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BU4047                      | CUSIP: 3140M5P90<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10088084 | PA      | $10310514.78  | 0.06%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BU5917                      | CUSIP: 3140M7SF9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8576742 | PA      | $7563812.13   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BV2634                      | CUSIP: 3140MF4U4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     77808 | PA      | $75743.92     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BV2051                      | CUSIP: 3140MFH55<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    155306 | PA      | $147029.74    | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BV2937                      | CUSIP: 3140MGHP9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9329761 | PA      | $7775347.93   | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BV5404                      | CUSIP: 3140MKAE2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2212828 | PA      | $2174443.03   | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BV8024                      | CUSIP: 3140MM4J4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    961810 | PA      | $936289.82    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BV7937                      | CUSIP: 3140MMZB7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    156853 | PA      | $152690.94    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BV8771                      | CUSIP: 3140MNW93<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    465914 | PA      | $451491.94    | 0.00%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BV9931                      | CUSIP: 3140MQA90<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    177147 | PA      | $172679.44    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BW0036                      | CUSIP: 3140MRBE6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1032393 | PA      | $1028619.81   | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BW1845                      | CUSIP: 3140MTBP7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    813518 | PA      | $819960.87    | 0.00%             | 2038-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BW2025                      | CUSIP: 3140MTHB2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    572979 | PA      | $548354.29    | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BW5583                      | CUSIP: 3140MXFZ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    465048 | PA      | $459829.40    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BX5440                      | CUSIP: 3140NABJ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1072770 | PA      | $1097429.46   | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BX5965                      | CUSIP: 3140NATX1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    756867 | PA      | $791327.34    | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BX6736                      | CUSIP: 3140NBPW5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2872316 | PA      | $2963122.83   | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BX7627                      | CUSIP: 3140NCPM5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    973739 | PA      | $980842.10    | 0.01%             | 2038-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BY4493                      | CUSIP: 3140NL7F0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4077845 | PA      | $4162659.28   | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BY7263                      | CUSIP: 3140NQB98<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4839799 | PA      | $4988269.50   | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN BY7916                      | CUSIP: 3140NQYN2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    131103 | PA      | $134653.98    | 0.00%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA0855                      | CUSIP: 3140Q75R4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2106987 | PA      | $2013803.87   | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA0859                      | CUSIP: 3140Q75V5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    448827 | PA      | $428556.73    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA0862                      | CUSIP: 3140Q75Y9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    940975 | PA      | $898771.80    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA0062                      | CUSIP: 3140Q7B89<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    133275 | PA      | $131113.43    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA0180                      | CUSIP: 3140Q7FW2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     87377 | PA      | $83457.64     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA0241                      | CUSIP: 3140Q7HT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    696588 | PA      | $685288.79    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA0243                      | CUSIP: 3140Q7HV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    163958 | PA      | $164686.17    | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA0324                      | CUSIP: 3140Q7LE5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    271780 | PA      | $272986.63    | 0.00%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA1704                      | CUSIP: 3140Q83N3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1044498 | PA      | $1053378.17   | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA1008                      | CUSIP: 3140Q8DN2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    414520 | PA      | $409091.05    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA1159                      | CUSIP: 3140Q8JD8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    548284 | PA      | $524036.09    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA1218                      | CUSIP: 3140Q8K87<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    569989 | PA      | $571628.50    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA1191                      | CUSIP: 3140Q8KD6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1440731 | PA      | $1375662.87   | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA1368                      | CUSIP: 3140Q8QW8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    904114 | PA      | $891991.32    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA1541                      | CUSIP: 3140Q8WB7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    911938 | PA      | $899994.58    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA1560                      | CUSIP: 3140Q8WW1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    228378 | PA      | $229606.19    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA2031                      | CUSIP: 3140Q9HH9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2359373 | PA      | $2328474.12   | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA2032                      | CUSIP: 3140Q9HJ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    181519 | PA      | $179085.17    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA2037                      | CUSIP: 3140Q9HP1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7591960 | PA      | $7513884.77   | 0.04%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA2469                      | CUSIP: 3140Q9W74<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    648384 | PA      | $636853.11    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA2801                      | CUSIP: 3140QADF4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    180346 | PA      | $181202.97    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA2805                      | CUSIP: 3140QADK3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    721227 | PA      | $721723.79    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA2966                      | CUSIP: 3140QAJL5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    661321 | PA      | $680064.72    | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA3092                      | CUSIP: 3140QANJ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1758089 | PA      | $1766443.37   | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA3148                      | CUSIP: 3140QAQA1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     59666 | PA      | $59061.07     | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA3240                      | CUSIP: 3140QAS68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    182394 | PA      | $186993.67    | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA3227                      | CUSIP: 3140QASR2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    201612 | PA      | $201940.10    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA3310                      | CUSIP: 3140QAVC1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1143304 | PA      | $1124758.24   | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA3321                      | CUSIP: 3140QAVP2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1506021 | PA      | $1432827.25   | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA4418                      | CUSIP: 3140QB4C9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1425880 | PA      | $1314316.12   | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA4488                      | CUSIP: 3140QB7A0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1315594 | PA      | $1266171.35   | 0.01%             | 2034-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA3956                      | CUSIP: 3140QBME5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    694490 | PA      | $659869.17    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA3967                      | CUSIP: 3140QBMR6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1837890 | PA      | $1758905.05   | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA4024                      | CUSIP: 3140QBPJ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    302119 | PA      | $287057.65    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA4141                      | CUSIP: 3140QBS74<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    614859 | PA      | $566751.38    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA4143                      | CUSIP: 3140QBS90<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1721921 | PA      | $1585580.57   | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA4122                      | CUSIP: 3140QBSL3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    811495 | PA      | $772055.37    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA4181                      | CUSIP: 3140QBUF3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     73652 | PA      | $74002.20     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA4299                      | CUSIP: 3140QBX52<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1583057 | PA      | $1450785.78   | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA4794                      | CUSIP: 3140QCKG0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    876806 | PA      | $803544.55    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA4977                      | CUSIP: 3140QCQ74<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1032022 | PA      | $943211.71    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA5126                      | CUSIP: 3140QCVU7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1095468 | PA      | $1006675.79   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA5231                      | CUSIP: 3140QCY59<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3776153 | PA      | $3610329.38   | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA5423                      | CUSIP: 3140QDAZ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1081807 | PA      | $988713.16    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA5500                      | CUSIP: 3140QDDE1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1252649 | PA      | $1203634.11   | 0.01%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA5699                      | CUSIP: 3140QDKM5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1628028 | PA      | $1441350.76   | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA5986                      | CUSIP: 3140QDUL6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6490038 | PA      | $5731664.59   | 0.03%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6008                      | CUSIP: 3140QDVA9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    634559 | PA      | $601934.32    | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6020                      | CUSIP: 3140QDVN1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    778123 | PA      | $704596.60    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6026                      | CUSIP: 3140QDVU5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2014521 | PA      | $1702808.29   | 0.01%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6098                      | CUSIP: 3140QDX41<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6183116 | PA      | $5830440.89   | 0.03%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6304                      | CUSIP: 3140QEAE2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7847001 | PA      | $6888377.07   | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6360                      | CUSIP: 3140QEB68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  17106366 | PA      | $15182295.03  | 0.09%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6363                      | CUSIP: 3140QEB92<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5347683 | PA      | $4937626.10   | 0.03%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6334                      | CUSIP: 3140QEBC5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6013056 | PA      | $5304781.54   | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6388                      | CUSIP: 3140QEC26<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1344485 | PA      | $1132247.25   | 0.01%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6380                      | CUSIP: 3140QECS9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    412823 | PA      | $415687.28    | 0.00%             | 2050-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6421                      | CUSIP: 3140QED33<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    158808 | PA      | $145142.11    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6423                      | CUSIP: 3140QED58<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1068439 | PA      | $975827.32    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6416                      | CUSIP: 3140QEDW9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1382330 | PA      | $1271582.36   | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6603                      | CUSIP: 3140QEKR2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3125329 | PA      | $2711294.78   | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6630                      | CUSIP: 3140QELL4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2228190 | PA      | $1876452.69   | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6900                      | CUSIP: 3140QEU26<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5557621 | PA      | $4680306.36   | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6902                      | CUSIP: 3140QEU42<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3172450 | PA      | $2671653.10   | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6934                      | CUSIP: 3140QEV41<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     33457 | PA      | $29024.33     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6925                      | CUSIP: 3140QEVT6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    992671 | PA      | $835969.57    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6981                      | CUSIP: 3140QEXK3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6002961 | PA      | $5055345.52   | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6983                      | CUSIP: 3140QEXM9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1713258 | PA      | $1441200.52   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6986                      | CUSIP: 3140QEXQ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6688716 | PA      | $5616126.75   | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA6988                      | CUSIP: 3140QEXS6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9068452 | PA      | $8028623.40   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA8025                      | CUSIP: 3140QF4K2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1487657 | PA      | $1294296.36   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA8099                      | CUSIP: 3140QF7M5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1029590 | PA      | $867061.09    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA7328                      | CUSIP: 3140QFEA3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    186503 | PA      | $157645.10    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA7390                      | CUSIP: 3140QFF87<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1696068 | PA      | $1623177.71   | 0.01%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA7379                      | CUSIP: 3140QFFV6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5492048 | PA      | $5048609.79   | 0.03%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA7396                      | CUSIP: 3140QFGE3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3901896 | PA      | $3741524.29   | 0.02%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA7527                      | CUSIP: 3140QFLH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12484086 | PA      | $10861443.26  | 0.06%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA7593                      | CUSIP: 3140QFNK1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5585915 | PA      | $4700642.52   | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA7598                      | CUSIP: 3140QFNQ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10157395 | PA      | $9008573.90   | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA7607                      | CUSIP: 3140QFNZ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6358558 | PA      | $5847143.02   | 0.03%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA7645                      | CUSIP: 3140QFP78<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12737336 | PA      | $11720840.55  | 0.07%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA7739                      | CUSIP: 3140QFS59<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3193398 | PA      | $2808268.27   | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA7722                      | CUSIP: 3140QFSL4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3831587 | PA      | $3398227.60   | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA8871                      | CUSIP: 3140QG2D8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3680796 | PA      | $3330690.55   | 0.02%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA8933                      | CUSIP: 3140QG4T1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    187842 | PA      | $158307.12    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA8954                      | CUSIP: 3140QG5Q6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1138075 | PA      | $999398.06    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA8118                      | CUSIP: 3140QGAU1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6330806 | PA      | $5317588.82   | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA8441                      | CUSIP: 3140QGLX3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3327262 | PA      | $2802027.24   | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA8460                      | CUSIP: 3140QGMJ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3455856 | PA      | $3034752.95   | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA8473                      | CUSIP: 3140QGMX2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1931376 | PA      | $1626493.12   | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA8512                      | CUSIP: 3140QGN60<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7219104 | PA      | $6059206.89   | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA8779                      | CUSIP: 3140QGXH5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4053378 | PA      | $3391986.08   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA8813                      | CUSIP: 3140QGYK7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2056268 | PA      | $1731670.00   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA8817                      | CUSIP: 3140QGYP6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  16404036 | PA      | $13727381.37  | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA8847                      | CUSIP: 3140QGZM2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3527030 | PA      | $2970260.33   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA9221                      | CUSIP: 3140QHG74<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    627246 | PA      | $526074.25    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA9289                      | CUSIP: 3140QHKB0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2702465 | PA      | $2347828.57   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA9409                      | CUSIP: 3140QHN35<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4714426 | PA      | $4231773.61   | 0.03%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA9422                      | CUSIP: 3140QHPG4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    480890 | PA      | $442145.56    | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CA9432                      | CUSIP: 3140QHPS8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4289855 | PA      | $4008943.26   | 0.02%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB0806                      | CUSIP: 3140QK3Q9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    763352 | PA      | $612133.41    | 0.00%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB0844                      | CUSIP: 3140QK5E4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6680404 | PA      | $5789141.69   | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB0176                      | CUSIP: 3140QKFS2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2992458 | PA      | $2597896.99   | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB0423                      | CUSIP: 3140QKPH5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9984228 | PA      | $9154865.15   | 0.05%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB0711                      | CUSIP: 3140QKYH5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1302759 | PA      | $1042243.23   | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB0745                      | CUSIP: 3140QKZK7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1539908 | PA      | $1471471.44   | 0.01%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB0987                      | CUSIP: 3140QLCZ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1514104 | PA      | $1332446.56   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB1136                      | CUSIP: 3140QLHN9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12232194 | PA      | $10703452.54  | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB1285                      | CUSIP: 3140QLNB8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6739317 | PA      | $6150944.61   | 0.04%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB1293                      | CUSIP: 3140QLNK8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10968015 | PA      | $9229771.39   | 0.05%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB1404                      | CUSIP: 3140QLR24<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5863030 | PA      | $5415288.55   | 0.03%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB1409                      | CUSIP: 3140QLR73<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4681627 | PA      | $4236325.13   | 0.03%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB1382                      | CUSIP: 3140QLRC2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9299487 | PA      | $8192481.70   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB1469                      | CUSIP: 3140QLT30<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2322576 | PA      | $2166132.35   | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2629                      | CUSIP: 3140QM4P6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6774561 | PA      | $5936365.58   | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2635                      | CUSIP: 3140QM4V3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1223847 | PA      | $1071659.24   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2637                      | CUSIP: 3140QM4X9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1679661 | PA      | $1473416.07   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2681                      | CUSIP: 3140QM6T6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1796885 | PA      | $1720223.46   | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB1989                      | CUSIP: 3140QMF74<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    149618 | PA      | $142874.72    | 0.00%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2054                      | CUSIP: 3140QMH80<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    201467 | PA      | $170041.41    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2086                      | CUSIP: 3140QMJ88<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6315331 | PA      | $5533954.78   | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2100                      | CUSIP: 3140QMKN3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    503107 | PA      | $475983.00    | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2232                      | CUSIP: 3140QMPS7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3217662 | PA      | $3004949.29   | 0.02%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2276                      | CUSIP: 3140QMQ64<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7925677 | PA      | $6945057.16   | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2281                      | CUSIP: 3140QMRB2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4818016 | PA      | $4048419.77   | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2312                      | CUSIP: 3140QMSA3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4132992 | PA      | $3621629.52   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2314                      | CUSIP: 3140QMSC9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1536162 | PA      | $1338896.54   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2373                      | CUSIP: 3140QMT79<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3102293 | PA      | $2735906.19   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2374                      | CUSIP: 3140QMT87<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  18561636 | PA      | $16334668.02  | 0.10%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2488                      | CUSIP: 3140QMXS8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2065061 | PA      | $1893521.97   | 0.01%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2548                      | CUSIP: 3140QMZN7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2030242 | PA      | $1779046.74   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3505                      | CUSIP: 3140QN3P5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7870275 | PA      | $7433664.30   | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3582                      | CUSIP: 3140QN6U1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4528927 | PA      | $4117963.11   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3591                      | CUSIP: 3140QN7D8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  17678439 | PA      | $16802677.47  | 0.10%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2750                      | CUSIP: 3140QNBU5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4083398 | PA      | $3575619.98   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2765                      | CUSIP: 3140QNCB6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10100871 | PA      | $8459019.46   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2856                      | CUSIP: 3140QNE65<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    996627 | PA      | $878923.27    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2838                      | CUSIP: 3140QNEL2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    526653 | PA      | $444174.73    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2839                      | CUSIP: 3140QNEM0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4704837 | PA      | $3953319.69   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2841                      | CUSIP: 3140QNEP3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  23329367 | PA      | $19588316.64  | 0.12%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2842                      | CUSIP: 3140QNEQ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  13450951 | PA      | $11277169.65  | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB2847                      | CUSIP: 3140QNEV0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  13009152 | PA      | $10894572.61  | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3031                      | CUSIP: 3140QNLM2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4539575 | PA      | $3950953.58   | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3101                      | CUSIP: 3140QNNT5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    337513 | PA      | $284655.37    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3104                      | CUSIP: 3140QNNW8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1068239 | PA      | $941744.25    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3105                      | CUSIP: 3140QNNX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    759195 | PA      | $640536.00    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3170                      | CUSIP: 3140QNQY1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6111500 | PA      | $5530193.38   | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3238                      | CUSIP: 3140QNS45<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5608442 | PA      | $5288545.58   | 0.03%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3234                      | CUSIP: 3140QNSY9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4331738 | PA      | $3958973.29   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3274                      | CUSIP: 3140QNT85<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2209854 | PA      | $2152599.39   | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4392                      | CUSIP: 3140QP3A3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4542791 | PA      | $4510431.76   | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4396                      | CUSIP: 3140QP3E5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6372788 | PA      | $6333367.45   | 0.04%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4421                      | CUSIP: 3140QP4F1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    833060 | PA      | $858457.38    | 0.01%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3618                      | CUSIP: 3140QPAU1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2077871 | PA      | $2025983.23   | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3752                      | CUSIP: 3140QPE29<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10778777 | PA      | $10197656.62  | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3772                      | CUSIP: 3140QPFN2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5795809 | PA      | $5651079.32   | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3775                      | CUSIP: 3140QPFR3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    736155 | PA      | $719382.22    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3855                      | CUSIP: 3140QPH91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1861250 | PA      | $1822914.87   | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3916                      | CUSIP: 3140QPK63<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3485586 | PA      | $3464024.73   | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3918                      | CUSIP: 3140QPK89<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    820731 | PA      | $815654.04    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB3903                      | CUSIP: 3140QPKR7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1101190 | PA      | $1038379.86   | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4029                      | CUSIP: 3140QPPP6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4076080 | PA      | $4050866.31   | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4030                      | CUSIP: 3140QPPQ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8695268 | PA      | $8657784.93   | 0.05%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4058                      | CUSIP: 3140QPQL4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3115170 | PA      | $3059770.61   | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4121                      | CUSIP: 3140QPSK4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1379489 | PA      | $1341592.21   | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4129                      | CUSIP: 3140QPST5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2146813 | PA      | $2129306.74   | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4133                      | CUSIP: 3140QPSX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2905563 | PA      | $2886681.73   | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4289                      | CUSIP: 3140QPXT9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1949182 | PA      | $1931612.88   | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5281                      | CUSIP: 3140QQ2P9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3044533 | PA      | $3080397.12   | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4563                      | CUSIP: 3140QQB95<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1831272 | PA      | $1853416.57   | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4542                      | CUSIP: 3140QQBL8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1574314 | PA      | $1525583.76   | 0.01%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4555                      | CUSIP: 3140QQBZ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    393308 | PA      | $390505.91    | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4623                      | CUSIP: 3140QQD51<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1717079 | PA      | $1737842.33   | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4688                      | CUSIP: 3140QQF67<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3617354 | PA      | $3711964.40   | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4694                      | CUSIP: 3140QQGC3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1717258 | PA      | $1773904.60   | 0.01%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4826                      | CUSIP: 3140QQLG8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2469465 | PA      | $2402396.95   | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4831                      | CUSIP: 3140QQLM5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2362310 | PA      | $2347697.11   | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4898                      | CUSIP: 3140QQNQ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4088973 | PA      | $4156307.29   | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB4922                      | CUSIP: 3140QQPG4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1405597 | PA      | $1468702.67   | 0.01%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5084                      | CUSIP: 3140QQUJ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3319757 | PA      | $3378573.40   | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5124                      | CUSIP: 3140QQVS1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4225001 | PA      | $4194905.79   | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5161                      | CUSIP: 3140QQWX9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2987609 | PA      | $3133205.19   | 0.02%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5431                      | CUSIP: 3140QRA94<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4817500 | PA      | $4935972.54   | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5423                      | CUSIP: 3140QRAZ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1874954 | PA      | $1885621.27   | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5461                      | CUSIP: 3140QRB77<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1362383 | PA      | $1420946.91   | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5436                      | CUSIP: 3140QRBE2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3575483 | PA      | $3638830.21   | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5439                      | CUSIP: 3140QRBH5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4629130 | PA      | $4708975.19   | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5451                      | CUSIP: 3140QRBV4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1978057 | PA      | $2058140.98   | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5542                      | CUSIP: 3140QREQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2860743 | PA      | $2925607.05   | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5545                      | CUSIP: 3140QRET6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1781227 | PA      | $1862327.48   | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5651                      | CUSIP: 3140QRH55<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2500998 | PA      | $2590421.29   | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5639                      | CUSIP: 3140QRHR7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5064939 | PA      | $5127768.01   | 0.03%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5687                      | CUSIP: 3140QRJ95<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2621880 | PA      | $2728030.05   | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5703                      | CUSIP: 3140QRKR3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4507188 | PA      | $4702498.97   | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5841                      | CUSIP: 3140QRP31<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1551043 | PA      | $1590155.74   | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5906                      | CUSIP: 3140QRR47<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3921457 | PA      | $4009146.73   | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB5912                      | CUSIP: 3140QRSA2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1849071 | PA      | $1915185.19   | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB6012                      | CUSIP: 3140QRVE0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4561950 | PA      | $4438052.13   | 0.03%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB6110                      | CUSIP: 3140QRYG2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3269372 | PA      | $3422569.99   | 0.02%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB7114                      | CUSIP: 3140QS3Y5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3334462 | PA      | $3405899.11   | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB7117                      | CUSIP: 3140QS4B4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5951188 | PA      | $6203492.96   | 0.04%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB6328                      | CUSIP: 3140QSA68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4495438 | PA      | $4635101.31   | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB6300                      | CUSIP: 3140QSAA9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4914321 | PA      | $4780853.71   | 0.03%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB6317                      | CUSIP: 3140QSAT8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4881292 | PA      | $4932690.58   | 0.03%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB6471                      | CUSIP: 3140QSFM8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1759091 | PA      | $1744361.64   | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB6516                      | CUSIP: 3140QSG21<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5612930 | PA      | $5714129.31   | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB6529                      | CUSIP: 3140QSHF1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5396410 | PA      | $5560927.01   | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB6750                      | CUSIP: 3140QSQC8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3433347 | PA      | $3506903.14   | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB6762                      | CUSIP: 3140QSQQ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5625646 | PA      | $5799982.64   | 0.03%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB6875                      | CUSIP: 3140QST92<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4412228 | PA      | $4589636.67   | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB7330                      | CUSIP: 3140QTEC9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4149859 | PA      | $4250436.98   | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB7340                      | CUSIP: 3140QTEN5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3872733 | PA      | $3995168.37   | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB7489                      | CUSIP: 3140QTKB4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2880783 | PA      | $3036124.57   | 0.02%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB7522                      | CUSIP: 3140QTLC1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10081630 | PA      | $10616262.96  | 0.06%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB7603                      | CUSIP: 3140QTNV7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    102892 | PA      | $105904.04    | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB7631                      | CUSIP: 3140QTPR4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6325702 | PA      | $6660875.09   | 0.04%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB7663                      | CUSIP: 3140QTQR3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4899958 | PA      | $5199781.97   | 0.03%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB7784                      | CUSIP: 3140QTUJ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4725077 | PA      | $4949025.57   | 0.03%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB7796                      | CUSIP: 3140QTUW7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3839024 | PA      | $4077700.22   | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB7866                      | CUSIP: 3140QTW47<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5109620 | PA      | $5338638.79   | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB7903                      | CUSIP: 3140QTX95<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    283580 | PA      | $281205.49    | 0.00%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB7906                      | CUSIP: 3140QTYC7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5088787 | PA      | $5237739.62   | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB8878                      | CUSIP: 3140QU2L9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8387814 | PA      | $8771024.18   | 0.05%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB8880                      | CUSIP: 3140QU2N5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4886108 | PA      | $5223474.58   | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB8161                      | CUSIP: 3140QUB70<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9429831 | PA      | $9811110.58   | 0.06%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB8162                      | CUSIP: 3140QUB88<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12036847 | PA      | $12543397.51  | 0.07%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB8133                      | CUSIP: 3140QUBB1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3731569 | PA      | $3762698.38   | 0.02%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB8172                      | CUSIP: 3140QUCJ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3516896 | PA      | $3722356.75   | 0.02%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB8293                      | CUSIP: 3140QUGB6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10388038 | PA      | $10742876.11  | 0.06%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB8350                      | CUSIP: 3140QUH41<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5706423 | PA      | $5873899.94   | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB8335                      | CUSIP: 3140QUHM1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6889402 | PA      | $7141955.94   | 0.04%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB8341                      | CUSIP: 3140QUHT6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3314827 | PA      | $3488769.14   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB8367                      | CUSIP: 3140QUJM9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2886466 | PA      | $3004808.03   | 0.02%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB8494                      | CUSIP: 3140QUNL6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7440894 | PA      | $7659276.29   | 0.05%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB8547                      | CUSIP: 3140QUP91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2471761 | PA      | $2596635.94   | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB8554                      | CUSIP: 3140QUQG4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3816521 | PA      | $4032032.21   | 0.02%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB8662                      | CUSIP: 3140QUTU0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3330565 | PA      | $3394776.95   | 0.02%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB8695                      | CUSIP: 3140QUUV6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2436106 | PA      | $2550806.02   | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB9830                      | CUSIP: 3140QV4Q4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4110757 | PA      | $4351874.80   | 0.03%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB9016                      | CUSIP: 3140QVAS3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4418877 | PA      | $4567553.95   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB9019                      | CUSIP: 3140QVAV6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6091071 | PA      | $6259654.54   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB9135                      | CUSIP: 3140QVEH3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4119265 | PA      | $4276706.52   | 0.03%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB9145                      | CUSIP: 3140QVET7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5620326 | PA      | $5778936.38   | 0.03%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB9223                      | CUSIP: 3140QVG99<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4422227 | PA      | $4547523.16   | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB9316                      | CUSIP: 3140QVK60<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4240661 | PA      | $4309168.01   | 0.03%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB9309                      | CUSIP: 3140QVKX1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7384287 | PA      | $7502424.47   | 0.04%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB9322                      | CUSIP: 3140QVLC6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5222377 | PA      | $5395868.43   | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB9468                      | CUSIP: 3140QVQW7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6247997 | PA      | $6338192.65   | 0.04%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB9510                      | CUSIP: 3140QVR89<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3772714 | PA      | $3899649.58   | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB9643                      | CUSIP: 3140QVWD2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3362707 | PA      | $3421233.77   | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB9649                      | CUSIP: 3140QVWK6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5905834 | PA      | $5977248.35   | 0.04%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CB9658                      | CUSIP: 3140QVWU4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6078970 | PA      | $6290416.26   | 0.04%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA0062                      | CUSIP: 3140W0B87<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  19061157 | PA      | $16631299.68  | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA0107                      | CUSIP: 3140W0DM4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2872851 | PA      | $2951569.99   | 0.02%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA0305                      | CUSIP: 3140W0KT1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3352588 | PA      | $3336040.17   | 0.02%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA0330                      | CUSIP: 3140W0LL7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3535493 | PA      | $3677958.96   | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA0366                      | CUSIP: 3140W0MQ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6774019 | PA      | $6984239.23   | 0.04%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA0641                      | CUSIP: 3140W0WB7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    305037 | PA      | $273871.83    | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA0652                      | CUSIP: 3140W0WN1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9959289 | PA      | $10280807.54  | 0.06%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA0727                      | CUSIP: 3140W0YZ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2528704 | PA      | $2696188.62   | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA1713                      | CUSIP: 3140W13X9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5520582 | PA      | $5600276.99   | 0.03%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA1316                      | CUSIP: 3140W1PA5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5467584 | PA      | $5633843.96   | 0.03%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA1509                      | CUSIP: 3140W1VB6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4526554 | PA      | $4674101.11   | 0.03%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA2650                      | CUSIP: 3140W25L1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7636692 | PA      | $7840869.16   | 0.05%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA2091                      | CUSIP: 3140W2KD2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4722773 | PA      | $4993885.32   | 0.03%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA2188                      | CUSIP: 3140W2NE7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11397979 | PA      | $10030485.13  | 0.06%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA2247                      | CUSIP: 3140W2P96<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2928731 | PA      | $3030601.87   | 0.02%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA2280                      | CUSIP: 3140W2RA1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10430458 | PA      | $10760212.45  | 0.06%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA2282                      | CUSIP: 3140W2RC7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5341210 | PA      | $5605678.43   | 0.03%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA2374                      | CUSIP: 3140W2T84<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  23859568 | PA      | $24258891.40  | 0.14%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA2385                      | CUSIP: 3140W2UK5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8527253 | PA      | $8790842.62   | 0.05%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA2427                      | CUSIP: 3140W2VV0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7060388 | PA      | $7260762.95   | 0.04%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA2429                      | CUSIP: 3140W2VX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12716089 | PA      | $12992491.39  | 0.08%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA2453                      | CUSIP: 3140W2WP2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12662047 | PA      | $11635732.03  | 0.07%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA2486                      | CUSIP: 3140W2XQ9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6736384 | PA      | $5999644.77   | 0.04%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA2516                      | CUSIP: 3140W2YN5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8517245 | PA      | $8650846.50   | 0.05%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA2551                      | CUSIP: 3140W2ZR5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8181258 | PA      | $8517882.47   | 0.05%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA3502                      | CUSIP: 3140W33L1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  19158086 | PA      | $19467579.35  | 0.12%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA3503                      | CUSIP: 3140W33M9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7925405 | PA      | $8028671.04   | 0.05%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA3505                      | CUSIP: 3140W33P2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8994754 | PA      | $9243673.87   | 0.05%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA3540                      | CUSIP: 3140W35A3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  16303977 | PA      | $14189931.33  | 0.08%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA2712                      | CUSIP: 3140W3AN9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2776115 | PA      | $2933743.93   | 0.02%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA2780                      | CUSIP: 3140W3CS6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5365972 | PA      | $5443435.64   | 0.03%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA3042                      | CUSIP: 3140W3LY3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5590999 | PA      | $5736988.07   | 0.03%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA3052                      | CUSIP: 3140W3MA4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9954162 | PA      | $10223100.09  | 0.06%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA3194                      | CUSIP: 3140W3RQ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6793741 | PA      | $6916360.43   | 0.04%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA3195                      | CUSIP: 3140W3RR2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7048092 | PA      | $7486279.00   | 0.04%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA3317                      | CUSIP: 3140W3VK2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4231607 | PA      | $4402810.97   | 0.03%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA3404                      | CUSIP: 3140W3YA1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6572560 | PA      | $6750625.17   | 0.04%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA4371                      | CUSIP: 3140W42D8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  19999999 | PA      | $16724089.56  | 0.10%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA3672                      | CUSIP: 3140W4CJ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  16737621 | PA      | $15166511.96  | 0.09%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA4012                      | CUSIP: 3140W4N60<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8346057 | PA      | $8460019.81   | 0.05%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA4005                      | CUSIP: 3140W4NX1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4931483 | PA      | $4963376.28   | 0.03%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA4060                      | CUSIP: 3140W4QN0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8679276 | PA      | $8984560.32   | 0.05%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA4084                      | CUSIP: 3140W4RE9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8217166 | PA      | $8270307.83   | 0.05%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA4304                      | CUSIP: 3140W4YA9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3735586 | PA      | $3804468.39   | 0.02%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FA4657                      | CUSIP: 3140W5E75<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5054211.00   | 0.03%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM0057                      | CUSIP: 3140X3B31<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    615882 | PA      | $600598.47    | 0.00%             | 2032-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM0062                      | CUSIP: 3140X3B80<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6823826 | PA      | $6475122.42   | 0.04%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1675                      | CUSIP: 3140X42H8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    783574 | PA      | $718103.05    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1677                      | CUSIP: 3140X42K1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    529429 | PA      | $538438.14    | 0.00%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1682                      | CUSIP: 3140X42Q8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     98864 | PA      | $97651.78     | 0.00%             | 2029-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1683                      | CUSIP: 3140X42R6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    197775 | PA      | $191698.40    | 0.00%             | 2034-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1724                      | CUSIP: 3140X44J2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3098245 | PA      | $2839373.19   | 0.02%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1754                      | CUSIP: 3140X45Q5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1127190 | PA      | $1082479.79   | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1026                      | CUSIP: 3140X4D86<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    995130 | PA      | $955821.07    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1000                      | CUSIP: 3140X4DE3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4837073 | PA      | $4479773.50   | 0.03%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1028                      | CUSIP: 3140X4EA0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    345490 | PA      | $329238.85    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1061                      | CUSIP: 3140X4FB7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     57199 | PA      | $55971.28     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1151                      | CUSIP: 3140X4H58<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     89107 | PA      | $87984.99     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1152                      | CUSIP: 3140X4H66<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     36428 | PA      | $35444.19     | 0.00%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1155                      | CUSIP: 3140X4H90<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1606458 | PA      | $1566599.26   | 0.01%             | 2032-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1159                      | CUSIP: 3140X4JD9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3321773 | PA      | $3336519.23   | 0.02%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1163                      | CUSIP: 3140X4JH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    710054 | PA      | $693156.17    | 0.00%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1245                      | CUSIP: 3140X4L38<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    136983 | PA      | $137696.46    | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1251                      | CUSIP: 3140X4L95<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    611569 | PA      | $573361.30    | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1321                      | CUSIP: 3140X4PF7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    484735 | PA      | $480875.88    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1368                      | CUSIP: 3140X4QW9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2401738 | PA      | $2228469.02   | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1370                      | CUSIP: 3140X4QY5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2200038 | PA      | $2051390.73   | 0.01%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1387                      | CUSIP: 3140X4RH1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2249457 | PA      | $2313914.88   | 0.01%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1472                      | CUSIP: 3140X4T63<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    309829 | PA      | $308140.78    | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1456                      | CUSIP: 3140X4TN6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     59338 | PA      | $58673.21     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1539                      | CUSIP: 3140X4V94<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    295747 | PA      | $293917.61    | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1577                      | CUSIP: 3140X4XF8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1113205 | PA      | $1102269.07   | 0.01%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1578                      | CUSIP: 3140X4XG6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1135506 | PA      | $1122576.31   | 0.01%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1579                      | CUSIP: 3140X4XH4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1180789 | PA      | $1167343.80   | 0.01%             | 2034-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1626                      | CUSIP: 3140X4YY6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     32089 | PA      | $31528.66     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1645                      | CUSIP: 3140X4ZK5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     97799 | PA      | $96695.09     | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2572                      | CUSIP: 3140X52E2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1949262 | PA      | $1733669.80   | 0.01%             | 2049-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2576                      | CUSIP: 3140X52J1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     20794 | PA      | $20342.83     | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1849                      | CUSIP: 3140X5BT9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     28575 | PA      | $28455.30     | 0.00%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM1873                      | CUSIP: 3140X5CK7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6648624 | PA      | $6122189.91   | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2186                      | CUSIP: 3140X5NC3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    345147 | PA      | $318573.14    | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2195                      | CUSIP: 3140X5NM1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    593462 | PA      | $590778.13    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2201                      | CUSIP: 3140X5NT6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    871420 | PA      | $858373.56    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2241                      | CUSIP: 3140X5P31<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    336598 | PA      | $315721.96    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2259                      | CUSIP: 3140X5QM8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    403319 | PA      | $405109.28    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2303                      | CUSIP: 3140X5RZ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    125260 | PA      | $126915.43    | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2318                      | CUSIP: 3140X5SG9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    953052 | PA      | $909115.27    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2330                      | CUSIP: 3140X5SU8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1796214 | PA      | $1715651.88   | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2373                      | CUSIP: 3140X5T78<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    205403 | PA      | $210454.12    | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2549                      | CUSIP: 3140X5ZP1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    665281 | PA      | $650828.01    | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3481                      | CUSIP: 3140X62P5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9524503 | PA      | $8432381.20   | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3494                      | CUSIP: 3140X63C3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    216869 | PA      | $192882.61    | 0.00%             | 2048-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3522                      | CUSIP: 3140X64G3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     13163 | PA      | $12936.46     | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3566                      | CUSIP: 3140X66C0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    935723 | PA      | $922883.35    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3572                      | CUSIP: 3140X66J5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    159669 | PA      | $160477.59    | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3576                      | CUSIP: 3140X66N6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4055763 | PA      | $3581839.71   | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2712                      | CUSIP: 3140X6AN1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     18972 | PA      | $18857.80     | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2714                      | CUSIP: 3140X6AQ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3009775 | PA      | $2750771.06   | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2743                      | CUSIP: 3140X6BM2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1754985 | PA      | $1722257.64   | 0.01%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2847                      | CUSIP: 3140X6EV9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    606874 | PA      | $568776.47    | 0.00%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2870                      | CUSIP: 3140X6FL0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10779201 | PA      | $9925710.56   | 0.06%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2877                      | CUSIP: 3140X6FT3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     21717 | PA      | $21605.48     | 0.00%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2879                      | CUSIP: 3140X6FV8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    110258 | PA      | $108787.66    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2894                      | CUSIP: 3140X6GC9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    997014 | PA      | $923055.79    | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2901                      | CUSIP: 3140X6GK1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3909217 | PA      | $3864128.84   | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2903                      | CUSIP: 3140X6GM7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    519420 | PA      | $498786.00    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2908                      | CUSIP: 3140X6GS4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    599132 | PA      | $614240.94    | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2910                      | CUSIP: 3140X6GU9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    503961 | PA      | $521391.66    | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2976                      | CUSIP: 3140X6JW2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      6569 | PA      | $6393.73      | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM2979                      | CUSIP: 3140X6JZ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1032548 | PA      | $1014830.80   | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3081                      | CUSIP: 3140X6M73<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     13126 | PA      | $12917.74     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3075                      | CUSIP: 3140X6MZ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2354726 | PA      | $2319020.59   | 0.01%             | 2039-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3093                      | CUSIP: 3140X6NK3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     55033 | PA      | $54071.26     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3173                      | CUSIP: 3140X6Q38<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2454922 | PA      | $2374541.80   | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3164                      | CUSIP: 3140X6QS3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1095625 | PA      | $1046143.32   | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3243                      | CUSIP: 3140X6S93<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    321734 | PA      | $306097.75    | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3217                      | CUSIP: 3140X6SF9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2604286 | PA      | $2476901.14   | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3228                      | CUSIP: 3140X6SS1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4099196 | PA      | $3969247.90   | 0.02%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3272                      | CUSIP: 3140X6T68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1064730 | PA      | $1020073.62   | 0.01%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3249                      | CUSIP: 3140X6TF8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    435868 | PA      | $401356.37    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3278                      | CUSIP: 3140X6UC3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1001692 | PA      | $956452.56    | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3327                      | CUSIP: 3140X6VV0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    997634 | PA      | $981450.82    | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3365                      | CUSIP: 3140X6W31<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    856932 | PA      | $783189.13    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3371                      | CUSIP: 3140X6W98<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     21971 | PA      | $22343.40     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3340                      | CUSIP: 3140X6WA5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1323932 | PA      | $1312994.07   | 0.01%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3373                      | CUSIP: 3140X6XB2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    708331 | PA      | $702479.36    | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3387                      | CUSIP: 3140X6XR7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1290865 | PA      | $1281813.87   | 0.01%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3413                      | CUSIP: 3140X6YK1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1896758 | PA      | $1885551.87   | 0.01%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3414                      | CUSIP: 3140X6YL9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3251457 | PA      | $3225460.78   | 0.02%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3420                      | CUSIP: 3140X6YS4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    681585 | PA      | $655198.65    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3426                      | CUSIP: 3140X6YY1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    511032 | PA      | $524717.29    | 0.00%             | 2050-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3440                      | CUSIP: 3140X6ZE4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    478144 | PA      | $451652.05    | 0.00%             | 2037-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3442                      | CUSIP: 3140X6ZG9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    465084 | PA      | $424771.18    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3448                      | CUSIP: 3140X6ZN4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    297864 | PA      | $300870.55    | 0.00%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3458                      | CUSIP: 3140X6ZY0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1332662 | PA      | $1227142.28   | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4369                      | CUSIP: 3140X72B4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3508944 | PA      | $3283554.51   | 0.02%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4373                      | CUSIP: 3140X72F5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3196693 | PA      | $3144838.06   | 0.02%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4379                      | CUSIP: 3140X72M0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    370766 | PA      | $342219.87    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4399                      | CUSIP: 3140X73H0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1824734 | PA      | $1542387.79   | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4401                      | CUSIP: 3140X73K3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1423394 | PA      | $1203147.64   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4439                      | CUSIP: 3140X74Z9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8503666 | PA      | $7872869.23   | 0.05%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4441                      | CUSIP: 3140X75B1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1707176 | PA      | $1587879.69   | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4457                      | CUSIP: 3140X75T2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    160902 | PA      | $157078.24    | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4499                      | CUSIP: 3140X77M5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1193045 | PA      | $1163835.26   | 0.01%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3619                      | CUSIP: 3140X7AV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    460480 | PA      | $460797.21    | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3662                      | CUSIP: 3140X7B81<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1452913 | PA      | $1328791.18   | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3664                      | CUSIP: 3140X7CA5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12669594 | PA      | $12444279.33  | 0.07%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3697                      | CUSIP: 3140X7DB2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1069176 | PA      | $1071917.98   | 0.01%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3698                      | CUSIP: 3140X7DC0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    428156 | PA      | $429521.52    | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3755                      | CUSIP: 3140X7E54<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2263432 | PA      | $2118045.83   | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3778                      | CUSIP: 3140X7FU8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    982536 | PA      | $864654.24    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3783                      | CUSIP: 3140X7FZ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2035591 | PA      | $2001425.71   | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3812                      | CUSIP: 3140X7GW3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1018331 | PA      | $985390.97    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3834                      | CUSIP: 3140X7HL6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7268410 | PA      | $7273419.96   | 0.04%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3869                      | CUSIP: 3140X7JP5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1209556 | PA      | $1180431.33   | 0.01%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3870                      | CUSIP: 3140X7JQ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1333374 | PA      | $1273570.89   | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3930                      | CUSIP: 3140X7LL1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1956847 | PA      | $1939514.12   | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3936                      | CUSIP: 3140X7LS6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    138131 | PA      | $133504.61    | 0.00%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3978                      | CUSIP: 3140X7M48<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1031462 | PA      | $1011506.97   | 0.01%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM3982                      | CUSIP: 3140X7M89<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1848038 | PA      | $1753024.23   | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4000                      | CUSIP: 3140X7NS4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1568237 | PA      | $1541327.80   | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4038                      | CUSIP: 3140X7PY9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    174103 | PA      | $159640.52    | 0.00%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4060                      | CUSIP: 3140X7QN2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2109064 | PA      | $2083420.51   | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4065                      | CUSIP: 3140X7QT9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    161943 | PA      | $155783.07    | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4111                      | CUSIP: 3140X7R92<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1127702 | PA      | $1081551.35   | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4143                      | CUSIP: 3140X7S91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    912331 | PA      | $890363.40    | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4129                      | CUSIP: 3140X7ST7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11934223 | PA      | $11718256.42  | 0.07%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4182                      | CUSIP: 3140X7UG2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1907926 | PA      | $1897240.22   | 0.01%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4210                      | CUSIP: 3140X7VC0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    245994 | PA      | $244890.41    | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4216                      | CUSIP: 3140X7VJ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2829936 | PA      | $2702126.86   | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4226                      | CUSIP: 3140X7VU0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     26166 | PA      | $23083.95     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4283                      | CUSIP: 3140X7XM6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3356336 | PA      | $3140749.35   | 0.02%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4286                      | CUSIP: 3140X7XQ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1838962 | PA      | $1548092.26   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4306                      | CUSIP: 3140X7YC7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    998788 | PA      | $934974.25    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4315                      | CUSIP: 3140X7YM5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    881758 | PA      | $828456.44    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4317                      | CUSIP: 3140X7YP8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5352153 | PA      | $4891576.81   | 0.03%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4320                      | CUSIP: 3140X7YS2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1458949 | PA      | $1412352.77   | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4347                      | CUSIP: 3140X7ZM4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5521800 | PA      | $4859311.52   | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5290                      | CUSIP: 3140X82Y2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2901868 | PA      | $2682074.85   | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5330                      | CUSIP: 3140X84Q7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    175393 | PA      | $174323.44    | 0.00%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5371                      | CUSIP: 3140X86H5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1005710 | PA      | $926393.05    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5383                      | CUSIP: 3140X86V4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1082643 | PA      | $1076499.90   | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5384                      | CUSIP: 3140X86W2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    649809 | PA      | $645656.29    | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5399                      | CUSIP: 3140X87M3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4618673 | PA      | $4526432.06   | 0.03%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4531                      | CUSIP: 3140X8A98<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    625039 | PA      | $571055.98    | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4502                      | CUSIP: 3140X8AC1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3621260 | PA      | $3060931.82   | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4516                      | CUSIP: 3140X8AS6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2331990 | PA      | $2182199.81   | 0.01%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4532                      | CUSIP: 3140X8BA4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1027720 | PA      | $941528.75    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4534                      | CUSIP: 3140X8BC0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3865208 | PA      | $3542252.51   | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4583                      | CUSIP: 3140X8CV7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6844256 | PA      | $5785223.38   | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4617                      | CUSIP: 3140X8DX2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3021961 | PA      | $2906187.08   | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4635                      | CUSIP: 3140X8EH6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    513462 | PA      | $432086.81    | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4661                      | CUSIP: 3140X8FB8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1266774 | PA      | $1210872.50   | 0.01%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4720                      | CUSIP: 3140X8G68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3558213 | PA      | $3269803.94   | 0.02%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4722                      | CUSIP: 3140X8G84<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    385749 | PA      | $352553.94    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4705                      | CUSIP: 3140X8GP6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4142251 | PA      | $3487068.94   | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4714                      | CUSIP: 3140X8GY7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2083968 | PA      | $1840452.31   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4749                      | CUSIP: 3140X8H34<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1370541 | PA      | $1356648.50   | 0.01%             | 2035-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4754                      | CUSIP: 3140X8H83<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2705634 | PA      | $2616476.54   | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4727                      | CUSIP: 3140X8HD2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    404773 | PA      | $397003.74    | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4738                      | CUSIP: 3140X8HQ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1570132 | PA      | $1540737.03   | 0.01%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4772                      | CUSIP: 3140X8JS7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1507148 | PA      | $1532875.17   | 0.01%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4816                      | CUSIP: 3140X8K63<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4305656 | PA      | $3623282.72   | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4851                      | CUSIP: 3140X8L96<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1756905 | PA      | $1733346.98   | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4828                      | CUSIP: 3140X8LJ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5420246 | PA      | $4905874.33   | 0.03%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4858                      | CUSIP: 3140X8MG9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1403300 | PA      | $1409967.71   | 0.01%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4944                      | CUSIP: 3140X8P68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    543211 | PA      | $528603.42    | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4970                      | CUSIP: 3140X8QY6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1307858 | PA      | $1352167.06   | 0.01%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4971                      | CUSIP: 3140X8QZ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    401437 | PA      | $388467.20    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4996                      | CUSIP: 3140X8RS8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5715314 | PA      | $4813105.69   | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM4997                      | CUSIP: 3140X8RT6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1529739 | PA      | $1465430.95   | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5014                      | CUSIP: 3140X8SC2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1284208 | PA      | $1287902.12   | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5055                      | CUSIP: 3140X8TM9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    455479 | PA      | $451791.44    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5065                      | CUSIP: 3140X8TX5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    998233 | PA      | $954709.27    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5077                      | CUSIP: 3140X8UB1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    773696 | PA      | $716545.77    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5133                      | CUSIP: 3140X8V38<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4545575 | PA      | $4498825.59   | 0.03%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5123                      | CUSIP: 3140X8VR5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3838356 | PA      | $3710995.82   | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5166                      | CUSIP: 3140X8W45<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4225023 | PA      | $3861440.90   | 0.02%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5141                      | CUSIP: 3140X8WB9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1823179 | PA      | $1607288.35   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5181                      | CUSIP: 3140X8XK8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1410753 | PA      | $1247667.25   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5217                      | CUSIP: 3140X8YP6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2993467 | PA      | $2519053.34   | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5222                      | CUSIP: 3140X8YU5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2853057 | PA      | $2364341.19   | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5265                      | CUSIP: 3140X8Z75<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1403007 | PA      | $1182408.36   | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5244                      | CUSIP: 3140X8ZJ9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3469754 | PA      | $3338961.74   | 0.02%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5259                      | CUSIP: 3140X8ZZ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    204382 | PA      | $194001.79    | 0.00%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6173                      | CUSIP: 3140X92F1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    834050 | PA      | $825372.51    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6285                      | CUSIP: 3140X96X8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    722923 | PA      | $642966.60    | 0.00%             | 2049-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6288                      | CUSIP: 3140X97A7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1106635 | PA      | $1017628.78   | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6293                      | CUSIP: 3140X97F6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4309470 | PA      | $3900913.17   | 0.02%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5431                      | CUSIP: 3140X9A96<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    436242 | PA      | $455502.89    | 0.00%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5412                      | CUSIP: 3140X9AN5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1439240 | PA      | $1379680.86   | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5435                      | CUSIP: 3140X9BD6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    709632 | PA      | $721655.53    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5453                      | CUSIP: 3140X9BX2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    215165 | PA      | $193391.15    | 0.00%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5488                      | CUSIP: 3140X9C29<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2300854 | PA      | $2260655.33   | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5470                      | CUSIP: 3140X9CG8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3605120 | PA      | $3370172.92   | 0.02%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5497                      | CUSIP: 3140X9DB8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1204034 | PA      | $1125566.42   | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5560                      | CUSIP: 3140X9FA8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     15937 | PA      | $16018.50     | 0.00%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5603                      | CUSIP: 3140X9GM1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2669334 | PA      | $2481334.13   | 0.01%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5604                      | CUSIP: 3140X9GN9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    814196 | PA      | $797935.17    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5605                      | CUSIP: 3140X9GP4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6478814 | PA      | $6020489.97   | 0.04%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5664                      | CUSIP: 3140X9JJ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    158812 | PA      | $152628.72    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5667                      | CUSIP: 3140X9JM8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3174784 | PA      | $3071455.15   | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5700                      | CUSIP: 3140X9KN4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2503935 | PA      | $2340752.89   | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5805                      | CUSIP: 3140X9NX9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5208670 | PA      | $4882069.90   | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5806                      | CUSIP: 3140X9NY7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2115580 | PA      | $1965895.15   | 0.01%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5841                      | CUSIP: 3140X9P33<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    757749 | PA      | $759929.27    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5847                      | CUSIP: 3140X9P90<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    533048 | PA      | $449235.53    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5907                      | CUSIP: 3140X9R56<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    436703 | PA      | $408379.14    | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5890                      | CUSIP: 3140X9RL1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2878324 | PA      | $2752826.31   | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5936                      | CUSIP: 3140X9S22<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4089597 | PA      | $3827567.63   | 0.02%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5915                      | CUSIP: 3140X9SD8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    735585 | PA      | $758419.74    | 0.00%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5956                      | CUSIP: 3140X9TN5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     67629 | PA      | $66468.96     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5978                      | CUSIP: 3140X9UC7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2337274 | PA      | $1981463.56   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5982                      | CUSIP: 3140X9UG8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4536947 | PA      | $3834931.93   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5988                      | CUSIP: 3140X9UN3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6857325 | PA      | $5759841.32   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5990                      | CUSIP: 3140X9UQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5782502 | PA      | $5104998.30   | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM5991                      | CUSIP: 3140X9UR4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3360196 | PA      | $2959150.01   | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6038                      | CUSIP: 3140X9V85<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3567754 | PA      | $3464982.13   | 0.02%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6060                      | CUSIP: 3140X9WW1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2043650 | PA      | $1726791.21   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6061                      | CUSIP: 3140X9WX9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    449045 | PA      | $379422.61    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6135                      | CUSIP: 3140X9Y90<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6741004 | PA      | $5681096.00   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6105                      | CUSIP: 3140X9YB5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2426684 | PA      | $2140088.25   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6109                      | CUSIP: 3140X9YF6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4538500 | PA      | $3991148.29   | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6153                      | CUSIP: 3140X9ZT5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2280419 | PA      | $2089880.32   | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7075                      | CUSIP: 3140XA2H4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     57548 | PA      | $56542.08     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7163                      | CUSIP: 3140XA5Z1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    373856 | PA      | $374347.27    | 0.00%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7174                      | CUSIP: 3140XA6L1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1483193 | PA      | $1507550.89   | 0.01%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6339                      | CUSIP: 3140XABH4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2156539 | PA      | $2015997.04   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6367                      | CUSIP: 3140XACD2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    952902 | PA      | $916807.08    | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6468                      | CUSIP: 3140XAFJ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    869667 | PA      | $854201.16    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6521                      | CUSIP: 3140XAG71<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2621625 | PA      | $2450773.24   | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6497                      | CUSIP: 3140XAGF3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1842657 | PA      | $1556961.45   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6527                      | CUSIP: 3140XAHD7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1775555 | PA      | $1805851.53   | 0.01%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6538                      | CUSIP: 3140XAHQ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3168658 | PA      | $2686283.31   | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6574                      | CUSIP: 3140XAJU7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3411481 | PA      | $3000049.76   | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6588                      | CUSIP: 3140XAKA9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7629526 | PA      | $7108464.95   | 0.04%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6595                      | CUSIP: 3140XAKH4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    603071 | PA      | $592534.31    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6606                      | CUSIP: 3140XAKU5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3886236 | PA      | $3632969.01   | 0.02%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6633                      | CUSIP: 3140XALP5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    600632 | PA      | $621264.96    | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6733                      | CUSIP: 3140XAPT3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1412826 | PA      | $1374706.03   | 0.01%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6830                      | CUSIP: 3140XASU7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1670861 | PA      | $1699076.96   | 0.01%             | 2046-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6877                      | CUSIP: 3140XAUB6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    658483 | PA      | $681529.89    | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6880                      | CUSIP: 3140XAUE0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2680259 | PA      | $2662264.38   | 0.02%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6913                      | CUSIP: 3140XAVF6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1493118 | PA      | $1428017.02   | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6997                      | CUSIP: 3140XAX31<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5042873 | PA      | $4264149.65   | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6999                      | CUSIP: 3140XAX56<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6732288 | PA      | $6337722.98   | 0.04%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM6980                      | CUSIP: 3140XAXJ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      7069 | PA      | $6997.31      | 0.00%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7062                      | CUSIP: 3140XAZ47<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10276011 | PA      | $9065605.62   | 0.05%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8004                      | CUSIP: 3140XB3N8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1800128 | PA      | $1829146.96   | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8030                      | CUSIP: 3140XB4Q0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2106194 | PA      | $2021263.42   | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8038                      | CUSIP: 3140XB4Y3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3586675 | PA      | $3273542.86   | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8074                      | CUSIP: 3140XB6L9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    844331 | PA      | $776685.40    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7226                      | CUSIP: 3140XBA42<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1051559 | PA      | $1034501.67   | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7227                      | CUSIP: 3140XBA59<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    900340 | PA      | $885735.03    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7292                      | CUSIP: 3140XBC65<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3281345 | PA      | $3129046.62   | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7337                      | CUSIP: 3140XBEK2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1029417 | PA      | $931502.12    | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7346                      | CUSIP: 3140XBEU0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    524778 | PA      | $479454.18    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7386                      | CUSIP: 3140XBF47<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3028342 | PA      | $2894410.41   | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7380                      | CUSIP: 3140XBFW5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    125531 | PA      | $110784.40    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7409                      | CUSIP: 3140XBGT1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6838438 | PA      | $5932502.82   | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7484                      | CUSIP: 3140XBJ68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4955313 | PA      | $4387115.19   | 0.03%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7467                      | CUSIP: 3140XBJM3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4812674 | PA      | $4503542.43   | 0.03%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7514                      | CUSIP: 3140XBK41<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2484140 | PA      | $2181443.20   | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7504                      | CUSIP: 3140XBKS8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1860728 | PA      | $1774947.19   | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7507                      | CUSIP: 3140XBKV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2216133 | PA      | $1955788.13   | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7550                      | CUSIP: 3140XBL81<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     45558 | PA      | $44717.70     | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7530                      | CUSIP: 3140XBLL2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1856735 | PA      | $1709719.96   | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7542                      | CUSIP: 3140XBLY4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4008393 | PA      | $3681689.49   | 0.02%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7580                      | CUSIP: 3140XBM64<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4495126 | PA      | $4297729.71   | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7556                      | CUSIP: 3140XBME7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3626558 | PA      | $3438970.94   | 0.02%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7558                      | CUSIP: 3140XBMG2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3699323 | PA      | $3510284.11   | 0.02%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7559                      | CUSIP: 3140XBMH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1292186 | PA      | $1163176.72   | 0.01%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7616                      | CUSIP: 3140XBPA2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5486636 | PA      | $5111924.28   | 0.03%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7623                      | CUSIP: 3140XBPH7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5268969 | PA      | $4626935.16   | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7631                      | CUSIP: 3140XBPR5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2777174 | PA      | $2668365.74   | 0.02%             | 2040-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7705                      | CUSIP: 3140XBR36<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1548597 | PA      | $1475753.04   | 0.01%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7743                      | CUSIP: 3140XBS92<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    223285 | PA      | $220235.64    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7721                      | CUSIP: 3140XBSK7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5899218 | PA      | $5204353.08   | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7797                      | CUSIP: 3140XBUX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4670278 | PA      | $4604735.63   | 0.03%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7837                      | CUSIP: 3140XBV72<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3748795 | PA      | $3422679.96   | 0.02%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7827                      | CUSIP: 3140XBVV9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6085499 | PA      | $5561814.75   | 0.03%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7842                      | CUSIP: 3140XBWC0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    135104 | PA      | $131888.47    | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM7920                      | CUSIP: 3140XBYS3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1902701 | PA      | $1760370.96   | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8872                      | CUSIP: 3140XC2E7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    204195 | PA      | $201647.25    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8911                      | CUSIP: 3140XC3V8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4010032 | PA      | $3807622.18   | 0.02%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8932                      | CUSIP: 3140XC4S4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3649593 | PA      | $3632344.14   | 0.02%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8986                      | CUSIP: 3140XC6Y9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3672889 | PA      | $3509659.34   | 0.02%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8991                      | CUSIP: 3140XC7D4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2181636 | PA      | $2090134.17   | 0.01%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8997                      | CUSIP: 3140XC7K8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4990602 | PA      | $4377809.20   | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8104                      | CUSIP: 3140XCAE8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3113125 | PA      | $2817013.91   | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8122                      | CUSIP: 3140XCAY4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4599236 | PA      | $4387206.97   | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8210                      | CUSIP: 3140XCDQ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  15048540 | PA      | $13871113.21  | 0.08%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8247                      | CUSIP: 3140XCEV6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  13792758 | PA      | $12112084.57  | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8288                      | CUSIP: 3140XCF60<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1515553 | PA      | $1449473.84   | 0.01%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8298                      | CUSIP: 3140XCGG7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    486961 | PA      | $480020.58    | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8302                      | CUSIP: 3140XCGL6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     17289 | PA      | $16970.26     | 0.00%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8312                      | CUSIP: 3140XCGW2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2218945 | PA      | $1957577.12   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8336                      | CUSIP: 3140XCHN1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2989613 | PA      | $2625322.56   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8341                      | CUSIP: 3140XCHT8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2729824 | PA      | $2677011.93   | 0.02%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8424                      | CUSIP: 3140XCLE6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1264874 | PA      | $1309042.03   | 0.01%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8477                      | CUSIP: 3140XCM39<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3416400 | PA      | $3132012.81   | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8497                      | CUSIP: 3140XCNP9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5202022 | PA      | $4863004.45   | 0.03%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8541                      | CUSIP: 3140XCP36<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    694387 | PA      | $676364.86    | 0.00%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8583                      | CUSIP: 3140XCRD2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5231258 | PA      | $4932875.69   | 0.03%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8585                      | CUSIP: 3140XCRF7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5218987 | PA      | $4963708.25   | 0.03%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8629                      | CUSIP: 3140XCST6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2208847 | PA      | $1755403.29   | 0.01%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8665                      | CUSIP: 3140XCTX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3242110 | PA      | $3034062.16   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8768                      | CUSIP: 3140XCW61<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3450269 | PA      | $3041707.78   | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8745                      | CUSIP: 3140XCWF1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  22546232 | PA      | $19573468.82  | 0.12%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8800                      | CUSIP: 3140XCX60<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2579275 | PA      | $2355705.15   | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8779                      | CUSIP: 3140XCXH6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8080721 | PA      | $7126372.30   | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8785                      | CUSIP: 3140XCXP8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4927207 | PA      | $4322198.14   | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8787                      | CUSIP: 3140XCXR4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2588098 | PA      | $2270306.97   | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8817                      | CUSIP: 3140XCYP7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7161717 | PA      | $6282334.05   | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8850                      | CUSIP: 3140XCZQ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1890439 | PA      | $1737966.75   | 0.01%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM8851                      | CUSIP: 3140XCZR2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    272585 | PA      | $250367.57    | 0.00%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9774                      | CUSIP: 3140XD2G0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  22515818 | PA      | $19800368.01  | 0.12%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9816                      | CUSIP: 3140XD4A1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1370080 | PA      | $1309191.02   | 0.01%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9846                      | CUSIP: 3140XD5G7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  14235358 | PA      | $12349501.72  | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9867                      | CUSIP: 3140XD6D3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1305043 | PA      | $1150914.58   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9870                      | CUSIP: 3140XD6G6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3535725 | PA      | $3095719.54   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9056                      | CUSIP: 3140XDB21<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5455950 | PA      | $4936996.71   | 0.03%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9043                      | CUSIP: 3140XDBM7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     59233 | PA      | $58197.84     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9093                      | CUSIP: 3140XDC79<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10263318 | PA      | $9505198.48   | 0.06%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9138                      | CUSIP: 3140XDEL6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     34412 | PA      | $33810.75     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9201                      | CUSIP: 3140XDGK6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10464518 | PA      | $9241719.02   | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9209                      | CUSIP: 3140XDGT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1522681 | PA      | $1399260.63   | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9226                      | CUSIP: 3140XDHC3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1747579 | PA      | $1615214.04   | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9257                      | CUSIP: 3140XDJB3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7957101 | PA      | $6922861.29   | 0.04%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9313                      | CUSIP: 3140XDK39<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1321146 | PA      | $1213466.33   | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9314                      | CUSIP: 3140XDK47<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     30247 | PA      | $27734.82     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9318                      | CUSIP: 3140XDK88<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3106145 | PA      | $2903716.26   | 0.02%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9468                      | CUSIP: 3140XDQW9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    331012 | PA      | $291918.81    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9498                      | CUSIP: 3140XDRU2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    511463 | PA      | $520135.63    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9516                      | CUSIP: 3140XDSE7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5194854 | PA      | $4568344.31   | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9578                      | CUSIP: 3140XDUC8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2463967 | PA      | $2072699.77   | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9582                      | CUSIP: 3140XDUG9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    681005 | PA      | $655191.70    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9665                      | CUSIP: 3140XDW36<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4739802 | PA      | $3982699.05   | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9704                      | CUSIP: 3140XDYA8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6418435 | PA      | $5399216.52   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9911                      | CUSIP: 3140XEAM6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     20662 | PA      | $18565.81     | 0.00%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FM9933                      | CUSIP: 3140XEBB9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11077008 | PA      | $10023397.40  | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0777                      | CUSIP: 3140XF2K6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10047491 | PA      | $9302173.82   | 0.05%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0881                      | CUSIP: 3140XF6T3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7172594 | PA      | $6323255.72   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0887                      | CUSIP: 3140XF6Z9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1726363 | PA      | $1578341.07   | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0898                      | CUSIP: 3140XF7L9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3082903 | PA      | $2805081.51   | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0015                      | CUSIP: 3140XFAR2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    218593 | PA      | $214842.29    | 0.00%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0036                      | CUSIP: 3140XFBE0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1787570 | PA      | $1668934.76   | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0039                      | CUSIP: 3140XFBH3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1652301 | PA      | $1525603.22   | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0093                      | CUSIP: 3140XFC74<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2483256 | PA      | $2506696.45   | 0.01%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0149                      | CUSIP: 3140XFEX5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1022361 | PA      | $939033.80    | 0.01%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0216                      | CUSIP: 3140XFG21<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2964092 | PA      | $2770921.22   | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0217                      | CUSIP: 3140XFG39<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7184645 | PA      | $6401903.44   | 0.04%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0222                      | CUSIP: 3140XFG88<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5931230 | PA      | $5084988.02   | 0.03%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0223                      | CUSIP: 3140XFG96<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    398366 | PA      | $387654.02    | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0197                      | CUSIP: 3140XFGF2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8164322 | PA      | $6501065.48   | 0.04%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0208                      | CUSIP: 3140XFGS4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    905197 | PA      | $798291.67    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0212                      | CUSIP: 3140XFGW5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    683282 | PA      | $574566.44    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0287                      | CUSIP: 3140XFJ93<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2347741 | PA      | $1971261.83   | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0316                      | CUSIP: 3140XFK67<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5147667 | PA      | $4416925.61   | 0.03%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0291                      | CUSIP: 3140XFKD2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    836921 | PA      | $705852.40    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0305                      | CUSIP: 3140XFKT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2737204 | PA      | $2348146.46   | 0.01%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0345                      | CUSIP: 3140XFL33<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2440099 | PA      | $2063297.36   | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0322                      | CUSIP: 3140XFLC3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3746564 | PA      | $3511965.81   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0331                      | CUSIP: 3140XFLM1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3243568 | PA      | $2965458.16   | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0361                      | CUSIP: 3140XFMK4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5989979 | PA      | $5271320.30   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0405                      | CUSIP: 3140XFNX5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1915546 | PA      | $1779199.04   | 0.01%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0416                      | CUSIP: 3140XFPA3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4401305 | PA      | $4028054.94   | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0475                      | CUSIP: 3140XFQ53<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1676413 | PA      | $1408634.74   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0497                      | CUSIP: 3140XFRT0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    793481 | PA      | $672190.86    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0524                      | CUSIP: 3140XFSN2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5352777 | PA      | $4843637.37   | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0547                      | CUSIP: 3140XFTD3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    306147 | PA      | $268268.58    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0548                      | CUSIP: 3140XFTE1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4804340 | PA      | $4223426.48   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0584                      | CUSIP: 3140XFUJ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    143468 | PA      | $121000.18    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0610                      | CUSIP: 3140XFVC2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11287113 | PA      | $10540946.76  | 0.06%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0616                      | CUSIP: 3140XFVJ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1055518 | PA      | $943130.62    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0654                      | CUSIP: 3140XFWQ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3436271 | PA      | $3042252.77   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0696                      | CUSIP: 3140XFX22<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3851567 | PA      | $3527344.64   | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0731                      | CUSIP: 3140XFY54<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5265893 | PA      | $4441212.30   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0767                      | CUSIP: 3140XFZ95<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3609293 | PA      | $3063223.55   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0753                      | CUSIP: 3140XFZT1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2975611 | PA      | $2616746.55   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0754                      | CUSIP: 3140XFZU8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1844561 | PA      | $1722621.06   | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1684                      | CUSIP: 3140XG2S7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1974716 | PA      | $1954417.05   | 0.01%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1695                      | CUSIP: 3140XG3D9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6828261 | PA      | $6550406.39   | 0.04%             | 2036-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1701                      | CUSIP: 3140XG3K3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    367759 | PA      | $357655.89    | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1729                      | CUSIP: 3140XG4P1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8541000 | PA      | $7965697.18   | 0.05%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1785                      | CUSIP: 3140XG6X2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2736362 | PA      | $2517155.59   | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0916                      | CUSIP: 3140XGAS8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3975871 | PA      | $3597698.33   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS0977                      | CUSIP: 3140XGCP2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4235152 | PA      | $3886580.02   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1041                      | CUSIP: 3140XGEP0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7390899 | PA      | $7354183.85   | 0.04%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1083                      | CUSIP: 3140XGFZ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9456233 | PA      | $8336478.89   | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1171                      | CUSIP: 3140XGJR1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6673441 | PA      | $6063709.09   | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1173                      | CUSIP: 3140XGJT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3721968 | PA      | $3527119.17   | 0.02%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1282                      | CUSIP: 3140XGM89<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    587810 | PA      | $569982.63    | 0.00%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1275                      | CUSIP: 3140XGMZ9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3034451 | PA      | $2677972.75   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1374                      | CUSIP: 3140XGQ44<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6263102 | PA      | $5667374.79   | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1375                      | CUSIP: 3140XGQ51<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  17846172 | PA      | $14210503.79  | 0.08%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1399                      | CUSIP: 3140XGRV3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  16108880 | PA      | $14742776.43  | 0.09%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1442                      | CUSIP: 3140XGS83<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4851450 | PA      | $4477927.98   | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1538                      | CUSIP: 3140XGV89<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9191083 | PA      | $8397277.50   | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1513                      | CUSIP: 3140XGVF3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1128644 | PA      | $1004758.26   | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1555                      | CUSIP: 3140XGWR6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    397292 | PA      | $377238.25    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1560                      | CUSIP: 3140XGWW5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  41999964 | PA      | $35146808.88  | 0.21%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1575                      | CUSIP: 3140XGXD6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3527202 | PA      | $3369003.94   | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1580                      | CUSIP: 3140XGXJ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2713805 | PA      | $2734332.94   | 0.02%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1610                      | CUSIP: 3140XGYG8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2675496 | PA      | $2554919.87   | 0.02%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2594                      | CUSIP: 3140XH3C9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10970262 | PA      | $9654084.11   | 0.06%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2600                      | CUSIP: 3140XH3J4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3195299 | PA      | $2920329.26   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2604                      | CUSIP: 3140XH3N5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3635011 | PA      | $3703956.61   | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2620                      | CUSIP: 3140XH4E4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3287347 | PA      | $3336343.66   | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2625                      | CUSIP: 3140XH4K0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    904967 | PA      | $762110.44    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2656                      | CUSIP: 3140XH5S2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4960932 | PA      | $4937996.40   | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1815                      | CUSIP: 3140XHAR8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2567890 | PA      | $2550351.21   | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1836                      | CUSIP: 3140XHBE6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5829036 | PA      | $5129685.95   | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1837                      | CUSIP: 3140XHBF3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  24407740 | PA      | $21456492.94  | 0.13%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1873                      | CUSIP: 3140XHCK1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3294833 | PA      | $3025713.20   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1920                      | CUSIP: 3140XHD20<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5799706 | PA      | $5652808.19   | 0.03%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1905                      | CUSIP: 3140XHDK0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10890341 | PA      | $10401899.38  | 0.06%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1968                      | CUSIP: 3140XHFJ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7586407 | PA      | $6626427.82   | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS1972                      | CUSIP: 3140XHFN2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3128060 | PA      | $2808823.56   | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2013                      | CUSIP: 3140XHGX9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1762953 | PA      | $1717198.44   | 0.01%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2014                      | CUSIP: 3140XHGY7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1396489 | PA      | $1358062.87   | 0.01%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2060                      | CUSIP: 3140XHJE8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7533823 | PA      | $7385716.75   | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2099                      | CUSIP: 3140XHKM8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4975951 | PA      | $3951352.39   | 0.02%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2120                      | CUSIP: 3140XHLA3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    756236 | PA      | $739006.37    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2133                      | CUSIP: 3140XHLP0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5253640 | PA      | $5160210.12   | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2134                      | CUSIP: 3140XHLQ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5489960 | PA      | $5202555.57   | 0.03%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2140                      | CUSIP: 3140XHLW5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1539281 | PA      | $1458697.91   | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2179                      | CUSIP: 3140XHM53<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9598512 | PA      | $8080310.67   | 0.05%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2239                      | CUSIP: 3140XHPZ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1383040 | PA      | $1203708.58   | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2321                      | CUSIP: 3140XHSK4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3165205 | PA      | $2761714.27   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2433                      | CUSIP: 3140XHV38<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2434953 | PA      | $2482659.26   | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2444                      | CUSIP: 3140XHWE3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3855240 | PA      | $3807160.19   | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2460                      | CUSIP: 3140XHWW3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8533395 | PA      | $7863059.39   | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2529                      | CUSIP: 3140XHY35<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    678504 | PA      | $539217.08    | 0.00%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2535                      | CUSIP: 3140XHY92<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    563507 | PA      | $490440.42    | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2509                      | CUSIP: 3140XHYF8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5878314 | PA      | $5762752.44   | 0.03%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2516                      | CUSIP: 3140XHYN1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    804094 | PA      | $784265.58    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2560                      | CUSIP: 3140XHZ26<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1363601 | PA      | $1335515.69   | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3535                      | CUSIP: 3140XJ4V2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1729757 | PA      | $1453457.89   | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3561                      | CUSIP: 3140XJ5X7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1416602 | PA      | $1372753.41   | 0.01%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3581                      | CUSIP: 3140XJ6T5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3427957 | PA      | $3602478.81   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2821                      | CUSIP: 3140XJD34<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1475815 | PA      | $1475909.87   | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2894                      | CUSIP: 3140XJGC1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    638366 | PA      | $635614.39    | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2906                      | CUSIP: 3140XJGQ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3748083 | PA      | $3784601.26   | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2928                      | CUSIP: 3140XJHE6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2401313 | PA      | $2397787.73   | 0.01%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2967                      | CUSIP: 3140XJJM6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2430501 | PA      | $2459891.20   | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS2978                      | CUSIP: 3140XJJY0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3966154 | PA      | $3881986.69   | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3015                      | CUSIP: 3140XJK51<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1875557 | PA      | $1753326.71   | 0.01%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3045                      | CUSIP: 3140XJL35<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    932883 | PA      | $949556.51    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3024                      | CUSIP: 3140XJLE1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1400946 | PA      | $1362460.22   | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3040                      | CUSIP: 3140XJLW1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10034647 | PA      | $9164849.98   | 0.05%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3042                      | CUSIP: 3140XJLY7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3478954 | PA      | $3477003.03   | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3142                      | CUSIP: 3140XJP49<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2499285 | PA      | $2460305.08   | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3121                      | CUSIP: 3140XJPF4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1368515 | PA      | $1364326.54   | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3179                      | CUSIP: 3140XJQ97<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  27756219 | PA      | $23235896.61  | 0.14%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3188                      | CUSIP: 3140XJRJ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1891964 | PA      | $1862455.96   | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3191                      | CUSIP: 3140XJRM7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    803276 | PA      | $821991.95    | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3238                      | CUSIP: 3140XJS46<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10571795 | PA      | $8767501.62   | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3245                      | CUSIP: 3140XJTB9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1815485 | PA      | $1860053.07   | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3258                      | CUSIP: 3140XJTQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2922133 | PA      | $3024915.33   | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3339                      | CUSIP: 3140XJV91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  13484651 | PA      | $12778717.38  | 0.08%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3314                      | CUSIP: 3140XJVG5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1731083 | PA      | $1720313.69   | 0.01%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3323                      | CUSIP: 3140XJVR1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2141546 | PA      | $1842699.20   | 0.01%             | 2042-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3327                      | CUSIP: 3140XJVV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     16727 | PA      | $15972.78     | 0.00%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3370                      | CUSIP: 3140XJW82<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3400181 | PA      | $2985862.52   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3360                      | CUSIP: 3140XJWW9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4270311 | PA      | $4405834.86   | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3418                      | CUSIP: 3140XJYQ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9346078 | PA      | $9549632.62   | 0.06%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3437                      | CUSIP: 3140XJZB2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1599281 | PA      | $1668028.06   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4372                      | CUSIP: 3140XK2E9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10958422 | PA      | $9208000.24   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4378                      | CUSIP: 3140XK2L3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3513658 | PA      | $3590526.42   | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4394                      | CUSIP: 3140XK3C2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2189151 | PA      | $2161165.29   | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4406                      | CUSIP: 3140XK3Q1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1444760 | PA      | $1470356.72   | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4461                      | CUSIP: 3140XK5X4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1217307 | PA      | $1237923.65   | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3616                      | CUSIP: 3140XKAS9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5631801 | PA      | $4880437.97   | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3659                      | CUSIP: 3140XKB58<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3594661 | PA      | $3708742.90   | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3689                      | CUSIP: 3140XKC32<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2624926 | PA      | $2714794.49   | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3686                      | CUSIP: 3140XKCY4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1336170 | PA      | $1357755.84   | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3720                      | CUSIP: 3140XKD23<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6781371 | PA      | $6839025.27   | 0.04%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3757                      | CUSIP: 3140XKE71<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6582421 | PA      | $6797494.34   | 0.04%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3791                      | CUSIP: 3140XKF96<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1437109 | PA      | $1520504.98   | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3766                      | CUSIP: 3140XKFG0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1965315 | PA      | $1653845.72   | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3822                      | CUSIP: 3140XKG87<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3910770 | PA      | $4062173.61   | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3805                      | CUSIP: 3140XKGP9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2673683 | PA      | $2773166.04   | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3851                      | CUSIP: 3140XKH52<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5453086 | PA      | $5014497.57   | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3889                      | CUSIP: 3140XKKB5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7040015 | PA      | $5946292.40   | 0.04%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3903                      | CUSIP: 3140XKKR0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4011345 | PA      | $4152439.75   | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3953                      | CUSIP: 3140XKMB3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4591232 | PA      | $4368093.94   | 0.03%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3954                      | CUSIP: 3140XKMC1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5954994 | PA      | $5654410.21   | 0.03%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3990                      | CUSIP: 3140XKNG1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2235975 | PA      | $2263013.24   | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS3995                      | CUSIP: 3140XKNM8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1831185 | PA      | $1913969.27   | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4040                      | CUSIP: 3140XKP20<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1272945 | PA      | $1293508.91   | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4035                      | CUSIP: 3140XKPV6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1904534 | PA      | $1929349.07   | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4038                      | CUSIP: 3140XKPY0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4947516 | PA      | $5032852.76   | 0.03%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4098                      | CUSIP: 3140XKRU6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2757918 | PA      | $2859233.46   | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4138                      | CUSIP: 3140XKS43<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5631022 | PA      | $4951909.95   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4140                      | CUSIP: 3140XKS68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6758121 | PA      | $6218793.59   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4143                      | CUSIP: 3140XKS92<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6295994 | PA      | $6438748.34   | 0.04%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4112                      | CUSIP: 3140XKSA9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3875448 | PA      | $3578280.98   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4135                      | CUSIP: 3140XKSZ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4166645 | PA      | $4220935.30   | 0.02%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4151                      | CUSIP: 3140XKTH3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5998383 | PA      | $5062737.27   | 0.03%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4154                      | CUSIP: 3140XKTL4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3138459 | PA      | $3279637.90   | 0.02%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4158                      | CUSIP: 3140XKTQ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3824640 | PA      | $3744671.09   | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4165                      | CUSIP: 3140XKTX8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2633116 | PA      | $2323785.49   | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4186                      | CUSIP: 3140XKUL2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2899978 | PA      | $2878420.20   | 0.02%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4192                      | CUSIP: 3140XKUS7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6954363 | PA      | $6440665.85   | 0.04%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4236                      | CUSIP: 3140XKV64<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8818498 | PA      | $8109231.40   | 0.05%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4270                      | CUSIP: 3140XKW89<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9738864 | PA      | $8189332.83   | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4313                      | CUSIP: 3140XKYK0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11867871 | PA      | $9987014.95   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5272                      | CUSIP: 3140XL2E7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2440758 | PA      | $2556439.32   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5309                      | CUSIP: 3140XL3T3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1643014 | PA      | $1738487.12   | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5342                      | CUSIP: 3140XL5C8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7214317 | PA      | $7422983.11   | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5374                      | CUSIP: 3140XL6L7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5817979 | PA      | $4932290.45   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5375                      | CUSIP: 3140XL6M5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5016487 | PA      | $4240271.31   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5378                      | CUSIP: 3140XL6Q6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6148040 | PA      | $5173680.24   | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5395                      | CUSIP: 3140XL7H5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5543246 | PA      | $5867088.17   | 0.03%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4653                      | CUSIP: 3140XLE38<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8069577 | PA      | $8247502.32   | 0.05%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4636                      | CUSIP: 3140XLEJ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    982489 | PA      | $1019809.84   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4665                      | CUSIP: 3140XLFF0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2592197 | PA      | $2633809.54   | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4734                      | CUSIP: 3140XLHL5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10693626 | PA      | $9507548.99   | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4767                      | CUSIP: 3140XLJM1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3690116 | PA      | $3258918.98   | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4814                      | CUSIP: 3140XLK49<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2511097 | PA      | $2314623.70   | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4792                      | CUSIP: 3140XLKE7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2283564 | PA      | $2082456.84   | 0.01%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4831                      | CUSIP: 3140XLLM8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2328181 | PA      | $2382525.91   | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4866                      | CUSIP: 3140XLMQ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3073464 | PA      | $3141363.75   | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4910                      | CUSIP: 3140XLN46<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4877789 | PA      | $5021922.12   | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4945                      | CUSIP: 3140XLP77<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4170315 | PA      | $4258537.17   | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4919                      | CUSIP: 3140XLPD4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5166577 | PA      | $4496655.49   | 0.03%             | 2053-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4922                      | CUSIP: 3140XLPG7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3728943 | PA      | $3429026.48   | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4924                      | CUSIP: 3140XLPJ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  17826329 | PA      | $16320148.46  | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4932                      | CUSIP: 3140XLPS1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4003129 | PA      | $4113235.48   | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4954                      | CUSIP: 3140XLQG6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4161266 | PA      | $4251897.00   | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4955                      | CUSIP: 3140XLQH4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2925305 | PA      | $2953364.71   | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS4965                      | CUSIP: 3140XLQT8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1613024 | PA      | $1704738.41   | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5021                      | CUSIP: 3140XLSK5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3357549 | PA      | $2942129.75   | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5022                      | CUSIP: 3140XLSL3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4423250 | PA      | $3855240.87   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5070                      | CUSIP: 3140XLT40<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2771694 | PA      | $2853092.41   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5063                      | CUSIP: 3140XLTV0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3357910 | PA      | $3470774.56   | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5132                      | CUSIP: 3140XLV21<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10540880 | PA      | $9541557.79   | 0.06%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5111                      | CUSIP: 3140XLVD7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3638215 | PA      | $3755952.62   | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5112                      | CUSIP: 3140XLVE5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4969808 | PA      | $5124426.01   | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5117                      | CUSIP: 3140XLVK1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    690081 | PA      | $719768.92    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5119                      | CUSIP: 3140XLVM7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2980397 | PA      | $3104890.43   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5121                      | CUSIP: 3140XLVP0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1788204 | PA      | $1877427.77   | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5122                      | CUSIP: 3140XLVQ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1677433 | PA      | $1762177.73   | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5129                      | CUSIP: 3140XLVX3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  31230837 | PA      | $27386261.58  | 0.16%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5165                      | CUSIP: 3140XLW38<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2541066 | PA      | $2585292.48   | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5170                      | CUSIP: 3140XLW87<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5030732 | PA      | $5128369.55   | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5198                      | CUSIP: 3140XLX45<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2550076 | PA      | $2642960.14   | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5175                      | CUSIP: 3140XLXD5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3738337 | PA      | $3775364.32   | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5186                      | CUSIP: 3140XLXQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6602276 | PA      | $6290683.77   | 0.04%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5229                      | CUSIP: 3140XLY36<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3082380 | PA      | $3155158.92   | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5267                      | CUSIP: 3140XLZ92<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2316415 | PA      | $2404407.51   | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6208                      | CUSIP: 3140XM3S3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2729253 | PA      | $2829516.43   | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6284                      | CUSIP: 3140XM6W1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6251729 | PA      | $5290241.39   | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6293                      | CUSIP: 3140XM7F7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1484976 | PA      | $1549638.92   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5435                      | CUSIP: 3140XMBD7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2214160 | PA      | $2249583.30   | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5513                      | CUSIP: 3140XMDT0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2409190 | PA      | $2515847.17   | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5515                      | CUSIP: 3140XMDV5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3027474 | PA      | $3170963.48   | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5566                      | CUSIP: 3140XMFG6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2147814 | PA      | $2187209.21   | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5597                      | CUSIP: 3140XMGF7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5056892 | PA      | $4644730.75   | 0.03%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5651                      | CUSIP: 3140XMH58<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    531063 | PA      | $563416.23    | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5652                      | CUSIP: 3140XMH66<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10551335 | PA      | $10777385.44  | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5655                      | CUSIP: 3140XMH90<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3598076 | PA      | $3642821.10   | 0.02%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5679                      | CUSIP: 3140XMJZ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5162532 | PA      | $5269907.33   | 0.03%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5689                      | CUSIP: 3140XMKB1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1696345 | PA      | $1738591.86   | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5749                      | CUSIP: 3140XML79<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  19157628 | PA      | $19961033.98  | 0.12%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5738                      | CUSIP: 3140XMLU8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4817558 | PA      | $5007772.01   | 0.03%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5775                      | CUSIP: 3140XMMZ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2355328 | PA      | $2453711.69   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5784                      | CUSIP: 3140XMNA0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2682174 | PA      | $2807621.69   | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5787                      | CUSIP: 3140XMND4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2075908 | PA      | $2174297.06   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5887                      | CUSIP: 3140XMRH1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6035095 | PA      | $5080520.59   | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5918                      | CUSIP: 3140XMSG2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1952539 | PA      | $2019996.95   | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5952                      | CUSIP: 3140XMTJ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2393931 | PA      | $2517328.88   | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5983                      | CUSIP: 3140XMUH7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12298398 | PA      | $10788285.18  | 0.06%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5989                      | CUSIP: 3140XMUP9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1091973 | PA      | $916866.60    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS5996                      | CUSIP: 3140XMUW4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  14214972 | PA      | $14631056.09  | 0.09%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6076                      | CUSIP: 3140XMXE1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4247176 | PA      | $4032796.10   | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6141                      | CUSIP: 3140XMZF6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4506306 | PA      | $3780867.31   | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6150                      | CUSIP: 3140XMZQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3171474 | PA      | $3241946.38   | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6154                      | CUSIP: 3140XMZU3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4498620 | PA      | $4709418.59   | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7147                      | CUSIP: 3140XN5H3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2837286 | PA      | $2502196.96   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7158                      | CUSIP: 3140XN5U4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7608495 | PA      | $6058472.83   | 0.04%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7168                      | CUSIP: 3140XN6E9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2046170 | PA      | $2184481.74   | 0.01%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6300                      | CUSIP: 3140XNAA2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1556968 | PA      | $1422984.34   | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6312                      | CUSIP: 3140XNAN4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4143707 | PA      | $4424957.03   | 0.03%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6319                      | CUSIP: 3140XNAV6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7162613 | PA      | $5687758.75   | 0.03%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6459                      | CUSIP: 3140XNE91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4938401 | PA      | $5149311.68   | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6460                      | CUSIP: 3140XNFA7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2260385 | PA      | $2355509.01   | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6479                      | CUSIP: 3140XNFV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  16397333 | PA      | $14225064.95  | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6508                      | CUSIP: 3140XNGS7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2130215 | PA      | $2241089.74   | 0.01%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6572                      | CUSIP: 3140XNJS4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4178639 | PA      | $4410680.54   | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6598                      | CUSIP: 3140XNKL7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7652843 | PA      | $7216337.20   | 0.04%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6610                      | CUSIP: 3140XNKY9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1750600 | PA      | $1821552.26   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6659                      | CUSIP: 3140XNMH4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2089416 | PA      | $2150585.35   | 0.01%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6740                      | CUSIP: 3140XNP24<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4018500 | PA      | $3988117.31   | 0.02%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6773                      | CUSIP: 3140XNQ31<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4976643 | PA      | $5316151.29   | 0.03%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6939                      | CUSIP: 3140XNV92<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2717300 | PA      | $2629642.70   | 0.02%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6925                      | CUSIP: 3140XNVT8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  22148400 | PA      | $19241934.37  | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS6931                      | CUSIP: 3140XNVZ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6235041 | PA      | $6376413.45   | 0.04%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7040                      | CUSIP: 3140XNZE7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3086257 | PA      | $3274274.81   | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8008                      | CUSIP: 3140XP3S6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3186786 | PA      | $3252818.53   | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8053                      | CUSIP: 3140XP5P0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5638826 | PA      | $5731682.18   | 0.03%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8068                      | CUSIP: 3140XP6E4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3175920 | PA      | $3239742.50   | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7214                      | CUSIP: 3140XPAQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1571648 | PA      | $1644679.67   | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7242                      | CUSIP: 3140XPBL2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4078467 | PA      | $3596792.32   | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7252                      | CUSIP: 3140XPBW8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1587451 | PA      | $1601190.01   | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7274                      | CUSIP: 3140XPCL1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3808502 | PA      | $3835036.45   | 0.02%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7326                      | CUSIP: 3140XPD89<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    950546 | PA      | $921123.30    | 0.01%             | 2038-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7429                      | CUSIP: 3140XPHF9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2018138 | PA      | $2093380.48   | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7430                      | CUSIP: 3140XPHG7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6166819 | PA      | $5886377.46   | 0.03%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7468                      | CUSIP: 3140XPJN0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2552566 | PA      | $2638161.47   | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7506                      | CUSIP: 3140XPKU2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3339044 | PA      | $3447100.18   | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7555                      | CUSIP: 3140XPMD8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2956500 | PA      | $3024915.31   | 0.02%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7615                      | CUSIP: 3140XPN96<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8982008 | PA      | $8861568.71   | 0.05%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7640                      | CUSIP: 3140XPP29<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2262274 | PA      | $2352529.60   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7629                      | CUSIP: 3140XPPP8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2214986 | PA      | $2282513.05   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7635                      | CUSIP: 3140XPPV5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3713245 | PA      | $3651850.86   | 0.02%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7683                      | CUSIP: 3140XPRD3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    996765 | PA      | $1017284.62   | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7742                      | CUSIP: 3140XPS83<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5354904 | PA      | $5455821.17   | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7864                      | CUSIP: 3140XPW21<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1323732 | PA      | $1378934.18   | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7878                      | CUSIP: 3140XPXG9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2707054 | PA      | $2820975.69   | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7879                      | CUSIP: 3140XPXH7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  16107614 | PA      | $13963659.59  | 0.08%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS7940                      | CUSIP: 3140XPZE2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11126039 | PA      | $11210199.39  | 0.07%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8894                      | CUSIP: 3140XQ3C9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10106974 | PA      | $9306709.69   | 0.05%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8925                      | CUSIP: 3140XQ4K0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2644267 | PA      | $2732422.95   | 0.02%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8928                      | CUSIP: 3140XQ4N4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5599325 | PA      | $5810606.29   | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8130                      | CUSIP: 3140XQA80<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3664500 | PA      | $3782802.14   | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8162                      | CUSIP: 3140XQB89<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6364678 | PA      | $6600303.71   | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8163                      | CUSIP: 3140XQB97<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5634430 | PA      | $5892674.84   | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8136                      | CUSIP: 3140XQBE6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  15051199 | PA      | $15461187.59  | 0.09%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8142                      | CUSIP: 3140XQBL0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10170905 | PA      | $10362583.96  | 0.06%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8151                      | CUSIP: 3140XQBV8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3151674 | PA      | $3289231.41   | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8164                      | CUSIP: 3140XQCA3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10453244 | PA      | $10909483.69  | 0.06%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8221                      | CUSIP: 3140XQD38<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4431454 | PA      | $4606865.88   | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8231                      | CUSIP: 3140XQED5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3731156 | PA      | $3919692.41   | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8268                      | CUSIP: 3140XQFJ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1782643 | PA      | $1844376.13   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8305                      | CUSIP: 3140XQGP6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12254112 | PA      | $11348938.57  | 0.07%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8443                      | CUSIP: 3140XQLZ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3891133 | PA      | $4056100.29   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8453                      | CUSIP: 3140XQMB0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6163712 | PA      | $6337657.30   | 0.04%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8487                      | CUSIP: 3140XQND5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5447069 | PA      | $5430397.64   | 0.03%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8546                      | CUSIP: 3140XQP84<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1217863 | PA      | $1279347.88   | 0.01%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8565                      | CUSIP: 3140XQQT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2454916 | PA      | $2541840.37   | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8675                      | CUSIP: 3140XQT98<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2733563 | PA      | $2885358.81   | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8680                      | CUSIP: 3140XQUE5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1219950 | PA      | $1183713.21   | 0.01%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8694                      | CUSIP: 3140XQUU9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8576897 | PA      | $8224378.88   | 0.05%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8697                      | CUSIP: 3140XQUX3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9032825 | PA      | $8937109.79   | 0.05%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8743                      | CUSIP: 3140XQWD5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11428589 | PA      | $10994577.57  | 0.06%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8744                      | CUSIP: 3140XQWE3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  17342637 | PA      | $14561606.06  | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8763                      | CUSIP: 3140XQWZ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3374460 | PA      | $3492742.00   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS8806                      | CUSIP: 3140XQYC5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6689852 | PA      | $6897460.27   | 0.04%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS9801                      | CUSIP: 3140XR3K9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11105566 | PA      | $11328740.82  | 0.07%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS9816                      | CUSIP: 3140XR4A0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4405700 | PA      | $4628882.73   | 0.03%             | 2054-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS9120                      | CUSIP: 3140XRD28<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1684417 | PA      | $1792296.70   | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS9163                      | CUSIP: 3140XRFD2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9723928 | PA      | $9288740.43   | 0.05%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS9204                      | CUSIP: 3140XRGN9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  13782140 | PA      | $14322431.71  | 0.08%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS9385                      | CUSIP: 3140XRNB7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4883079 | PA      | $4966577.27   | 0.03%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS9403                      | CUSIP: 3140XRNV3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4898553 | PA      | $5070257.43   | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS9421                      | CUSIP: 3140XRPF6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2048500 | PA      | $1941899.17   | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS9526                      | CUSIP: 3140XRSQ9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1779299 | PA      | $1811379.34   | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS9606                      | CUSIP: 3140XRU86<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7945553 | PA      | $7846461.03   | 0.05%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS9618                      | CUSIP: 3140XRVL6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1659611 | PA      | $1501753.90   | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FS9655                      | CUSIP: 3140XRWR2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10105135 | PA      | $10314521.95  | 0.06%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FP0060                      | CUSIP: 3140XTB67<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  20458712 | PA      | $17748405.53  | 0.10%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FP0042                      | CUSIP: 3140XTBL4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6631032 | PA      | $5555259.65   | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN FP0051                      | CUSIP: 3140XTBV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11041871 | PA      | $9291922.09   | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CC0852                      | CUSIP: 3140Y65N6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7097457 | PA      | $7318268.36   | 0.04%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CC0892                      | CUSIP: 3140Y67E4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6878606 | PA      | $7265413.73   | 0.04%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CC0137                      | CUSIP: 3140Y6EK2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5176705 | PA      | $5457294.59   | 0.03%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CC0217                      | CUSIP: 3140Y6G38<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6425777 | PA      | $6645993.05   | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CC0261                      | CUSIP: 3140Y6JF8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  16535667 | PA      | $17236710.10  | 0.10%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CC0262                      | CUSIP: 3140Y6JG6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  15736696 | PA      | $16398947.87  | 0.10%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CC0264                      | CUSIP: 3140Y6JJ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7037077 | PA      | $7320025.40   | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CC0405                      | CUSIP: 3140Y6NX4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10302152 | PA      | $10771114.58  | 0.06%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CC0701                      | CUSIP: 3140Y6X70<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9323441 | PA      | $9639728.03   | 0.06%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CC0732                      | CUSIP: 3140Y6Y61<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9401297 | PA      | $9932812.44   | 0.06%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CC0714                      | CUSIP: 3140Y6YL8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7779304 | PA      | $8060225.34   | 0.05%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CC0716                      | CUSIP: 3140Y6YN4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3505908 | PA      | $3682207.80   | 0.02%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CC1228                      | CUSIP: 3140Y7LJ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6465945 | PA      | $6616594.75   | 0.04%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN CC1825                      | CUSIP: 3140Y8A30<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  19774902 | PA      | $20100539.30  | 0.12%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 888275                      | CUSIP: 31410F2G9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     51520 | PA      | $53691.21     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 888276                      | CUSIP: 31410F2H7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     69891 | PA      | $73089.00     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 888366                      | CUSIP: 31410F6B6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    122321 | PA      | $132668.39    | 0.00%             | 2037-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 887624                      | CUSIP: 31410FD51<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2164 | PA      | $2290.83      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 888029                      | CUSIP: 31410FSS5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    157889 | PA      | $167187.27    | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 888268                      | CUSIP: 31410FZ99<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    204740 | PA      | $216856.98    | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 888450                      | CUSIP: 31410GBT9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    172402 | PA      | $178860.01    | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 888566                      | CUSIP: 31410GFF5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    192897 | PA      | $201670.46    | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 889307                      | CUSIP: 31410KAG9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     31229 | PA      | $32028.10     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 889455                      | CUSIP: 31410KE42<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     14670 | PA      | $15576.28     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 889493                      | CUSIP: 31410KGA6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     50327 | PA      | $53432.13     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 889505                      | CUSIP: 31410KGN8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     47214 | PA      | $49917.90     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 889579                      | CUSIP: 31410KJY1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    452265 | PA      | $480311.38    | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 889633                      | CUSIP: 31410KLN2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     42688 | PA      | $44607.94     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 889745                      | CUSIP: 31410KP65<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    131204 | PA      | $136611.17    | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 889983                      | CUSIP: 31410KXL3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    175861 | PA      | $186710.41    | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 890226                      | CUSIP: 31410LA36<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    141371 | PA      | $143734.06    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 890230                      | CUSIP: 31410LA77<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     78874 | PA      | $81626.55     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 890247                      | CUSIP: 31410LBQ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     57304 | PA      | $60791.22     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 890514                      | CUSIP: 31410LK35<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    428864 | PA      | $426316.04    | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 890517                      | CUSIP: 31410LK68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     40002 | PA      | $42512.91     | 0.00%             | 2040-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 890565                      | CUSIP: 31410LMN9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    428244 | PA      | $402358.24    | 0.00%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 890604                      | CUSIP: 31410LNV0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    121093 | PA      | $123076.66    | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 890707                      | CUSIP: 31410LR46<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1928269 | PA      | $1883408.09   | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 890755                      | CUSIP: 31410LTL6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    143216 | PA      | $138159.61    | 0.00%             | 2031-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 890765                      | CUSIP: 31410LTW2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    986227 | PA      | $946235.49    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 890789                      | CUSIP: 31410LUN0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     19440 | PA      | $19087.67     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 890833                      | CUSIP: 31410LV25<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    190080 | PA      | $181792.30    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 893511                      | CUSIP: 31410PVC4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      6464 | PA      | $6839.18      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 908775                      | CUSIP: 31411HT83<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2099 | PA      | $2228.22      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 915091                      | CUSIP: 31411UUQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1854 | PA      | $1943.21      | 0.00%             | 2037-04-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 928147                      | CUSIP: 31412LEU0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     14816 | PA      | $15703.22     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 929009                      | CUSIP: 31412MDN5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      8516 | PA      | $9042.85      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 931790                      | CUSIP: 31412QF79<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     79459 | PA      | $80784.49     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 931801                      | CUSIP: 31412QGJ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     10254 | PA      | $10603.64     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 932135                      | CUSIP: 31412QSY6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    135855 | PA      | $140517.52    | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 932279                      | CUSIP: 31412QXG9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     61956 | PA      | $64071.01     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 932864                      | CUSIP: 31412RMM6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    425755 | PA      | $424346.71    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 933313                      | CUSIP: 31412SK20<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1081 | PA      | $1125.73      | 0.00%             | 2038-03-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 938805                      | CUSIP: 31412YNW8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      3708 | PA      | $3912.41      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 942980                      | CUSIP: 31413ECR4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1011 | PA      | $1074.09      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 952436                      | CUSIP: 31413QSZ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      3671 | PA      | $3775.86      | 0.00%             | 2037-09-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 955770                      | CUSIP: 31413UJP5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     39011 | PA      | $41461.47     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 964874                      | CUSIP: 31414FMX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      9468 | PA      | $10081.23     | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 984281                      | CUSIP: 31415MM69<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    106226 | PA      | $112801.89    | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 990741                      | CUSIP: 31415VS63<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2663 | PA      | $2830.78      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 993076                      | CUSIP: 31415YFR5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      4373 | PA      | $4653.52      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 995515                      | CUSIP: 31416B3Y2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     29543 | PA      | $30036.78     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 995049                      | CUSIP: 31416BL63<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    214891 | PA      | $224613.84    | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 995050                      | CUSIP: 31416BL71<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    245214 | PA      | $259424.07    | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 995023                      | CUSIP: 31416BLC0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    504225 | PA      | $526899.59    | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 995112                      | CUSIP: 31416BN53<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    140454 | PA      | $146544.91    | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 995196                      | CUSIP: 31416BRR1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    215840 | PA      | $228855.66    | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 995246                      | CUSIP: 31416BTB4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     47366 | PA      | $48785.40     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 995672                      | CUSIP: 31416CCH7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    598128 | PA      | $608111.59    | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 995674                      | CUSIP: 31416CCK0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     54490 | PA      | $57839.81     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 995685                      | CUSIP: 31416CCW4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    121722 | PA      | $125761.85    | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN 995737                      | CUSIP: 31416CEJ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    344971 | PA      | $355313.21    | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AA0466                      | CUSIP: 31416HQU2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    124889 | PA      | $127018.36    | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AA7681                      | CUSIP: 31416RRB1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    225980 | PA      | $229753.83    | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AA7720                      | CUSIP: 31416RSJ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    185293 | PA      | $184863.61    | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AA8621                      | CUSIP: 31416SSK8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     54782 | PA      | $55700.80     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AA8635                      | CUSIP: 31416SSZ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    773280 | PA      | $786200.09    | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB1109                      | CUSIP: 31416WGT3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       262 | PA      | $266.14       | 0.00%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB1149                      | CUSIP: 31416WH39<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    162830 | PA      | $168527.68    | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB1355                      | CUSIP: 31416WQH8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    124852 | PA      | $129201.48    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB1475                      | CUSIP: 31416WT93<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     81502 | PA      | $82882.36     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB1500                      | CUSIP: 31416WU26<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1437591 | PA      | $1433207.50   | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB1614                      | CUSIP: 31416WYL0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    632736 | PA      | $631186.99    | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB1845                      | CUSIP: 31416XBP4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     42774 | PA      | $42636.53     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB2077                      | CUSIP: 31416XJX9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    387803 | PA      | $386796.25    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB2801                      | CUSIP: 31416YDF2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       367 | PA      | $366.39       | 0.00%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB3313                      | CUSIP: 31416YVF2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     42447 | PA      | $43173.54     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB3395                      | CUSIP: 31416YXZ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    143180 | PA      | $145625.80    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB3407                      | CUSIP: 31416YYD4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2389 | PA      | $2381.10      | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB3737                      | CUSIP: 31417AEK1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    556643 | PA      | $539451.82    | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB3936                      | CUSIP: 31417ALS6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     40570 | PA      | $39358.02     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB4102                      | CUSIP: 31417ARY7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    292843 | PA      | $283972.04    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB5357                      | CUSIP: 31417B5T0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     73947 | PA      | $73263.98     | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB4609                      | CUSIP: 31417BDP9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    362795 | PA      | $360783.90    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB4686                      | CUSIP: 31417BF44<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    369439 | PA      | $358410.41    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB4689                      | CUSIP: 31417BF77<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     38510 | PA      | $37289.32     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB4680                      | CUSIP: 31417BFW2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     24062 | PA      | $23378.11     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB4681                      | CUSIP: 31417BFX0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    134226 | PA      | $130261.68    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB4742                      | CUSIP: 31417BHU4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    372734 | PA      | $350903.94    | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB4937                      | CUSIP: 31417BPX9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    442069 | PA      | $428715.82    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB5051                      | CUSIP: 31417BTH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     16159 | PA      | $16094.81     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB5178                      | CUSIP: 31417BXG7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4794333 | PA      | $4661687.68   | 0.03%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB6208                      | CUSIP: 31417C3S2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    275717 | PA      | $259072.10    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB5461                      | CUSIP: 31417CB79<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     58427 | PA      | $54993.79     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB5504                      | CUSIP: 31417CDJ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2022113 | PA      | $1966484.89   | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB5665                      | CUSIP: 31417CJK2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     44001 | PA      | $42630.58     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB5670                      | CUSIP: 31417CJQ9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1203366 | PA      | $1164565.66   | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB5937                      | CUSIP: 31417CS30<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    899915 | PA      | $870304.22    | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB6012                      | CUSIP: 31417CVE2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    194621 | PA      | $182821.50    | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB7076                      | CUSIP: 31417D2J1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1546847 | PA      | $1454045.49   | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB7077                      | CUSIP: 31417D2K8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     83293 | PA      | $78288.13     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB7099                      | CUSIP: 31417D3H4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    147558 | PA      | $138656.07    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB6489                      | CUSIP: 31417DF73<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    410923 | PA      | $386749.30    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB6649                      | CUSIP: 31417DL76<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     33035 | PA      | $32677.39     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB6785                      | CUSIP: 31417DRF2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     32561 | PA      | $32196.15     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB6840                      | CUSIP: 31417DS61<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     32911 | PA      | $32542.56     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB6835                      | CUSIP: 31417DSZ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    576234 | PA      | $557307.91    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB6849                      | CUSIP: 31417DTF0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    127059 | PA      | $119390.82    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB6902                      | CUSIP: 31417DU43<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     95574 | PA      | $90155.67     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB7040                      | CUSIP: 31417DZE6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     39928 | PA      | $39480.40     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB7059                      | CUSIP: 31417DZZ9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    224946 | PA      | $204748.97    | 0.00%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB7272                      | CUSIP: 31417ECJ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    310501 | PA      | $292158.18    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB7273                      | CUSIP: 31417ECK5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    439460 | PA      | $413654.90    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB7365                      | CUSIP: 31417EFF3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    237709 | PA      | $223127.14    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB7375                      | CUSIP: 31417EFR7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     44303 | PA      | $43790.76     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB7408                      | CUSIP: 31417EGS4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    139944 | PA      | $131362.90    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB7448                      | CUSIP: 31417EH20<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     78619 | PA      | $77709.79     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB7473                      | CUSIP: 31417EJT9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    193525 | PA      | $181747.18    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB7575                      | CUSIP: 31417EMZ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    607416 | PA      | $570254.27    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB7728                      | CUSIP: 31417ESS1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    689074 | PA      | $626457.26    | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB7733                      | CUSIP: 31417ESX0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2084347 | PA      | $1956725.31   | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB7937                      | CUSIP: 31417EZB0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     96324 | PA      | $90395.80     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB8896                      | CUSIP: 31417F3E6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    158595 | PA      | $148874.19    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB8925                      | CUSIP: 31417F4K1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    222143 | PA      | $208736.75    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB8997                      | CUSIP: 31417F7K8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     20005 | PA      | $19752.71     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB8146                      | CUSIP: 31417FBQ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     17006 | PA      | $17514.34     | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB8444                      | CUSIP: 31417FL22<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     12177 | PA      | $12031.89     | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB9839                      | CUSIP: 31417G4Z6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    726390 | PA      | $701154.76    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB9171                      | CUSIP: 31417GFM3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     57447 | PA      | $56723.39     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB9571                      | CUSIP: 31417GT55<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    532547 | PA      | $514332.03    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AB9663                      | CUSIP: 31417GWZ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    688757 | PA      | $645195.25    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AC1591                      | CUSIP: 31417KXV4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     29677 | PA      | $31146.94     | 0.00%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AC2953                      | CUSIP: 31417MH71<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    110818 | PA      | $112670.30    | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AC3014                      | CUSIP: 31417MK44<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      4652 | PA      | $4860.37      | 0.00%             | 2039-10-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AC8512                      | CUSIP: 31417VN66<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    818007 | PA      | $831787.76    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AC8568                      | CUSIP: 31417VQW6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    575495 | PA      | $585201.35    | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AC8616                      | CUSIP: 31417VSE4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       206 | PA      | $216.39       | 0.00%             | 2040-01-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AC9290                      | CUSIP: 31417WKC4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    157861 | PA      | $163487.89    | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AC9564                      | CUSIP: 31417WTW1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    168045 | PA      | $170868.53    | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AC9580                      | CUSIP: 31417WUE9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    145985 | PA      | $148446.75    | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA0791                      | CUSIP: 31417Y2Z9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    165463 | PA      | $171290.70    | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA0821                      | CUSIP: 31417Y4F1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     68045 | PA      | $69208.95     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA0844                      | CUSIP: 31417Y5E3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     76128 | PA      | $76868.91     | 0.00%             | 2031-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA0848                      | CUSIP: 31417Y5J2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1045 | PA      | $1041.52      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA0005                      | CUSIP: 31417YAF4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2800 | PA      | $2811.69      | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA0022                      | CUSIP: 31417YAY3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      6426 | PA      | $6452.09      | 0.00%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA0115                      | CUSIP: 31417YDV6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    133168 | PA      | $133791.70    | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA0200                      | CUSIP: 31417YGJ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    116400 | PA      | $116996.57    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA0428                      | CUSIP: 31417YPN1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     44877 | PA      | $45187.63     | 0.00%             | 2030-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA0511                      | CUSIP: 31417YR90<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     93685 | PA      | $94375.21     | 0.00%             | 2030-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA0500                      | CUSIP: 31417YRW9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     56366 | PA      | $58333.20     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA0561                      | CUSIP: 31417YTT4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     36538 | PA      | $36424.41     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA0606                      | CUSIP: 31417YU88<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     67390 | PA      | $67917.62     | 0.00%             | 2030-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA0614                      | CUSIP: 31417YVG9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    259052 | PA      | $258145.19    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA0665                      | CUSIP: 31417YW37<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    104942 | PA      | $104608.80    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA0698                      | CUSIP: 31417YX44<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       848 | PA      | $845.38       | 0.00%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA0706                      | CUSIP: 31417YYC5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     42541 | PA      | $42901.77     | 0.00%             | 2031-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1027                      | CUSIP: 31418AD96<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    476655 | PA      | $461922.00    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1010                      | CUSIP: 31418ADQ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    276494 | PA      | $274498.29    | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1015                      | CUSIP: 31418ADV7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    243899 | PA      | $230008.91    | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1016                      | CUSIP: 31418ADW5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     24746 | PA      | $24627.70     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1059                      | CUSIP: 31418AE95<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    329022 | PA      | $326605.03    | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1028                      | CUSIP: 31418AEA2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    187434 | PA      | $186516.04    | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1029                      | CUSIP: 31418AEB0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    698915 | PA      | $693868.71    | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1037                      | CUSIP: 31418AEK0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    338278 | PA      | $331789.72    | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1084                      | CUSIP: 31418AF29<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    574405 | PA      | $570149.40    | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1083                      | CUSIP: 31418AFZ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    249285 | PA      | $244450.19    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1106                      | CUSIP: 31418AGQ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    134733 | PA      | $132088.11    | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1112                      | CUSIP: 31418AGW2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    139704 | PA      | $138866.25    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1132                      | CUSIP: 31418AHJ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    302285 | PA      | $284370.30    | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1138                      | CUSIP: 31418AHQ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    443700 | PA      | $440357.55    | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1141                      | CUSIP: 31418AHT8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    385217 | PA      | $377578.06    | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1165                      | CUSIP: 31418AJK5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3166339 | PA      | $3102199.86   | 0.02%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1175                      | CUSIP: 31418AJV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    520465 | PA      | $489829.17    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1200                      | CUSIP: 31418AKN7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1139036 | PA      | $1115967.02   | 0.01%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1201                      | CUSIP: 31418AKP2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    568469 | PA      | $564116.97    | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1208                      | CUSIP: 31418AKW7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    924205 | PA      | $869573.83    | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1210                      | CUSIP: 31418AKY3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     90120 | PA      | $89178.52     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1237                      | CUSIP: 31418ALT3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    221959 | PA      | $217314.67    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1240                      | CUSIP: 31418ALW6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     36630 | PA      | $36219.10     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1273                      | CUSIP: 31418AMX3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    121456 | PA      | $117503.71    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1275                      | CUSIP: 31418AMZ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1260909 | PA      | $1234255.48   | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1308                      | CUSIP: 31418AN20<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     65695 | PA      | $64934.80     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1307                      | CUSIP: 31418ANZ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    583710 | PA      | $571245.50    | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1366                      | CUSIP: 31418AQU5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    400649 | PA      | $392011.53    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1401                      | CUSIP: 31418ARX8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    801324 | PA      | $783875.22    | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1459                      | CUSIP: 31418ATR9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1801928 | PA      | $1761887.70   | 0.01%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1490                      | CUSIP: 31418AUQ9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    844783 | PA      | $825837.72    | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1527                      | CUSIP: 31418AVV7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    646442 | PA      | $631817.32    | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1561                      | CUSIP: 31418AWX2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    416638 | PA      | $407100.46    | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2578                      | CUSIP: 31418B2L9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    433718 | PA      | $414807.58    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2609                      | CUSIP: 31418B3T1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    498868 | PA      | $477116.46    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2642                      | CUSIP: 31418B5C6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1090371 | PA      | $1042830.28   | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2643                      | CUSIP: 31418B5D4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4066679 | PA      | $3967078.11   | 0.02%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2670                      | CUSIP: 31418B6G6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3378330 | PA      | $3128783.57   | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2671                      | CUSIP: 31418B6H4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    567769 | PA      | $543013.71    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1961                      | CUSIP: 31418BFB7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    109470 | PA      | $108176.49    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA1980                      | CUSIP: 31418BFW1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    278217 | PA      | $267717.87    | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2045                      | CUSIP: 31418BHX7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    594986 | PA      | $572142.32    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2145                      | CUSIP: 31418BL38<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1179550 | PA      | $1168846.19   | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2149                      | CUSIP: 31418BL79<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    146732 | PA      | $144833.91    | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2125                      | CUSIP: 31418BLF1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    157620 | PA      | $151540.11    | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2136                      | CUSIP: 31418BLS3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    557002 | PA      | $535401.38    | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2197                      | CUSIP: 31418BNP7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    200835 | PA      | $195253.75    | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2320                      | CUSIP: 31418BSJ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    481554 | PA      | $467813.79    | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2387                      | CUSIP: 31418BUM6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    341063 | PA      | $327415.31    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2414                      | CUSIP: 31418BVG8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    927432 | PA      | $889906.14    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2415                      | CUSIP: 31418BVH6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    342770 | PA      | $339289.77    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2417                      | CUSIP: 31418BVK9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    636146 | PA      | $632861.53    | 0.00%             | 2035-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2425                      | CUSIP: 31418BVT0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    394011 | PA      | $388394.81    | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2458                      | CUSIP: 31418BWU6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    497365 | PA      | $492221.75    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2472                      | CUSIP: 31418BXA9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    532594 | PA      | $516534.69    | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2473                      | CUSIP: 31418BXB7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    488915 | PA      | $486238.12    | 0.00%             | 2035-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2474                      | CUSIP: 31418BXC5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    117126 | PA      | $115422.34    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2484                      | CUSIP: 31418BXN1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    811571 | PA      | $803282.35    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2495                      | CUSIP: 31418BXZ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1247440 | PA      | $1195889.01   | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2510                      | CUSIP: 31418BYG5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     78066 | PA      | $76276.55     | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2523                      | CUSIP: 31418BYV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2319846 | PA      | $2247306.81   | 0.01%             | 2036-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2560                      | CUSIP: 31418BZ25<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    182638 | PA      | $181524.17    | 0.00%             | 2036-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2561                      | CUSIP: 31418BZ33<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    459704 | PA      | $452751.27    | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2542                      | CUSIP: 31418BZG4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    238010 | PA      | $220648.78    | 0.00%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2549                      | CUSIP: 31418BZP4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    890475 | PA      | $853187.10    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2559                      | CUSIP: 31418BZZ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    216440 | PA      | $200301.95    | 0.00%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3495                      | CUSIP: 31418C3D4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    934122 | PA      | $917509.25    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3518                      | CUSIP: 31418C4C5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    136493 | PA      | $137870.81    | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3521                      | CUSIP: 31418C4F8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3140485 | PA      | $3084635.23   | 0.02%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3536                      | CUSIP: 31418C4W1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    634116 | PA      | $622838.87    | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3544                      | CUSIP: 31418C5E0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    280195 | PA      | $281953.93    | 0.00%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3592                      | CUSIP: 31418C7E8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     31627 | PA      | $31054.28     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3594                      | CUSIP: 31418C7G3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    481291 | PA      | $493427.54    | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2705                      | CUSIP: 31418CAF1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2301922 | PA      | $2131886.29   | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2738                      | CUSIP: 31418CBG8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    494079 | PA      | $481206.41    | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2747                      | CUSIP: 31418CBR4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    176988 | PA      | $169215.96    | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2771                      | CUSIP: 31418CCH5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4449186 | PA      | $4120538.12   | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2773                      | CUSIP: 31418CCK8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1903101 | PA      | $1850542.86   | 0.01%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2775                      | CUSIP: 31418CCM4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    915048 | PA      | $890359.56    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2781                      | CUSIP: 31418CCT9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1028187 | PA      | $914467.49    | 0.01%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2802                      | CUSIP: 31418CDG6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    805408 | PA      | $774885.39    | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2803                      | CUSIP: 31418CDH4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3563653 | PA      | $3466303.01   | 0.02%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2806                      | CUSIP: 31418CDL5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2717457 | PA      | $2516726.56   | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2807                      | CUSIP: 31418CDM3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    235248 | PA      | $224917.71    | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2817                      | CUSIP: 31418CDX9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    330511 | PA      | $312339.99    | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2831                      | CUSIP: 31418CED2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     82767 | PA      | $81336.18     | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2832                      | CUSIP: 31418CEE0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3398218 | PA      | $3304370.13   | 0.02%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2833                      | CUSIP: 31418CEF7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7096936 | PA      | $6570489.61   | 0.04%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2834                      | CUSIP: 31418CEG5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1140815 | PA      | $1090718.21   | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2835                      | CUSIP: 31418CEH3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    299931 | PA      | $296097.11    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2841                      | CUSIP: 31418CEP5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    675540 | PA      | $637913.28    | 0.00%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2866                      | CUSIP: 31418CFG4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1554134 | PA      | $1510242.51   | 0.01%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2868                      | CUSIP: 31418CFJ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1286913 | PA      | $1250891.87   | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2871                      | CUSIP: 31418CFM1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      8933 | PA      | $8776.34      | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2879                      | CUSIP: 31418CFV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    840106 | PA      | $828578.59    | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2922                      | CUSIP: 31418CG81<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1665070 | PA      | $1618045.70   | 0.01%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2903                      | CUSIP: 31418CGM0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      7046 | PA      | $6921.46      | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2907                      | CUSIP: 31418CGR9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1342434 | PA      | $1324013.60   | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2909                      | CUSIP: 31418CGT5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    615734 | PA      | $610630.62    | 0.00%             | 2037-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2911                      | CUSIP: 31418CGV0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    995478 | PA      | $940069.97    | 0.01%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2929                      | CUSIP: 31418CHF4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1131830 | PA      | $1081773.95   | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2930                      | CUSIP: 31418CHG2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1126863 | PA      | $1111400.39   | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2931                      | CUSIP: 31418CHH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    191504 | PA      | $188080.83    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2959                      | CUSIP: 31418CJD7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    458930 | PA      | $437457.73    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2960                      | CUSIP: 31418CJE5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1317529 | PA      | $1297803.71   | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2962                      | CUSIP: 31418CJG0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    100309 | PA      | $99477.82     | 0.00%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2964                      | CUSIP: 31418CJJ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    406695 | PA      | $399424.92    | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2974                      | CUSIP: 31418CJU9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    776722 | PA      | $781140.81    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2994                      | CUSIP: 31418CKG8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    313423 | PA      | $299561.92    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2995                      | CUSIP: 31418CKH6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1234430 | PA      | $1215949.08   | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA2997                      | CUSIP: 31418CKK9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     58030 | PA      | $56970.54     | 0.00%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3004                      | CUSIP: 31418CKS2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    154338 | PA      | $155789.25    | 0.00%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3029                      | CUSIP: 31418CLK8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    262298 | PA      | $257509.04    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3037                      | CUSIP: 31418CLT9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    664370 | PA      | $670409.65    | 0.00%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3057                      | CUSIP: 31418CMF8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3696720 | PA      | $3530918.90   | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3058                      | CUSIP: 31418CMG6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1390897 | PA      | $1368334.71   | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3071                      | CUSIP: 31418CMV3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1150353 | PA      | $1160811.21   | 0.01%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3073                      | CUSIP: 31418CMX9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1247654 | PA      | $1253192.37   | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3074                      | CUSIP: 31418CMY7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    363887 | PA      | $362359.16    | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3090                      | CUSIP: 31418CNG5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    563466 | PA      | $552865.13    | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3101                      | CUSIP: 31418CNT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    827274 | PA      | $830946.73    | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3143                      | CUSIP: 31418CP57<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    539796 | PA      | $499247.93    | 0.00%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3147                      | CUSIP: 31418CP99<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1295495 | PA      | $1198181.74   | 0.01%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3125                      | CUSIP: 31418CPK4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    364724 | PA      | $357862.07    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3149                      | CUSIP: 31418CQB3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    811279 | PA      | $798119.33    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3150                      | CUSIP: 31418CQC1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    182746 | PA      | $183557.47    | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3154                      | CUSIP: 31418CQG2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    307756 | PA      | $298223.28    | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3155                      | CUSIP: 31418CQH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    547425 | PA      | $537022.67    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3209                      | CUSIP: 31418CR71<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    217488 | PA      | $200947.25    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3211                      | CUSIP: 31418CR97<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2181244 | PA      | $2143816.62   | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3181                      | CUSIP: 31418CRB2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    460122 | PA      | $455445.77    | 0.00%             | 2037-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3182                      | CUSIP: 31418CRC0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    877919 | PA      | $838543.55    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3183                      | CUSIP: 31418CRD8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1407275 | PA      | $1384446.86   | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3184                      | CUSIP: 31418CRE6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1401968 | PA      | $1408191.80   | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3185                      | CUSIP: 31418CRF3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    508616 | PA      | $492980.08    | 0.00%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3187                      | CUSIP: 31418CRH9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    968408 | PA      | $938424.34    | 0.01%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3188                      | CUSIP: 31418CRJ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1219841 | PA      | $1196436.96   | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3237                      | CUSIP: 31418CS39<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     57953 | PA      | $53545.77     | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3240                      | CUSIP: 31418CS62<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    468751 | PA      | $470099.20    | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3243                      | CUSIP: 31418CS96<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1576811 | PA      | $1560785.30   | 0.01%             | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3215                      | CUSIP: 31418CSD7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1394493 | PA      | $1380319.93   | 0.01%             | 2037-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3216                      | CUSIP: 31418CSE5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    299006 | PA      | $301351.02    | 0.00%             | 2037-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3217                      | CUSIP: 31418CSF2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     87114 | PA      | $84388.79     | 0.00%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3218                      | CUSIP: 31418CSG0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    808298 | PA      | $792640.66    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3246                      | CUSIP: 31418CTC8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    278434 | PA      | $269632.03    | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3247                      | CUSIP: 31418CTD6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1149494 | PA      | $1127015.99   | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3305                      | CUSIP: 31418CU77<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3365264 | PA      | $3210122.07   | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3306                      | CUSIP: 31418CU85<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2212762 | PA      | $2174793.82   | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3307                      | CUSIP: 31418CU93<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    273523 | PA      | $274309.87    | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3276                      | CUSIP: 31418CUA0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1303246 | PA      | $1244387.41   | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3277                      | CUSIP: 31418CUB8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1848459 | PA      | $1816741.28   | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3278                      | CUSIP: 31418CUC6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    345975 | PA      | $346970.45    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3283                      | CUSIP: 31418CUH5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    584961 | PA      | $573311.96    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3333                      | CUSIP: 31418CV35<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2849455 | PA      | $2799671.11   | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3357                      | CUSIP: 31418CWT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    545185 | PA      | $535659.84    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3372                      | CUSIP: 31418CXA7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    704209 | PA      | $707636.76    | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3383                      | CUSIP: 31418CXM1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2219082 | PA      | $2116780.07   | 0.01%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3385                      | CUSIP: 31418CXP4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3534425 | PA      | $3541278.93   | 0.02%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3389                      | CUSIP: 31418CXT6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1161517 | PA      | $1170624.39   | 0.01%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3392                      | CUSIP: 31418CXW9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    643573 | PA      | $639060.49    | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3410                      | CUSIP: 31418CYG3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1199318 | PA      | $1190909.12   | 0.01%             | 2033-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3415                      | CUSIP: 31418CYM0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2882736 | PA      | $2832370.46   | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3427                      | CUSIP: 31418CYZ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     41617 | PA      | $41833.85     | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3462                      | CUSIP: 31418CZ49<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    139202 | PA      | $138052.41    | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3463                      | CUSIP: 31418CZ56<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     33276 | PA      | $33611.46     | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3465                      | CUSIP: 31418CZ72<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    544570 | PA      | $548839.72    | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3467                      | CUSIP: 31418CZ98<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2090143 | PA      | $2053625.08   | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3438                      | CUSIP: 31418CZC1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    187619 | PA      | $186303.28    | 0.00%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3439                      | CUSIP: 31418CZD9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    295869 | PA      | $297432.50    | 0.00%             | 2033-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3443                      | CUSIP: 31418CZH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2984932 | PA      | $2932780.73   | 0.02%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3444                      | CUSIP: 31418CZJ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1803980 | PA      | $1806351.18   | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4378                      | CUSIP: 31418D2L5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  39443934 | PA      | $32983195.50  | 0.19%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4379                      | CUSIP: 31418D2M3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  23993567 | PA      | $20934941.43  | 0.12%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4380                      | CUSIP: 31418D2N1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3572725 | PA      | $3250762.19   | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4383                      | CUSIP: 31418D2R2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7682566 | PA      | $7165085.08   | 0.04%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4386                      | CUSIP: 31418D2U5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5500199 | PA      | $4736136.25   | 0.03%             | 2041-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4387                      | CUSIP: 31418D2V3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  15989975 | PA      | $14308256.87  | 0.08%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4398                      | CUSIP: 31418D3G5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  29384887 | PA      | $24544226.56  | 0.15%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4399                      | CUSIP: 31418D3H3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  19172329 | PA      | $16728299.55  | 0.10%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4400                      | CUSIP: 31418D3J9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3058166 | PA      | $2782573.36   | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4408                      | CUSIP: 31418D3S9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2638852 | PA      | $2426123.95   | 0.01%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4413                      | CUSIP: 31418D3X8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  17821215 | PA      | $14879903.89  | 0.09%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4415                      | CUSIP: 31418D3Z3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3652860 | PA      | $3323675.69   | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4416                      | CUSIP: 31418D4A7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1373170 | PA      | $1299137.82   | 0.01%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4417                      | CUSIP: 31418D4B5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7555592 | PA      | $6891371.78   | 0.04%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4418                      | CUSIP: 31418D4C3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5957676 | PA      | $5556380.51   | 0.03%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4419                      | CUSIP: 31418D4D1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    913576 | PA      | $872403.97    | 0.01%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4422                      | CUSIP: 31418D4G4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4970289 | PA      | $4437984.66   | 0.03%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4423                      | CUSIP: 31418D4H2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2554155 | PA      | $2347395.67   | 0.01%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4437                      | CUSIP: 31418D4X7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  32250824 | PA      | $26927970.70  | 0.16%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4438                      | CUSIP: 31418D4Y5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8685203 | PA      | $7569898.22   | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4442                      | CUSIP: 31418D5C2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2079259 | PA      | $1939204.36   | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4445                      | CUSIP: 31418D5F5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12505201 | PA      | $10737093.47  | 0.06%             | 2041-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4446                      | CUSIP: 31418D5G3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2688457 | PA      | $2398052.55   | 0.01%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4466                      | CUSIP: 31418D6C1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  17066049 | PA      | $14874522.71  | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4468                      | CUSIP: 31418D6E7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1661690 | PA      | $1572102.29   | 0.01%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4471                      | CUSIP: 31418D6H0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1349316 | PA      | $1288506.74   | 0.01%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4473                      | CUSIP: 31418D6K3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6668947 | PA      | $5722400.92   | 0.03%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4474                      | CUSIP: 31418D6L1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  16120963 | PA      | $14374419.68  | 0.08%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4493                      | CUSIP: 31418D7F3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  21281949 | PA      | $18549040.46  | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4494                      | CUSIP: 31418D7G1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5218999 | PA      | $4732369.69   | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4497                      | CUSIP: 31418D7K2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2674440 | PA      | $2495131.32   | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3657                      | CUSIP: 31418DB35<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    617211 | PA      | $603276.57    | 0.00%             | 2034-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3639                      | CUSIP: 31418DBH4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1229691 | PA      | $1230538.82   | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3688                      | CUSIP: 31418DC26<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2099198 | PA      | $2099989.46   | 0.01%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3691                      | CUSIP: 31418DC59<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2505092 | PA      | $2295780.68   | 0.01%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3695                      | CUSIP: 31418DC91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1949193 | PA      | $1902868.67   | 0.01%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3665                      | CUSIP: 31418DCB6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    143991 | PA      | $144045.04    | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3669                      | CUSIP: 31418DCF7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    126756 | PA      | $129951.94    | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3683                      | CUSIP: 31418DCV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    645405 | PA      | $636223.21    | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3755                      | CUSIP: 31418DE57<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    298295 | PA      | $305630.78    | 0.00%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3731                      | CUSIP: 31418DED0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    166608 | PA      | $170809.01    | 0.00%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3744                      | CUSIP: 31418DES7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2131757 | PA      | $1953638.88   | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3745                      | CUSIP: 31418DET5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1459326 | PA      | $1386576.89   | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3786                      | CUSIP: 31418DF49<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    278228 | PA      | $285070.51    | 0.00%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3764                      | CUSIP: 31418DFE7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2234711 | PA      | $2150760.51   | 0.01%             | 2034-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3774                      | CUSIP: 31418DFQ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2278401 | PA      | $2088030.89   | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3818                      | CUSIP: 31418DG48<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       818 | PA      | $837.82       | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3797                      | CUSIP: 31418DGF3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    178912 | PA      | $171911.46    | 0.00%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3798                      | CUSIP: 31418DGG1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    135944 | PA      | $132670.76    | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3800                      | CUSIP: 31418DGJ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1051674 | PA      | $1012113.13   | 0.01%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3802                      | CUSIP: 31418DGL0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4553367 | PA      | $4172913.34   | 0.02%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3851                      | CUSIP: 31418DH54<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    829286 | PA      | $829598.41    | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3827                      | CUSIP: 31418DHD7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2304229 | PA      | $2214066.06   | 0.01%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3833                      | CUSIP: 31418DHK1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7391626 | PA      | $6500181.46   | 0.04%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3834                      | CUSIP: 31418DHL9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     79152 | PA      | $72538.80     | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3865                      | CUSIP: 31418DJK9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    708867 | PA      | $691798.75    | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3870                      | CUSIP: 31418DJQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3816982 | PA      | $3356646.57   | 0.02%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3871                      | CUSIP: 31418DJR4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5820111 | PA      | $5319264.56   | 0.03%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3896                      | CUSIP: 31418DKJ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    212075 | PA      | $203777.01    | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3897                      | CUSIP: 31418DKK7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    254472 | PA      | $248344.98    | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3902                      | CUSIP: 31418DKQ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7601674 | PA      | $6684897.30   | 0.04%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3905                      | CUSIP: 31418DKT8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6209123 | PA      | $5674801.08   | 0.03%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3930                      | CUSIP: 31418DLL4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    445291 | PA      | $427866.63    | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3933                      | CUSIP: 31418DLP5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    584157 | PA      | $542237.77    | 0.00%             | 2040-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3937                      | CUSIP: 31418DLT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4636089 | PA      | $4237132.96   | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3938                      | CUSIP: 31418DLU4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    735093 | PA      | $721331.31    | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3939                      | CUSIP: 31418DLV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1501915 | PA      | $1425165.38   | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3956                      | CUSIP: 31418DME9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    507227 | PA      | $494379.57    | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4013                      | CUSIP: 31418DN73<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1065508 | PA      | $1020818.25   | 0.01%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3984                      | CUSIP: 31418DNA6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    420290 | PA      | $403187.69    | 0.00%             | 2035-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3985                      | CUSIP: 31418DNB4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    143472 | PA      | $139838.29    | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3987                      | CUSIP: 31418DND0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1569001 | PA      | $1455201.46   | 0.01%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3988                      | CUSIP: 31418DNE8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    337842 | PA      | $322810.97    | 0.00%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3990                      | CUSIP: 31418DNG3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8380762 | PA      | $7354312.03   | 0.04%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA3998                      | CUSIP: 31418DNQ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     99690 | PA      | $99665.04     | 0.00%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4043                      | CUSIP: 31418DP55<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    177000 | PA      | $172406.33    | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4045                      | CUSIP: 31418DP71<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  19908545 | PA      | $17947357.89  | 0.11%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4016                      | CUSIP: 31418DPA4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5427574 | PA      | $5032501.22   | 0.03%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4017                      | CUSIP: 31418DPB2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1278302 | PA      | $1221428.10   | 0.01%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4019                      | CUSIP: 31418DPD8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10636325 | PA      | $9317001.62   | 0.06%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4026                      | CUSIP: 31418DPL0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1372371 | PA      | $1346677.81   | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4031                      | CUSIP: 31418DPR7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    305723 | PA      | $305647.29    | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4072                      | CUSIP: 31418DQ21<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    801260 | PA      | $741958.49    | 0.00%             | 2040-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4074                      | CUSIP: 31418DQ47<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2931834 | PA      | $2754508.17   | 0.02%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4075                      | CUSIP: 31418DQ54<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1427339 | PA      | $1365689.96   | 0.01%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4077                      | CUSIP: 31418DQ70<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  29185010 | PA      | $24450238.35  | 0.14%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4078                      | CUSIP: 31418DQ88<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  14304701 | PA      | $12530354.27  | 0.07%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4048                      | CUSIP: 31418DQA3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4804788 | PA      | $4388311.85   | 0.03%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4049                      | CUSIP: 31418DQB1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1477924 | PA      | $1401939.05   | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4053                      | CUSIP: 31418DQF2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2277818 | PA      | $2182282.38   | 0.01%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4054                      | CUSIP: 31418DQG0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2760325 | PA      | $2557248.54   | 0.02%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4055                      | CUSIP: 31418DQH8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  15861273 | PA      | $13893850.53  | 0.08%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4056                      | CUSIP: 31418DQJ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    354500 | PA      | $347863.46    | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4063                      | CUSIP: 31418DQR6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    591257 | PA      | $590925.73    | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4106                      | CUSIP: 31418DR46<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    264714 | PA      | $243056.08    | 0.00%             | 2035-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4111                      | CUSIP: 31418DR95<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1172202 | PA      | $1076296.00   | 0.01%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4094                      | CUSIP: 31418DRQ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3192354 | PA      | $2954647.19   | 0.02%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4095                      | CUSIP: 31418DRR5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3164053 | PA      | $2960817.35   | 0.02%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4096                      | CUSIP: 31418DRS3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10225349 | PA      | $8957003.00   | 0.05%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4097                      | CUSIP: 31418DRT1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5451549 | PA      | $4977308.06   | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4119                      | CUSIP: 31418DSH6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  37463877 | PA      | $31386000.04  | 0.19%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4120                      | CUSIP: 31418DSJ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10018195 | PA      | $8775543.86   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4122                      | CUSIP: 31418DSL7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    100985 | PA      | $92722.60     | 0.00%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4123                      | CUSIP: 31418DSM5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1473216 | PA      | $1378587.41   | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4124                      | CUSIP: 31418DSN3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2221646 | PA      | $2123606.40   | 0.01%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4128                      | CUSIP: 31418DSS2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    862726 | PA      | $777052.57    | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4154                      | CUSIP: 31418DTL6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1725004 | PA      | $1581712.90   | 0.01%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4155                      | CUSIP: 31418DTM4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2950353 | PA      | $2760843.15   | 0.02%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4156                      | CUSIP: 31418DTN2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1132775 | PA      | $1082786.00   | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4157                      | CUSIP: 31418DTP7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  20254908 | PA      | $16128525.75  | 0.10%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4158                      | CUSIP: 31418DTQ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  14453132 | PA      | $12099324.17  | 0.07%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4203                      | CUSIP: 31418DU59<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    981633 | PA      | $906992.06    | 0.01%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4204                      | CUSIP: 31418DU67<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11523422 | PA      | $10357331.29  | 0.06%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4205                      | CUSIP: 31418DU75<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8524906 | PA      | $7816764.77   | 0.05%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4207                      | CUSIP: 31418DU91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    304973 | PA      | $291419.02    | 0.00%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4176                      | CUSIP: 31418DUA8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5660600 | PA      | $5090776.43   | 0.03%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4178                      | CUSIP: 31418DUC4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10468902 | PA      | $9599278.17   | 0.06%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4179                      | CUSIP: 31418DUD2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6218431 | PA      | $5819003.58   | 0.03%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4180                      | CUSIP: 31418DUE0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    126804 | PA      | $121207.89    | 0.00%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4181                      | CUSIP: 31418DUF7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  16271868 | PA      | $12956920.96  | 0.08%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4182                      | CUSIP: 31418DUG5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  20704492 | PA      | $17332599.63  | 0.10%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4183                      | CUSIP: 31418DUH3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6729931 | PA      | $5888845.14   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4232                      | CUSIP: 31418DV25<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2348301 | PA      | $2109529.25   | 0.01%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4236                      | CUSIP: 31418DV66<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  27733933 | PA      | $22083904.44  | 0.13%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4237                      | CUSIP: 31418DV74<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  15534795 | PA      | $13009684.35  | 0.08%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4208                      | CUSIP: 31418DVA7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  23142501 | PA      | $19373559.88  | 0.11%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4209                      | CUSIP: 31418DVB5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  27647511 | PA      | $22015088.11  | 0.13%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4210                      | CUSIP: 31418DVC3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  13289389 | PA      | $11628521.93  | 0.07%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4228                      | CUSIP: 31418DVW9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6175724 | PA      | $5649213.44   | 0.03%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4229                      | CUSIP: 31418DVX7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1460063 | PA      | $1364909.92   | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4266                      | CUSIP: 31418DW40<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    237865 | PA      | $205709.64    | 0.00%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4268                      | CUSIP: 31418DW65<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10944026 | PA      | $9825221.86   | 0.06%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4269                      | CUSIP: 31418DW73<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1129244 | PA      | $1042364.48   | 0.01%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4254                      | CUSIP: 31418DWQ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8746971 | PA      | $6951348.56   | 0.04%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4255                      | CUSIP: 31418DWR9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  36598889 | PA      | $30627029.62  | 0.18%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4256                      | CUSIP: 31418DWS7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  13505968 | PA      | $11796930.78  | 0.07%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4260                      | CUSIP: 31418DWW8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4188980 | PA      | $3831848.89   | 0.02%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4261                      | CUSIP: 31418DWX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2936414 | PA      | $2745047.15   | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4303                      | CUSIP: 31418DX98<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1046857 | PA      | $977651.20    | 0.01%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4278                      | CUSIP: 31418DXG2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1228900 | PA      | $1124130.26   | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4279                      | CUSIP: 31418DXH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3441967 | PA      | $3214963.77   | 0.02%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4280                      | CUSIP: 31418DXJ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  20184630 | PA      | $16041025.83  | 0.09%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4286                      | CUSIP: 31418DXQ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    263999 | PA      | $228166.07    | 0.00%             | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4287                      | CUSIP: 31418DXR8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    464009 | PA      | $416353.29    | 0.00%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4328                      | CUSIP: 31418DY22<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7513857 | PA      | $6861524.46   | 0.04%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4329                      | CUSIP: 31418DY30<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7459591 | PA      | $6966453.63   | 0.04%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4333                      | CUSIP: 31418DY71<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  15392806 | PA      | $13795743.84  | 0.08%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4305                      | CUSIP: 31418DYB2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  39154843 | PA      | $32741456.09  | 0.19%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4306                      | CUSIP: 31418DYC0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  18884543 | PA      | $16477199.84  | 0.10%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4311                      | CUSIP: 31418DYH9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    364229 | PA      | $326716.47    | 0.00%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4325                      | CUSIP: 31418DYX4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  49346191 | PA      | $41263506.56  | 0.24%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4326                      | CUSIP: 31418DYY2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10586077 | PA      | $9236596.75   | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4327                      | CUSIP: 31418DYZ9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    801427 | PA      | $732961.50    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4360                      | CUSIP: 31418DZ21<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7704234 | PA      | $7185293.84   | 0.04%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4361                      | CUSIP: 31418DZ39<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4323474 | PA      | $4128629.11   | 0.02%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4363                      | CUSIP: 31418DZ54<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3669990 | PA      | $3163125.53   | 0.02%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4364                      | CUSIP: 31418DZ62<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6771978 | PA      | $6064333.76   | 0.04%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4356                      | CUSIP: 31418DZW5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  14730064 | PA      | $12852321.10  | 0.08%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4359                      | CUSIP: 31418DZZ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6268829 | PA      | $5724586.27   | 0.03%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5271                      | CUSIP: 31418E2D1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7860583 | PA      | $8011792.04   | 0.05%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5272                      | CUSIP: 31418E2E9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9789932 | PA      | $10065784.15  | 0.06%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5273                      | CUSIP: 31418E2F6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    991458 | PA      | $1030558.16   | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5326                      | CUSIP: 31418E4L1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1181101 | PA      | $1170841.93   | 0.01%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5341                      | CUSIP: 31418E5B2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3437545 | PA      | $3343111.04   | 0.02%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5388                      | CUSIP: 31418E7A2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8936592 | PA      | $9105009.57   | 0.05%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5389                      | CUSIP: 31418E7B0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7785166 | PA      | $7997230.67   | 0.05%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5391                      | CUSIP: 31418E7D6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3769740 | PA      | $3960058.68   | 0.02%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4501                      | CUSIP: 31418EAB6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5202314 | PA      | $4636866.86   | 0.03%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4511                      | CUSIP: 31418EAM2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  29524504 | PA      | $24605485.68  | 0.15%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4515                      | CUSIP: 31418EAR1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8814992 | PA      | $8038679.37   | 0.05%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4516                      | CUSIP: 31418EAS9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11388175 | PA      | $10621092.66  | 0.06%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4517                      | CUSIP: 31418EAT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6529329 | PA      | $6233032.34   | 0.04%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4519                      | CUSIP: 31418EAV2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  14097953 | PA      | $12078594.23  | 0.07%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4520                      | CUSIP: 31418EAW0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10720291 | PA      | $9548166.27   | 0.06%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4521                      | CUSIP: 31418EAX8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    695955 | PA      | $638580.02    | 0.00%             | 2042-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4563                      | CUSIP: 31418EB90<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  16145719 | PA      | $14052193.99  | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4535                      | CUSIP: 31418EBD1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3079575 | PA      | $2808364.70   | 0.02%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4536                      | CUSIP: 31418EBE9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1854325 | PA      | $1729421.51   | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4540                      | CUSIP: 31418EBJ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    880693 | PA      | $783915.67    | 0.00%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4541                      | CUSIP: 31418EBK5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    257195 | PA      | $235908.75    | 0.00%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4564                      | CUSIP: 31418ECA6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5403756 | PA      | $4899899.17   | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4566                      | CUSIP: 31418ECC2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1606837 | PA      | $1465327.45   | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4570                      | CUSIP: 31418ECG3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1214748 | PA      | $1080653.13   | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4571                      | CUSIP: 31418ECH1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1562533 | PA      | $1432826.27   | 0.01%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4578                      | CUSIP: 31418ECQ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  25756980 | PA      | $22433314.72  | 0.13%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4580                      | CUSIP: 31418ECS7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3045415 | PA      | $2876467.77   | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4581                      | CUSIP: 31418ECT5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4587265 | PA      | $4183277.19   | 0.02%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4587                      | CUSIP: 31418ECZ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5822983 | PA      | $5336471.95   | 0.03%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4626                      | CUSIP: 31418ED80<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  21101206 | PA      | $20542627.98  | 0.12%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4600                      | CUSIP: 31418EDE7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  30430085 | PA      | $28741948.36  | 0.17%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4603                      | CUSIP: 31418EDH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3087686 | PA      | $2945638.86   | 0.02%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4617                      | CUSIP: 31418EDX5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    258755 | PA      | $244169.32    | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4654                      | CUSIP: 31418EE48<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12425305 | PA      | $11736000.17  | 0.07%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4655                      | CUSIP: 31418EE55<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  18222061 | PA      | $17749947.64  | 0.10%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4656                      | CUSIP: 31418EE63<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3899126 | PA      | $3875006.83   | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4644                      | CUSIP: 31418EES5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    511544 | PA      | $498188.69    | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4660                      | CUSIP: 31418EFA3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1252986 | PA      | $1179226.61   | 0.01%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4661                      | CUSIP: 31418EFB1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    170826 | PA      | $166260.43    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4700                      | CUSIP: 31418EGJ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6948040 | PA      | $6763680.94   | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4701                      | CUSIP: 31418EGK0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  19149528 | PA      | $18999957.18  | 0.11%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4709                      | CUSIP: 31418EGT1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3740406 | PA      | $3787973.05   | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4713                      | CUSIP: 31418EGX2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    573729 | PA      | $572528.24    | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4715                      | CUSIP: 31418EGZ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1052374 | PA      | $1068226.83   | 0.01%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4729                      | CUSIP: 31418EHF0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1139065 | PA      | $1131978.10   | 0.01%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4732                      | CUSIP: 31418EHJ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7650785 | PA      | $7444193.32   | 0.04%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4733                      | CUSIP: 31418EHK9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  18599513 | PA      | $18467025.09  | 0.11%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4737                      | CUSIP: 31418EHP8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9873117 | PA      | $9998675.44   | 0.06%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4784                      | CUSIP: 31418EJ68<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  16825959 | PA      | $16706104.70  | 0.10%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4761                      | CUSIP: 31418EJF8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9455118 | PA      | $9569451.46   | 0.06%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4818                      | CUSIP: 31418EK82<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2284479 | PA      | $2366696.45   | 0.01%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4796                      | CUSIP: 31418EKJ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1212152 | PA      | $1190016.28   | 0.01%             | 2037-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4806                      | CUSIP: 31418EKU3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7926299 | PA      | $8024622.19   | 0.05%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4807                      | CUSIP: 31418EKV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  13518120 | PA      | $13837301.39  | 0.08%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4847                      | CUSIP: 31418EL57<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1579097 | PA      | $1631486.42   | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4850                      | CUSIP: 31418EL81<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3675317 | PA      | $3753475.43   | 0.02%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4823                      | CUSIP: 31418ELD0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1416092 | PA      | $1429077.07   | 0.01%             | 2037-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4839                      | CUSIP: 31418ELV0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1181068 | PA      | $1148991.17   | 0.01%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4841                      | CUSIP: 31418ELX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6297145 | PA      | $6371323.28   | 0.04%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4842                      | CUSIP: 31418ELY4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7022067 | PA      | $7181285.15   | 0.04%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4876                      | CUSIP: 31418EM23<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2719865 | PA      | $2817326.71   | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4861                      | CUSIP: 31418EMK3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1188339 | PA      | $1166638.47   | 0.01%             | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4869                      | CUSIP: 31418EMT4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7160239 | PA      | $7315086.94   | 0.04%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4894                      | CUSIP: 31418ENL0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8704860 | PA      | $8980060.57   | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4916                      | CUSIP: 31418EPA2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    319482 | PA      | $310805.10    | 0.00%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4918                      | CUSIP: 31418EPC8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5391577 | PA      | $5455087.80   | 0.03%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4920                      | CUSIP: 31418EPE4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4344449 | PA      | $4481796.76   | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4929                      | CUSIP: 31418EPP9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1841463 | PA      | $1951118.75   | 0.01%             | 2053-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4978                      | CUSIP: 31418EQ86<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  13413411 | PA      | $13528800.81  | 0.08%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4979                      | CUSIP: 31418EQ94<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  22999388 | PA      | $23493258.53  | 0.14%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5009                      | CUSIP: 31418ER77<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1514454 | PA      | $1528507.44   | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5011                      | CUSIP: 31418ER93<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2156173 | PA      | $2222823.23   | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4980                      | CUSIP: 31418ERA0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    870426 | PA      | $894680.31    | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4990                      | CUSIP: 31418ERL6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3416666 | PA      | $3441588.85   | 0.02%             | 2038-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4992                      | CUSIP: 31418ERN2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2382508 | PA      | $2430940.20   | 0.01%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA4994                      | CUSIP: 31418ERQ5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    779939 | PA      | $776843.87    | 0.00%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5037                      | CUSIP: 31418ES35<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2316886 | PA      | $2297486.36   | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5041                      | CUSIP: 31418ES76<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    512159 | PA      | $509646.83    | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5023                      | CUSIP: 31418ESM3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2801667 | PA      | $2790549.54   | 0.02%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5060                      | CUSIP: 31418ETS9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2156439 | PA      | $2195319.13   | 0.01%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5061                      | CUSIP: 31418ETT7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    887235 | PA      | $914318.59    | 0.01%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5105                      | CUSIP: 31418EU73<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4630716 | PA      | $4591942.50   | 0.03%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5106                      | CUSIP: 31418EU81<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11154458 | PA      | $11250996.36  | 0.07%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5107                      | CUSIP: 31418EU99<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6468611 | PA      | $6603151.05   | 0.04%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5084                      | CUSIP: 31418EUJ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    455711 | PA      | $480996.88    | 0.00%             | 2053-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5133                      | CUSIP: 31418EV31<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1008274 | PA      | $1015628.99   | 0.01%             | 2038-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5137                      | CUSIP: 31418EV72<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1956321 | PA      | $1973251.92   | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5138                      | CUSIP: 31418EV80<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    300502 | PA      | $306752.16    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5122                      | CUSIP: 31418EVQ0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1676309 | PA      | $1740526.06   | 0.01%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5164                      | CUSIP: 31418EW22<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5766096 | PA      | $5814198.32   | 0.03%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5140                      | CUSIP: 31418EWA4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3628323 | PA      | $3779915.50   | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5177                      | CUSIP: 31418EXF2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4944519 | PA      | $4810230.90   | 0.03%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5190                      | CUSIP: 31418EXU9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7206132 | PA      | $7349256.27   | 0.04%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5191                      | CUSIP: 31418EXV7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11941546 | PA      | $12291084.90  | 0.07%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5192                      | CUSIP: 31418EXW5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5884999 | PA      | $6108955.43   | 0.04%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5204                      | CUSIP: 31418EYA2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    288315 | PA      | $295572.77    | 0.00%             | 2043-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5214                      | CUSIP: 31418EYL8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11457143 | PA      | $11552720.75  | 0.07%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5215                      | CUSIP: 31418EYM6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3935309 | PA      | $4013470.05   | 0.02%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5216                      | CUSIP: 31418EYN4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8501571 | PA      | $8750419.13   | 0.05%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5217                      | CUSIP: 31418EYP9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4461160 | PA      | $4641972.53   | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5218                      | CUSIP: 31418EYQ7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3054960 | PA      | $3207855.50   | 0.02%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5220                      | CUSIP: 31418EYS3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    530391 | PA      | $550378.07    | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5260                      | CUSIP: 31418EZ29<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1184218 | PA      | $1263145.05   | 0.01%             | 2054-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5263                      | CUSIP: 31418EZ52<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    170499 | PA      | $165868.78    | 0.00%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5248                      | CUSIP: 31418EZN3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5107690 | PA      | $5309918.57   | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5249                      | CUSIP: 31418EZP8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5683156 | PA      | $5966167.81   | 0.04%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5425                      | CUSIP: 31418FA31<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    461877 | PA      | $474388.83    | 0.00%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5421                      | CUSIP: 31418FAX5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12697932 | PA      | $13028276.08  | 0.08%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5422                      | CUSIP: 31418FAY3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3996349 | PA      | $4149892.80   | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5442                      | CUSIP: 31418FBL0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2406090 | PA      | $2384439.24   | 0.01%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5443                      | CUSIP: 31418FBM8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2848019 | PA      | $2866438.20   | 0.02%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5444                      | CUSIP: 31418FBN6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6206214 | PA      | $6319296.57   | 0.04%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5445                      | CUSIP: 31418FBP1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  26291691 | PA      | $26989378.07  | 0.16%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5453                      | CUSIP: 31418FBX4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5236341 | PA      | $5355069.35   | 0.03%             | 2044-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5470                      | CUSIP: 31418FCG0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  19742175 | PA      | $20084310.96  | 0.12%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5471                      | CUSIP: 31418FCH8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7189984 | PA      | $7380780.48   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5497                      | CUSIP: 31418FDB0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7786883 | PA      | $7924142.14   | 0.05%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5498                      | CUSIP: 31418FDC8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4371240 | PA      | $4487236.64   | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5499                      | CUSIP: 31418FDD6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6836604 | PA      | $7097136.48   | 0.04%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5552                      | CUSIP: 31418FE29<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  21333117 | PA      | $21451082.65  | 0.13%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5557                      | CUSIP: 31418FE78<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4721438 | PA      | $4744074.85   | 0.03%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5529                      | CUSIP: 31418FEB9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2129887 | PA      | $2107959.53   | 0.01%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5530                      | CUSIP: 31418FEC7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  18118786 | PA      | $18224639.72  | 0.11%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5531                      | CUSIP: 31418FED5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7620465 | PA      | $7759316.38   | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5539                      | CUSIP: 31418FEM5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    253361 | PA      | $256662.06    | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5551                      | CUSIP: 31418FEZ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6337648 | PA      | $6274678.58   | 0.04%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5584                      | CUSIP: 31418FF28<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3222421 | PA      | $3192418.09   | 0.02%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5585                      | CUSIP: 31418FF36<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4526852 | PA      | $4551883.63   | 0.03%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5586                      | CUSIP: 31418FF44<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3912757 | PA      | $3980382.34   | 0.02%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5590                      | CUSIP: 31418FF85<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    115402 | PA      | $117207.20    | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5562                      | CUSIP: 31418FFC6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6736751 | PA      | $6824528.58   | 0.04%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5617                      | CUSIP: 31418FG35<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4103125 | PA      | $4167301.48   | 0.02%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5622                      | CUSIP: 31418FG84<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1386829 | PA      | $1404898.48   | 0.01%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5611                      | CUSIP: 31418FGV3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12664440 | PA      | $12315541.49  | 0.07%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5613                      | CUSIP: 31418FGX9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  20544070 | PA      | $20657672.06  | 0.12%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5614                      | CUSIP: 31418FGY7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8287183 | PA      | $8428146.49   | 0.05%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5615                      | CUSIP: 31418FGZ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11281285 | PA      | $11577124.62  | 0.07%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5645                      | CUSIP: 31418FHX8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2180254 | PA      | $2192309.68   | 0.01%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5658                      | CUSIP: 31418FJC2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3134607 | PA      | $3202741.90   | 0.02%             | 2045-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5674                      | CUSIP: 31418FJU2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9232680 | PA      | $9474797.37   | 0.06%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5676                      | CUSIP: 31418FJW8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2287645 | PA      | $2400636.60   | 0.01%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5697                      | CUSIP: 31418FKK2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2359350 | PA      | $2294350.60   | 0.01%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5701                      | CUSIP: 31418FKP1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4451449 | PA      | $4566791.81   | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5702                      | CUSIP: 31418FKQ9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  20412536 | PA      | $21190426.94  | 0.13%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5731                      | CUSIP: 31418FLM7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1160343 | PA      | $1093977.27   | 0.01%             | 2055-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5735                      | CUSIP: 31418FLR6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10320116 | PA      | $10492837.47  | 0.06%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5736                      | CUSIP: 31418FLS4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8679909 | PA      | $8904817.10   | 0.05%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5741                      | CUSIP: 31418FLX3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    891250 | PA      | $910065.77    | 0.01%             | 2045-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5760                      | CUSIP: 31418FMJ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9116770 | PA      | $9269351.91   | 0.05%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5761                      | CUSIP: 31418FMK0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  15311303 | PA      | $15708040.74  | 0.09%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5772                      | CUSIP: 31418FMW4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5197141 | PA      | $5334676.01   | 0.03%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5792                      | CUSIP: 31418FNJ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9232530 | PA      | $9387049.72   | 0.06%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5793                      | CUSIP: 31418FNK9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11606831 | PA      | $11908487.47  | 0.07%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5806                      | CUSIP: 31418FNY9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1151442 | PA      | $1175750.82   | 0.01%             | 2045-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5822                      | CUSIP: 31418FPG6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5891514 | PA      | $5990116.56   | 0.04%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5823                      | CUSIP: 31418FPH4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8982106 | PA      | $9215547.65   | 0.05%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5878                      | CUSIP: 31418FQ83<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    992943 | PA      | $998123.85    | 0.01%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5853                      | CUSIP: 31418FQF7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9049400 | PA      | $9200854.75   | 0.05%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5862                      | CUSIP: 31418FQQ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7931556 | PA      | $8203180.68   | 0.05%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5880                      | CUSIP: 31418FRA7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9472034 | PA      | $9719687.80   | 0.06%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5971                      | CUSIP: 31418FT56<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10728774 | PA      | $10784747.78  | 0.06%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5944                      | CUSIP: 31418FTA5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11723993 | PA      | $11785159.34  | 0.07%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5945                      | CUSIP: 31418FTB3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  14376952 | PA      | $14623186.11  | 0.09%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5948                      | CUSIP: 31418FTE7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2860405 | PA      | $2798337.49   | 0.02%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN MA5955                      | CUSIP: 31418FTM9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6484763 | PA      | $6557098.22   | 0.04%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD0813                      | CUSIP: 31418M3X8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    141000 | PA      | $145864.78    | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD0095                      | CUSIP: 31418MC91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    125680 | PA      | $133569.77    | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD0649                      | CUSIP: 31418MWK4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     43206 | PA      | $45137.77     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD0926                      | CUSIP: 31418NA42<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     10031 | PA      | $10549.21     | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD1592                      | CUSIP: 31418NXW5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     69477 | PA      | $70647.22     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD1593                      | CUSIP: 31418NXX3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    263135 | PA      | $267574.17    | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD1656                      | CUSIP: 31418NZW3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    169804 | PA      | $172668.08    | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD2342                      | CUSIP: 31418PS89<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    153891 | PA      | $159239.26    | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD4469                      | CUSIP: 31418R6F3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       601 | PA      | $629.96       | 0.00%             | 2040-05-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD3793                      | CUSIP: 31418RGB1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     38257 | PA      | $39549.09     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD3808                      | CUSIP: 31418RGS4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     39713 | PA      | $40380.85     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD4101                      | CUSIP: 31418RRX1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     52377 | PA      | $53267.06     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD4184                      | CUSIP: 31418RUJ8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     34452 | PA      | $35634.77     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD4927                      | CUSIP: 31418SPM5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     94046 | PA      | $97352.38     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD5474                      | CUSIP: 31418TCL9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    134125 | PA      | $136099.04    | 0.00%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD7136                      | CUSIP: 31418U4W1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    947241 | PA      | $980386.58    | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD6374                      | CUSIP: 31418UCL6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    323235 | PA      | $334437.40    | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD6432                      | CUSIP: 31418UEE0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    469031 | PA      | $476959.85    | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD6438                      | CUSIP: 31418UEL4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    177644 | PA      | $183844.66    | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD6802                      | CUSIP: 31418URY2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     76930 | PA      | $79175.05     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD7614                      | CUSIP: 31418VN81<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     38708 | PA      | $40054.24     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD7779                      | CUSIP: 31418VUD2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     53391 | PA      | $55246.83     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD8529                      | CUSIP: 31418WPP9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1121753 | PA      | $1140807.90   | 0.01%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AD8536                      | CUSIP: 31418WPW4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    154646 | PA      | $160042.60    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE0007                      | CUSIP: 31419AAH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    121751 | PA      | $129524.99    | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE0113                      | CUSIP: 31419ADT1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    719713 | PA      | $717959.97    | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE0218                      | CUSIP: 31419AG43<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    575431 | PA      | $585158.99    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE0210                      | CUSIP: 31419AGU5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    241381 | PA      | $249748.83    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE0215                      | CUSIP: 31419AGZ4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    344398 | PA      | $343598.79    | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE0395                      | CUSIP: 31419ANM5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    247217 | PA      | $251417.70    | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE0478                      | CUSIP: 31419AQ83<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    724840 | PA      | $722666.91    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE0548                      | CUSIP: 31419ATE7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     35225 | PA      | $35825.27     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE0728                      | CUSIP: 31419AY27<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      1504 | PA      | $1599.82      | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE1733                      | CUSIP: 31419B4T9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    195792 | PA      | $195252.03    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE0943                      | CUSIP: 31419BBM6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    176423 | PA      | $182596.00    | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE0949                      | CUSIP: 31419BBT1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4202037 | PA      | $4188056.46   | 0.02%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE0984                      | CUSIP: 31419BCW3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     44711 | PA      | $45473.95     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE3047                      | CUSIP: 31419DL58<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    161115 | PA      | $163846.01    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE3049                      | CUSIP: 31419DL74<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     36924 | PA      | $37550.01     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE4309                      | CUSIP: 31419EYF0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     65163 | PA      | $64955.46     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE4624                      | CUSIP: 31419FD60<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     13957 | PA      | $13910.84     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE5463                      | CUSIP: 31419GB94<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1264926 | PA      | $1261047.89   | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE5508                      | CUSIP: 31419GDN1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     17032 | PA      | $17802.68     | 0.00%             | 2040-12-01      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE6651                      | CUSIP: 31419HL91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       502 | PA      | $526.44       | 0.00%             | 2040-12-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE6643                      | CUSIP: 31419HLZ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |       808 | PA      | $848.07       | 0.00%             | 2040-10-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE6832                      | CUSIP: 31419HSW3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |      2057 | PA      | $2159.19      | 0.00%             | 2040-11-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE7731                      | CUSIP: 31419JSV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    214134 | PA      | $217776.44    | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE8289                      | CUSIP: 31419KF75<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    156001 | PA      | $155516.48    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                   | FN AE8396                      | CUSIP: 31419KKJ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    436972 | PA      | $435641.73    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR QZ3304                      | CUSIP: 31427AU62<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6459952 | PA      | $6592292.78   | 0.04%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL0810                      | CUSIP: 31427M3U3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4083512 | PA      | $4169803.80   | 0.02%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL0885                      | CUSIP: 31427M6X4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5709298 | PA      | $5967405.14   | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL0195                      | CUSIP: 31427MGD7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4151422 | PA      | $4348221.52   | 0.03%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL0291                      | CUSIP: 31427MKD2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7515927 | PA      | $7784401.78   | 0.05%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL0392                      | CUSIP: 31427MNJ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7222455 | PA      | $7468169.08   | 0.04%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL0429                      | CUSIP: 31427MPP0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2125771 | PA      | $2266568.06   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL0455                      | CUSIP: 31427MQH7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  13888607 | PA      | $11661457.46  | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL0505                      | CUSIP: 31427MR37<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7204700 | PA      | $6071883.35   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL0595                      | CUSIP: 31427MUV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2797098 | PA      | $2910220.43   | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL0628                      | CUSIP: 31427MVW8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6374581 | PA      | $6548480.70   | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL0655                      | CUSIP: 31427MWR8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5335184 | PA      | $5492161.40   | 0.03%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL0659                      | CUSIP: 31427MWV9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5113182 | PA      | $5359568.37   | 0.03%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL0707                      | CUSIP: 31427MYD7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7758801 | PA      | $7323525.17   | 0.04%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL0747                      | CUSIP: 31427MZM6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6524065 | PA      | $6837928.08   | 0.04%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1669                      | CUSIP: 31427N2B4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8930093 | PA      | $9328226.09   | 0.06%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1701                      | CUSIP: 31427N3K3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10124339 | PA      | $10335546.85  | 0.06%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1117                      | CUSIP: 31427NG37<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9009636 | PA      | $9287574.36   | 0.05%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1118                      | CUSIP: 31427NG45<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3490762 | PA      | $3551148.07   | 0.02%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1133                      | CUSIP: 31427NHK8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7580114 | PA      | $7764420.37   | 0.05%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1179                      | CUSIP: 31427NJZ3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3164163 | PA      | $3217861.84   | 0.02%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1194                      | CUSIP: 31427NKG3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  13276664 | PA      | $13650677.77  | 0.08%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1235                      | CUSIP: 31427NLR8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6469200 | PA      | $6587858.88   | 0.04%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1254                      | CUSIP: 31427NMC0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9098071 | PA      | $9463888.76   | 0.06%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1372                      | CUSIP: 31427NQ28<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4495828 | PA      | $4660791.61   | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1376                      | CUSIP: 31427NQ69<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5516926 | PA      | $5809059.63   | 0.03%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1381                      | CUSIP: 31427NRB7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6807189 | PA      | $7084363.96   | 0.04%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1398                      | CUSIP: 31427NRU5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8487282 | PA      | $8553442.58   | 0.05%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1547                      | CUSIP: 31427NWH8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3331967 | PA      | $3241474.02   | 0.02%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1592                      | CUSIP: 31427NXW4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7472963 | PA      | $7621386.46   | 0.05%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1594                      | CUSIP: 31427NXY0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4986233 | PA      | $5110073.37   | 0.03%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1802                      | CUSIP: 31427PAC8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10618634 | PA      | $11048079.72  | 0.07%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1867                      | CUSIP: 31427PCD4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  16976508 | PA      | $17462229.71  | 0.10%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL1897                      | CUSIP: 31427PDB7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9490528 | PA      | $9716837.43   | 0.06%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL2066                      | CUSIP: 31427PJL9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1690065 | PA      | $1762772.98   | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL2156                      | CUSIP: 31427PME1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7832505 | PA      | $8167017.96   | 0.05%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL2296                      | CUSIP: 31427PRS5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7442119 | PA      | $7816427.46   | 0.05%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL2483                      | CUSIP: 31427PXM1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  23824462 | PA      | $24771236.42  | 0.15%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL2491                      | CUSIP: 31427PXV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9479721 | PA      | $9871342.97   | 0.06%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL2509                      | CUSIP: 31427PYF5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8249532 | PA      | $8552873.70   | 0.05%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL3488                      | CUSIP: 31427Q2W1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9033468 | PA      | $9221354.19   | 0.05%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL2707                      | CUSIP: 31427QAH5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7783702 | PA      | $8103969.14   | 0.05%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL2835                      | CUSIP: 31427QEH1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8786213 | PA      | $9036225.33   | 0.05%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL2849                      | CUSIP: 31427QEX6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10672155 | PA      | $11067546.37  | 0.07%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL2898                      | CUSIP: 31427QGG1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9965290 | PA      | $9975273.03   | 0.06%             | 2055-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL3102                      | CUSIP: 31427QNU2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6162739 | PA      | $5886335.02   | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL3207                      | CUSIP: 31427QR53<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4568582 | PA      | $4837224.14   | 0.03%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL3773                      | CUSIP: 31427RFP0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9073036 | PA      | $9168572.44   | 0.05%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL3946                      | CUSIP: 31427RL40<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6496794 | PA      | $6579415.16   | 0.04%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR SL3943                      | CUSIP: 31427RLZ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4024551 | PA      | $3198370.72   | 0.02%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ0005                      | CUSIP: 3142GQAF9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2747769 | PA      | $2862357.57   | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ0089                      | CUSIP: 3142GQC34<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3438210 | PA      | $3618626.07   | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ0201                      | CUSIP: 3142GQGK2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |    602377 | PA      | $631262.45    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ0211                      | CUSIP: 3142GQGV8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4173790 | PA      | $4404072.25   | 0.03%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ0314                      | CUSIP: 3142GQK43<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2795539 | PA      | $2890471.04   | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ0319                      | CUSIP: 3142GQK92<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4539909 | PA      | $4848051.17   | 0.03%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ0538                      | CUSIP: 3142GQS45<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2719755 | PA      | $2862588.97   | 0.02%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ0530                      | CUSIP: 3142GQSU7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2023503 | PA      | $2107887.49   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ0533                      | CUSIP: 3142GQSX1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3132964 | PA      | $3332744.81   | 0.02%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ0659                      | CUSIP: 3142GQWV0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3430351 | PA      | $3664255.05   | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ1787                      | CUSIP: 3142GR6Z8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4872823 | PA      | $5155594.41   | 0.03%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ1790                      | CUSIP: 3142GR7C8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5074079 | PA      | $5343159.73   | 0.03%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ0934                      | CUSIP: 3142GRBC3<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3937894 | PA      | $4106074.51   | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ1001                      | CUSIP: 3142GRDF4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2939186 | PA      | $2998251.36   | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ1061                      | CUSIP: 3142GRFB1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3932122 | PA      | $4054148.45   | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ1265                      | CUSIP: 3142GRMP2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4908181 | PA      | $5009882.87   | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ1343                      | CUSIP: 3142GRP53<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2094801 | PA      | $2184266.77   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ1443                      | CUSIP: 3142GRS92<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5233549 | PA      | $5480829.94   | 0.03%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ1432                      | CUSIP: 3142GRSW1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2552131 | PA      | $2637600.81   | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ1516                      | CUSIP: 3142GRVJ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5826199 | PA      | $5972411.77   | 0.04%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ1519                      | CUSIP: 3142GRVM9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7034565 | PA      | $7345990.61   | 0.04%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ1520                      | CUSIP: 3142GRVN7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6817074 | PA      | $7114611.17   | 0.04%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ1527                      | CUSIP: 3142GRVV9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9827925 | PA      | $10116363.29  | 0.06%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ2611                      | CUSIP: 3142GS3V8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6269264 | PA      | $6397208.55   | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ2625                      | CUSIP: 3142GS4K1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6810863 | PA      | $6962631.95   | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ2664                      | CUSIP: 3142GS6A1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2535428 | PA      | $2554994.54   | 0.02%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ2694                      | CUSIP: 3142GS7G7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4070586 | PA      | $4186733.45   | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ1877                      | CUSIP: 3142GSCP1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  23755506 | PA      | $24203197.69  | 0.14%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ1974                      | CUSIP: 3142GSFQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6686172 | PA      | $6880314.81   | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ1981                      | CUSIP: 3142GSFX1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6365494 | PA      | $6686647.34   | 0.04%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ2219                      | CUSIP: 3142GSPD4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6375157 | PA      | $6729172.51   | 0.04%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ2736                      | CUSIP: 3142GTBE5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4201030 | PA      | $4275460.46   | 0.03%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ2739                      | CUSIP: 3142GTBH8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6213695 | PA      | $6303396.26   | 0.04%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ2747                      | CUSIP: 3142GTBR6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4392408 | PA      | $4502639.38   | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ2752                      | CUSIP: 3142GTBW5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9048934 | PA      | $9366118.21   | 0.06%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ2857                      | CUSIP: 3142GTE77<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8099527 | PA      | $8210123.53   | 0.05%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ2831                      | CUSIP: 3142GTED4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10589897 | PA      | $11211878.86  | 0.07%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ3049                      | CUSIP: 3142GTL79<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4560443 | PA      | $4769462.65   | 0.03%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ3101                      | CUSIP: 3142GTNT9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3440775 | PA      | $3580500.04   | 0.02%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ3254                      | CUSIP: 3142GTTL0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8257247 | PA      | $8508335.86   | 0.05%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ3293                      | CUSIP: 3142GTUT1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7893503 | PA      | $8098997.26   | 0.05%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ3654                      | CUSIP: 3142GUBY8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  13261967 | PA      | $13658444.08  | 0.08%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ3910                      | CUSIP: 3142GUKY8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4711851 | PA      | $4905032.22   | 0.03%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ3970                      | CUSIP: 3142GUMU4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9794717 | PA      | $10246701.74  | 0.06%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ3985                      | CUSIP: 3142GUNB5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7605455 | PA      | $7791566.30   | 0.05%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ3998                      | CUSIP: 3142GUNQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5346200 | PA      | $5520464.09   | 0.03%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ4000                      | CUSIP: 3142GUNS8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9207852 | PA      | $9490724.11   | 0.06%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ4046                      | CUSIP: 3142GUP80<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8513118 | PA      | $8899393.21   | 0.05%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ4032                      | CUSIP: 3142GUPS6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6594922 | PA      | $6967774.85   | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ4035                      | CUSIP: 3142GUPV9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4200833 | PA      | $4342173.56   | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ4138                      | CUSIP: 3142GUS46<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3538609 | PA      | $3668328.50   | 0.02%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ4149                      | CUSIP: 3142GUTF0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7955216 | PA      | $8127512.69   | 0.05%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ4544                      | CUSIP: 3142GVBN0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  13367500 | PA      | $13925871.53  | 0.08%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ4595                      | CUSIP: 3142GVC90<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9523132 | PA      | $10073530.82  | 0.06%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ4652                      | CUSIP: 3142GVE23<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12107018 | PA      | $12453833.03  | 0.07%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ4635                      | CUSIP: 3142GVEH0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7166458 | PA      | $7319991.40   | 0.04%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ4723                      | CUSIP: 3142GVG96<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10985849 | PA      | $11580818.73  | 0.07%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ4821                      | CUSIP: 3142GVLB5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  17720261 | PA      | $18288175.84  | 0.11%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ4839                      | CUSIP: 3142GVLV1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4871961 | PA      | $4967202.17   | 0.03%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ5503                      | CUSIP: 3142GWDH9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6095460 | PA      | $6169168.00   | 0.04%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ5572                      | CUSIP: 3142GWFN4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  18735776 | PA      | $18933058.21  | 0.11%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RJ5687                      | CUSIP: 3142GWJ91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8062457 | PA      | $8202781.94   | 0.05%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0025                      | CUSIP: 3142J6A37<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   4917225 | PA      | $4865295.18   | 0.03%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0027                      | CUSIP: 3142J6A52<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10989637 | PA      | $11173564.29  | 0.07%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0028                      | CUSIP: 3142J6A60<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  32787495 | PA      | $33637064.95  | 0.20%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0013                      | CUSIP: 3142J6AP8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12734413 | PA      | $12947541.46  | 0.08%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0014                      | CUSIP: 3142J6AQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  11360504 | PA      | $11654870.10  | 0.07%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0056                      | CUSIP: 3142J6B28<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9615365 | PA      | $9776291.82   | 0.06%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0057                      | CUSIP: 3142J6B36<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  13847542 | PA      | $14207434.02  | 0.08%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0040                      | CUSIP: 3142J6BJ1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12025805 | PA      | $12227073.25  | 0.07%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0041                      | CUSIP: 3142J6BK8<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8263001 | PA      | $8477752.91   | 0.05%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0042                      | CUSIP: 3142J6BL6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  12293465 | PA      | $12760990.87  | 0.08%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0049                      | CUSIP: 3142J6BT9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9414451 | PA      | $9572015.22   | 0.06%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0050                      | CUSIP: 3142J6BU6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  15723380 | PA      | $16132024.28  | 0.10%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0094                      | CUSIP: 3142J6C84<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8935160 | PA      | $8981776.28   | 0.05%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0095                      | CUSIP: 3142J6C92<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  10016848 | PA      | $10191536.74  | 0.06%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0064                      | CUSIP: 3142J6CA9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  15805443 | PA      | $16069969.18  | 0.09%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0065                      | CUSIP: 3142J6CB7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9392337 | PA      | $9637907.47   | 0.06%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0076                      | CUSIP: 3142J6CN1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   6361968 | PA      | $6468940.86   | 0.04%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0077                      | CUSIP: 3142J6CP6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   7705801 | PA      | $7907876.83   | 0.05%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0084                      | CUSIP: 3142J6CW1<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  19031407 | PA      | $19130698.15  | 0.11%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0085                      | CUSIP: 3142J6CX9<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   9844667 | PA      | $10013276.92  | 0.06%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RQ0086                      | CUSIP: 3142J6CY7<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   5933757 | PA      | $6092145.01   | 0.04%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RR0025                      | CUSIP: 3142JCA34<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  14955585 | PA      | $15189501.94  | 0.09%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RR0031                      | CUSIP: 3142JCA91<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3401446 | PA      | $3416691.13   | 0.02%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RR0002                      | CUSIP: 3142JCAC4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   3841112 | PA      | $3901189.67   | 0.02%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RR0018                      | CUSIP: 3142JCAU4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |  15052248 | PA      | $15450583.38  | 0.09%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RR0037                      | CUSIP: 3142JCBF6<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   8138455 | PA      | $8174930.32   | 0.05%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RR0038                      | CUSIP: 3142JCBG4<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   1685949 | PA      | $1712318.88   | 0.01%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR RR0047                      | CUSIP: 3142JCBR0<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |   2442256 | PA      | $2453201.46   | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                  | FR TA1525                      | CUSIP: 3142JPVT5<br>LEI: N/A            | Long             | ABS-MBS          | USGSE             | US        |     49855 | PA      | $50126.03     | 0.00%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 778794                      | CUSIP: 36176W7F2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    593224 | PA      | $567872.32    | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 778875                      | CUSIP: 36176XCL1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    333239 | PA      | $318924.53    | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 778882                      | CUSIP: 36176XCT4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    893126 | PA      | $854567.34    | 0.01%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 778973                      | CUSIP: 36176XFN4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    476435 | PA      | $455969.71    | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 779084                      | CUSIP: 36176XJ59<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    308313 | PA      | $289426.00    | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 779239                      | CUSIP: 36176XPY9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     84664 | PA      | $81027.14     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA5350                      | CUSIP: 36178C5K5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      8781 | PA      | $8714.82      | 0.00%             | 2027-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA6290                      | CUSIP: 36178D7B1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    336778 | PA      | $314477.74    | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA5897                      | CUSIP: 36178DRS2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    452929 | PA      | $423352.94    | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA8275                      | CUSIP: 36178GFQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    159014 | PA      | $151841.20    | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AA8386                      | CUSIP: 36178GJ70<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    188868 | PA      | $185000.63    | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB2891                      | CUSIP: 36178NF87<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    439247 | PA      | $412200.98    | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB9106                      | CUSIP: 36178WDK2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    948422 | PA      | $888835.15    | 0.01%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB9108                      | CUSIP: 36178WDM8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    516373 | PA      | $483769.77    | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB9203                      | CUSIP: 36178WGL7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    760849 | PA      | $713046.71    | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AB9211                      | CUSIP: 36178WGU7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    153345 | PA      | $146427.03    | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AC3794                      | CUSIP: 36179DGB0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     10957 | PA      | $10819.09     | 0.00%             | 2028-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0782                      | CUSIP: 36179M2P4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1676043 | PA      | $1573882.30   | 0.01%             | 2043-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0783                      | CUSIP: 36179M2Q2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1206078 | PA      | $1159265.51   | 0.01%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0852                      | CUSIP: 36179M5M8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1071917 | PA      | $1030119.77   | 0.01%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0855                      | CUSIP: 36179M5Q9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    143889 | PA      | $148020.47    | 0.00%             | 2043-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0025                      | CUSIP: 36179MA26<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     19383 | PA      | $19954.91     | 0.00%             | 2042-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0022                      | CUSIP: 36179MAX8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1103672 | PA      | $1062960.01   | 0.01%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0023                      | CUSIP: 36179MAY6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    475948 | PA      | $469200.15    | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0089                      | CUSIP: 36179MC24<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    570902 | PA      | $562680.42    | 0.00%             | 2042-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0088                      | CUSIP: 36179MCZ1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2658316 | PA      | $2559752.19   | 0.02%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0153                      | CUSIP: 36179ME22<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    719752 | PA      | $676564.61    | 0.00%             | 2042-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0154                      | CUSIP: 36179ME30<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1916412 | PA      | $1844607.27   | 0.01%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0155                      | CUSIP: 36179ME48<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    444281 | PA      | $437882.37    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0157                      | CUSIP: 36179ME63<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     62212 | PA      | $64031.89     | 0.00%             | 2042-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0138                      | CUSIP: 36179MEK2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     89090 | PA      | $88296.15     | 0.00%             | 2027-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0220                      | CUSIP: 36179MG53<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1432635 | PA      | $1378698.85   | 0.01%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0221                      | CUSIP: 36179MG61<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    221240 | PA      | $218028.18    | 0.00%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0204                      | CUSIP: 36179MGM6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     88690 | PA      | $87861.65     | 0.00%             | 2027-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0317                      | CUSIP: 36179MK66<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1823487 | PA      | $1714338.06   | 0.01%             | 2042-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0318                      | CUSIP: 36179MK74<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2115538 | PA      | $2035493.03   | 0.01%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0319                      | CUSIP: 36179MK82<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    190707 | PA      | $187913.36    | 0.00%             | 2042-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0391                      | CUSIP: 36179MNG1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2467904 | PA      | $2319833.77   | 0.01%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0392                      | CUSIP: 36179MNH9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2040734 | PA      | $1963132.57   | 0.01%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0461                      | CUSIP: 36179MQN3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    691559 | PA      | $649885.03    | 0.00%             | 2042-10-20      | 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        |   3832763 | PA      | $3686251.95   | 0.02%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0463                      | CUSIP: 36179MQQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    168502 | PA      | $166014.20    | 0.00%             | 2042-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0533                      | CUSIP: 36179MSW1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1726453 | PA      | $1622486.94   | 0.01%             | 2042-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0624                      | CUSIP: 36179MVR8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2809256 | PA      | $2638696.95   | 0.02%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0625                      | CUSIP: 36179MVS6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1280872 | PA      | $1231654.46   | 0.01%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0646                      | CUSIP: 36179MWF3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      2199 | PA      | $2253.89      | 0.00%             | 2042-12-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0697                      | CUSIP: 36179MX21<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    448664 | PA      | $409635.68    | 0.00%             | 2043-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0698                      | CUSIP: 36179MX39<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2856826 | PA      | $2683449.72   | 0.02%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0699                      | CUSIP: 36179MX47<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1607688 | PA      | $1545905.34   | 0.01%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0756                      | CUSIP: 36179MZV5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     99471 | PA      | $98307.71     | 0.00%             | 2028-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1676                      | CUSIP: 36179N2H0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    201686 | PA      | $188876.08    | 0.00%             | 2044-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1677                      | CUSIP: 36179N2J6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    309951 | PA      | $297126.03    | 0.00%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1678                      | CUSIP: 36179N2K3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      4669 | PA      | $4590.36      | 0.00%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1679                      | CUSIP: 36179N2L1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    446221 | PA      | $451409.30    | 0.00%             | 2044-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1762                      | CUSIP: 36179N5X2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    900729 | PA      | $911202.14    | 0.01%             | 2044-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0933                      | CUSIP: 36179NBA5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2664698 | PA      | $2500723.41   | 0.01%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA0934                      | CUSIP: 36179NBB3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2029440 | PA      | $1949942.96   | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1011                      | CUSIP: 36179NDQ8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1929017 | PA      | $1809212.79   | 0.01%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1012                      | CUSIP: 36179NDR6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5432896 | PA      | $5196284.75   | 0.03%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1089                      | CUSIP: 36179NF60<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1043140 | PA      | $978138.01    | 0.01%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1090                      | CUSIP: 36179NF78<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    556612 | PA      | $534596.89    | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1091                      | CUSIP: 36179NF86<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3814119 | PA      | $3758181.11   | 0.02%             | 2043-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1064                      | CUSIP: 36179NFD5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     89471 | PA      | $88332.42     | 0.00%             | 2028-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1065                      | CUSIP: 36179NFE3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     23801 | PA      | $23592.35     | 0.00%             | 2028-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1156                      | CUSIP: 36179NH92<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1110668 | PA      | $1041145.74   | 0.01%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1157                      | CUSIP: 36179NJA7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2020883 | PA      | $1941279.73   | 0.01%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1158                      | CUSIP: 36179NJB5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    175490 | PA      | $172898.31    | 0.00%             | 2043-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1223                      | CUSIP: 36179NLC0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1229131 | PA      | $1151839.96   | 0.01%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1224                      | CUSIP: 36179NLD8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1362843 | PA      | $1308386.24   | 0.01%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1225                      | CUSIP: 36179NLE6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    558814 | PA      | $549866.23    | 0.00%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1284                      | CUSIP: 36179NM96<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  10734999 | PA      | $10056099.83  | 0.06%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1285                      | CUSIP: 36179NNA2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    645746 | PA      | $619665.02    | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1287                      | CUSIP: 36179NNC8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1036534 | PA      | $1048626.19   | 0.01%             | 2043-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1374                      | CUSIP: 36179NQ35<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    662109 | PA      | $620396.47    | 0.00%             | 2043-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1375                      | CUSIP: 36179NQ43<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    456511 | PA      | $438049.75    | 0.00%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1376                      | CUSIP: 36179NQ50<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2200871 | PA      | $2164603.51   | 0.01%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1377                      | CUSIP: 36179NQ68<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    454134 | PA      | $459425.81    | 0.00%             | 2043-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1447                      | CUSIP: 36179NTC2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     72862 | PA      | $68248.59     | 0.00%             | 2043-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1448                      | CUSIP: 36179NTD0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    321209 | PA      | $308154.05    | 0.00%             | 2043-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1449                      | CUSIP: 36179NTE8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    596189 | PA      | $586367.14    | 0.00%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1450                      | CUSIP: 36179NTF5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    221988 | PA      | $224573.53    | 0.00%             | 2043-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1600                      | CUSIP: 36179NX52<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    398678 | PA      | $382264.20    | 0.00%             | 2044-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1601                      | CUSIP: 36179NX60<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    618820 | PA      | $608565.17    | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1602                      | CUSIP: 36179NX78<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    209392 | PA      | $211833.06    | 0.00%             | 2044-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2569                      | CUSIP: 36179Q2A8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    146014 | PA      | $144171.93    | 0.00%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2600                      | CUSIP: 36179Q3H2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    411862 | PA      | $383727.21    | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2601                      | CUSIP: 36179Q3J8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1526476 | PA      | $1459559.40   | 0.01%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2602                      | CUSIP: 36179Q3K5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    583575 | PA      | $572998.98    | 0.00%             | 2045-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2677                      | CUSIP: 36179Q6N6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    784006 | PA      | $730095.16    | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2678                      | CUSIP: 36179Q6P1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2766020 | PA      | $2643758.49   | 0.02%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2679                      | CUSIP: 36179Q6Q9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1723615 | PA      | $1692371.70   | 0.01%             | 2045-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2680                      | CUSIP: 36179Q6R7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    235784 | PA      | $238529.57    | 0.00%             | 2045-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1838                      | CUSIP: 36179QBF7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    179948 | PA      | $172402.38    | 0.00%             | 2044-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1839                      | CUSIP: 36179QBG5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    196093 | PA      | $192778.66    | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1840                      | CUSIP: 36179QBH3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    467797 | PA      | $473244.66    | 0.00%             | 2044-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1921                      | CUSIP: 36179QD24<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    189216 | PA      | $191421.08    | 0.00%             | 2044-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1920                      | CUSIP: 36179QDZ1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    192436 | PA      | $189182.69    | 0.00%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA1996                      | CUSIP: 36179QGD7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    609769 | PA      | $599458.52    | 0.00%             | 2044-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2044                      | CUSIP: 36179QHV6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     60277 | PA      | $59582.96     | 0.00%             | 2029-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2073                      | CUSIP: 36179QJS1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    315714 | PA      | $302195.37    | 0.00%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2074                      | CUSIP: 36179QJT9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    968313 | PA      | $951184.70    | 0.01%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2119                      | CUSIP: 36179QK83<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    115727 | PA      | $114394.79    | 0.00%             | 2029-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2147                      | CUSIP: 36179QL41<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    389932 | PA      | $364898.02    | 0.00%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2148                      | CUSIP: 36179QL58<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1042097 | PA      | $997323.71    | 0.01%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2149                      | CUSIP: 36179QL66<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1113038 | PA      | $1093230.71   | 0.01%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2222                      | CUSIP: 36179QPF2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    235617 | PA      | $219935.38    | 0.00%             | 2044-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2224                      | CUSIP: 36179QPH8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2495380 | PA      | $2450703.39   | 0.01%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2272                      | CUSIP: 36179QQZ7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     67218 | PA      | $66418.30     | 0.00%             | 2029-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2305                      | CUSIP: 36179QR29<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    866751 | PA      | $876258.33    | 0.01%             | 2044-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2302                      | CUSIP: 36179QRX1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1421497 | PA      | $1330240.80   | 0.01%             | 2044-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2303                      | CUSIP: 36179QRY9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1807274 | PA      | $1728984.08   | 0.01%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2304                      | CUSIP: 36179QRZ6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    759722 | PA      | $746036.19    | 0.00%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2371                      | CUSIP: 36179QT43<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    513108 | PA      | $490783.93    | 0.00%             | 2044-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2372                      | CUSIP: 36179QT50<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1108819 | PA      | $1088602.16   | 0.01%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2373                      | CUSIP: 36179QT68<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    863424 | PA      | $872894.07    | 0.01%             | 2044-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2414                      | CUSIP: 36179QVF5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    110372 | PA      | $109018.31    | 0.00%             | 2029-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2444                      | CUSIP: 36179QWD9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    714003 | PA      | $665576.38    | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2445                      | CUSIP: 36179QWE7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1477768 | PA      | $1413224.53   | 0.01%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2446                      | CUSIP: 36179QWF4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    804336 | PA      | $789671.70    | 0.00%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2520                      | CUSIP: 36179QYR6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    418398 | PA      | $389812.17    | 0.00%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2521                      | CUSIP: 36179QYS4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    914174 | PA      | $874090.54    | 0.01%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2522                      | CUSIP: 36179QYT2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    169966 | PA      | $166867.90    | 0.00%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3520                      | CUSIP: 36179R4D8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3583606 | PA      | $3327192.92   | 0.02%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3521                      | CUSIP: 36179R4E6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6304709 | PA      | $6013950.54   | 0.04%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3522                      | CUSIP: 36179R4F3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1577103 | PA      | $1545920.20   | 0.01%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3572                      | CUSIP: 36179R6H7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    164708 | PA      | $162269.22    | 0.00%             | 2031-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3595                      | CUSIP: 36179R7G8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    235560 | PA      | $211441.85    | 0.00%             | 2046-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3596                      | CUSIP: 36179R7H6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   7824336 | PA      | $7273431.07   | 0.04%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3597                      | CUSIP: 36179R7J2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1166907 | PA      | $1121349.87   | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3598                      | CUSIP: 36179R7K9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1540780 | PA      | $1509811.04   | 0.01%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3599                      | CUSIP: 36179R7L7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    221443 | PA      | $223842.97    | 0.00%             | 2046-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2753                      | CUSIP: 36179RBW8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1480130 | PA      | $1377971.88   | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2754                      | CUSIP: 36179RBX6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4449683 | PA      | $4252230.59   | 0.03%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2756                      | CUSIP: 36179RBZ1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    167225 | PA      | $169173.90    | 0.00%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2826                      | CUSIP: 36179RD71<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2903104 | PA      | $2773781.94   | 0.02%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2827                      | CUSIP: 36179RD89<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    448816 | PA      | $440382.35    | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2828                      | CUSIP: 36179RD97<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    409326 | PA      | $413788.96    | 0.00%             | 2045-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2891                      | CUSIP: 36179RF87<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1684573 | PA      | $1567044.69   | 0.01%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2892                      | CUSIP: 36179RF95<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2525182 | PA      | $2412263.00   | 0.01%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2863                      | CUSIP: 36179RFC8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     80510 | PA      | $78848.31     | 0.00%             | 2030-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2893                      | CUSIP: 36179RGA1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    983282 | PA      | $964699.81    | 0.01%             | 2045-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2894                      | CUSIP: 36179RGB9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    366909 | PA      | $371141.22    | 0.00%             | 2045-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2935                      | CUSIP: 36179RHL6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    123326 | PA      | $121687.00    | 0.00%             | 2030-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2960                      | CUSIP: 36179RJD2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3120513 | PA      | $2902040.98   | 0.02%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2961                      | CUSIP: 36179RJE0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3415090 | PA      | $3261219.48   | 0.02%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA2962                      | CUSIP: 36179RJF7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1478582 | PA      | $1450010.33   | 0.01%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3033                      | CUSIP: 36179RLN7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1306683 | PA      | $1215128.83   | 0.01%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3034                      | CUSIP: 36179RLP2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2202822 | PA      | $2103160.53   | 0.01%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3035                      | CUSIP: 36179RLQ0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2092371 | PA      | $2051501.83   | 0.01%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3105                      | CUSIP: 36179RNW5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2624179 | PA      | $2505395.73   | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3106                      | CUSIP: 36179RNX3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1578893 | PA      | $1547871.90   | 0.01%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3173                      | CUSIP: 36179RQ28<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2649520 | PA      | $2528689.11   | 0.01%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3174                      | CUSIP: 36179RQ36<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1084869 | PA      | $1063429.10   | 0.01%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3243                      | CUSIP: 36179RS83<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1209823 | PA      | $1124104.88   | 0.01%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3244                      | CUSIP: 36179RS91<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3390718 | PA      | $3236125.27   | 0.02%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3245                      | CUSIP: 36179RTA7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    575235 | PA      | $563809.01    | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3282                      | CUSIP: 36179RUF4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     17755 | PA      | $17361.10     | 0.00%             | 2030-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3310                      | CUSIP: 36179RVB2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3597400 | PA      | $3432159.53   | 0.02%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3311                      | CUSIP: 36179RVC0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1958453 | PA      | $1919762.18   | 0.01%             | 2045-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3375                      | CUSIP: 36179RXC8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2849626 | PA      | $2645741.63   | 0.02%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3376                      | CUSIP: 36179RXD6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2769347 | PA      | $2642129.98   | 0.02%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3377                      | CUSIP: 36179RXE4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    457762 | PA      | $448622.75    | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3378                      | CUSIP: 36179RXF1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    154923 | PA      | $156582.71    | 0.00%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3427                      | CUSIP: 36179RYY9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    344766 | PA      | $336670.30    | 0.00%             | 2031-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3454                      | CUSIP: 36179RZT9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1598105 | PA      | $1524408.78   | 0.01%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3455                      | CUSIP: 36179RZU6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    296682 | PA      | $290786.23    | 0.00%             | 2046-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3456                      | CUSIP: 36179RZV4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    162210 | PA      | $163968.21    | 0.00%             | 2046-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4382                      | CUSIP: 36179S2P1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2188236 | PA      | $2101437.74   | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4383                      | CUSIP: 36179S2Q9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1445940 | PA      | $1421161.64   | 0.01%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4426                      | CUSIP: 36179S4K0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    513911 | PA      | $510167.86    | 0.00%             | 2032-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4451                      | CUSIP: 36179S5L7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3977864 | PA      | $3820077.91   | 0.02%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4452                      | CUSIP: 36179S5M5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1459273 | PA      | $1434265.77   | 0.01%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4453                      | CUSIP: 36179S5N3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    316334 | PA      | $319969.35    | 0.00%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3662                      | CUSIP: 36179SB71<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2271577 | PA      | $2111636.83   | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3663                      | CUSIP: 36179SB89<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3712760 | PA      | $3567810.45   | 0.02%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3664                      | CUSIP: 36179SB97<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     94532 | PA      | $92622.52     | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3735                      | CUSIP: 36179SEG8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5126191 | PA      | $4765260.11   | 0.03%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3736                      | CUSIP: 36179SEH6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4935961 | PA      | $4743256.23   | 0.03%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3738                      | CUSIP: 36179SEK9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    311770 | PA      | $315354.74    | 0.00%             | 2046-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3778                      | CUSIP: 36179SFT9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     30622 | PA      | $30151.20     | 0.00%             | 2031-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3802                      | CUSIP: 36179SGK7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2676435 | PA      | $2487989.45   | 0.01%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3803                      | CUSIP: 36179SGL5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3766695 | PA      | $3619639.57   | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3805                      | CUSIP: 36179SGN1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    187446 | PA      | $189476.17    | 0.00%             | 2046-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3849                      | CUSIP: 36179SH26<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    116829 | PA      | $113886.26    | 0.00%             | 2031-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3874                      | CUSIP: 36179SJT5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    715884 | PA      | $687935.34    | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3875                      | CUSIP: 36179SJU2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1051059 | PA      | $1029716.89   | 0.01%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3912                      | CUSIP: 36179SKZ9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    293364 | PA      | $285876.05    | 0.00%             | 2031-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3935                      | CUSIP: 36179SLQ8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    566181 | PA      | $506750.10    | 0.00%             | 2046-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3936                      | CUSIP: 36179SLR6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   7629816 | PA      | $7092606.57   | 0.04%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3937                      | CUSIP: 36179SLS4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3278164 | PA      | $3150181.20   | 0.02%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA3979                      | CUSIP: 36179SM46<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    105261 | PA      | $103580.85    | 0.00%             | 2031-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4003                      | CUSIP: 36179SNU7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  17204008 | PA      | $15992687.45  | 0.09%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4004                      | CUSIP: 36179SNV5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1385387 | PA      | $1331300.45   | 0.01%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4043                      | CUSIP: 36179SP43<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     43761 | PA      | $42614.88     | 0.00%             | 2031-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4044                      | CUSIP: 36179SP50<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     60868 | PA      | $59873.70     | 0.00%             | 2031-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4067                      | CUSIP: 36179SQU4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2458533 | PA      | $2200408.55   | 0.01%             | 2046-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4068                      | CUSIP: 36179SQV2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   8472816 | PA      | $7876251.91   | 0.05%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4069                      | CUSIP: 36179SQW0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1097988 | PA      | $1055121.70   | 0.01%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4071                      | CUSIP: 36179SQY6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     26813 | PA      | $27121.57     | 0.00%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4125                      | CUSIP: 36179SSN8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1434928 | PA      | $1283441.95   | 0.01%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4127                      | CUSIP: 36179SSQ1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4181609 | PA      | $4018354.40   | 0.02%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4170                      | CUSIP: 36179ST31<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    157722 | PA      | $155116.89    | 0.00%             | 2032-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4195                      | CUSIP: 36179SUU9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4938891 | PA      | $4584974.10   | 0.03%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4196                      | CUSIP: 36179SUV7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    946202 | PA      | $908669.86    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4197                      | CUSIP: 36179SUW5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1439470 | PA      | $1416152.44   | 0.01%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4262                      | CUSIP: 36179SWX1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3941172 | PA      | $3784841.44   | 0.02%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4322                      | CUSIP: 36179SYT8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1129520 | PA      | $1110163.50   | 0.01%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4323                      | CUSIP: 36179SYU5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    337639 | PA      | $341730.89    | 0.00%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5329                      | CUSIP: 36179T4N2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    103569 | PA      | $99202.18     | 0.00%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5330                      | CUSIP: 36179T4P7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6764785 | PA      | $6627720.41   | 0.04%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5331                      | CUSIP: 36179T4Q5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2714309 | PA      | $2740417.23   | 0.02%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5397                      | CUSIP: 36179T7J8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    222777 | PA      | $213382.97    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5398                      | CUSIP: 36179T7K5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6399629 | PA      | $6269962.98   | 0.04%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5400                      | CUSIP: 36179T7M1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    346102 | PA      | $354463.66    | 0.00%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4510                      | CUSIP: 36179TAK1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3338926 | PA      | $3204397.27   | 0.02%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4511                      | CUSIP: 36179TAL9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3514979 | PA      | $3454744.77   | 0.02%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4512                      | CUSIP: 36179TAM7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    238850 | PA      | $241594.99    | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4586                      | CUSIP: 36179TCX1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4566602 | PA      | $4382609.16   | 0.03%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4587                      | CUSIP: 36179TCY9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1892015 | PA      | $1856636.49   | 0.01%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4588                      | CUSIP: 36179TCZ6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    165451 | PA      | $167353.09    | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4653                      | CUSIP: 36179TE27<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1393582 | PA      | $1367523.61   | 0.01%             | 2047-08-20      | 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        |   6342224 | PA      | $6086689.89   | 0.04%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4718                      | CUSIP: 36179TG33<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4044738 | PA      | $3754895.00   | 0.02%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4719                      | CUSIP: 36179TG41<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9435571 | PA      | $9055402.79   | 0.05%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4720                      | CUSIP: 36179TG58<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1439124 | PA      | $1412213.64   | 0.01%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4721                      | CUSIP: 36179TG66<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    664754 | PA      | $672186.54    | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4777                      | CUSIP: 36179TJW6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    908184 | PA      | $843104.46    | 0.00%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4778                      | CUSIP: 36179TJX4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2687774 | PA      | $2579480.76   | 0.02%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4780                      | CUSIP: 36179TJZ9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    395071 | PA      | $399488.17    | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4836                      | CUSIP: 36179TLR4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   8841272 | PA      | $8196661.78   | 0.05%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4837                      | CUSIP: 36179TLS2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5557987 | PA      | $5327102.30   | 0.03%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4838                      | CUSIP: 36179TLT0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1094205 | PA      | $1073744.74   | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4839                      | CUSIP: 36179TLU7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    325884 | PA      | $329527.31    | 0.00%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4899                      | CUSIP: 36179TNQ4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4672491 | PA      | $4331822.99   | 0.03%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4900                      | CUSIP: 36179TNR2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9420514 | PA      | $9029176.72   | 0.05%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4901                      | CUSIP: 36179TNS0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1478857 | PA      | $1451203.67   | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4902                      | CUSIP: 36179TNT8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    262216 | PA      | $265147.64    | 0.00%             | 2047-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4935                      | CUSIP: 36179TPU3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    216220 | PA      | $212258.09    | 0.00%             | 2033-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4962                      | CUSIP: 36179TQP3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4246983 | PA      | $4070559.12   | 0.02%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4963                      | CUSIP: 36179TQQ1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1348749 | PA      | $1322264.60   | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA4964                      | CUSIP: 36179TQR9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    355155 | PA      | $359014.58    | 0.00%             | 2048-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5018                      | CUSIP: 36179TSF3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    859370 | PA      | $796713.70    | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5019                      | CUSIP: 36179TSG1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1529447 | PA      | $1464956.01   | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5020                      | CUSIP: 36179TSH9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2382795 | PA      | $2336004.88   | 0.01%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5021                      | CUSIP: 36179TSJ5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    110306 | PA      | $111539.39    | 0.00%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5076                      | CUSIP: 36179TT96<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    594112 | PA      | $550795.76    | 0.00%             | 2048-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5078                      | CUSIP: 36179TUB9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2327858 | PA      | $2282147.02   | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5079                      | CUSIP: 36179TUC7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    611449 | PA      | $618094.67    | 0.00%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5136                      | CUSIP: 36179TV51<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3007868 | PA      | $2881037.76   | 0.02%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5137                      | CUSIP: 36179TV69<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4710749 | PA      | $4618246.63   | 0.03%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5138                      | CUSIP: 36179TV77<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1891115 | PA      | $1910486.53   | 0.01%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5191                      | CUSIP: 36179TXU4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3809920 | PA      | $3651652.38   | 0.02%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5192                      | CUSIP: 36179TXV2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2670552 | PA      | $2616443.04   | 0.02%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5193                      | CUSIP: 36179TXW0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2365402 | PA      | $2389632.36   | 0.01%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5263                      | CUSIP: 36179TZ40<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1269355 | PA      | $1215831.16   | 0.01%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5265                      | CUSIP: 36179TZ65<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4389759 | PA      | $4431981.83   | 0.03%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6217                      | CUSIP: 36179U4A7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4777469 | PA      | $4238053.89   | 0.03%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6218                      | CUSIP: 36179U4B5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    765054 | PA      | $705449.46    | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6219                      | CUSIP: 36179U4C3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   7022720 | PA      | $6706848.45   | 0.04%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6221                      | CUSIP: 36179U4E9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    172637 | PA      | $174297.51    | 0.00%             | 2049-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6283                      | CUSIP: 36179U6U1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  18928382 | PA      | $17418196.16  | 0.10%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6285                      | CUSIP: 36179U6W7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1537103 | PA      | $1502596.99   | 0.01%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5465                      | CUSIP: 36179UCA8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    268795 | PA      | $257460.75    | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5466                      | CUSIP: 36179UCB6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4655296 | PA      | $4560972.79   | 0.03%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5467                      | CUSIP: 36179UCC4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3209972 | PA      | $3240847.25   | 0.02%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5468                      | CUSIP: 36179UCD2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    512294 | PA      | $524190.91    | 0.00%             | 2048-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5527                      | CUSIP: 36179UD82<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    864647 | PA      | $827107.96    | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5528                      | CUSIP: 36179UD90<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1981058 | PA      | $1938442.41   | 0.01%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5529                      | CUSIP: 36179UEA6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    632628 | PA      | $638317.53    | 0.00%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5530                      | CUSIP: 36179UEB4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    239687 | PA      | $245253.01    | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5594                      | CUSIP: 36179UGB2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    218731 | PA      | $209234.57    | 0.00%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5595                      | CUSIP: 36179UGC0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1202389 | PA      | $1176523.84   | 0.01%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5596                      | CUSIP: 36179UGD8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    290055 | PA      | $292664.12    | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5650                      | CUSIP: 36179UH39<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    543549 | PA      | $520289.70    | 0.00%             | 2048-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5651                      | CUSIP: 36179UH47<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3961780 | PA      | $3876556.59   | 0.02%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5652                      | CUSIP: 36179UH54<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3195677 | PA      | $3224417.32   | 0.02%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5711                      | CUSIP: 36179UKY7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    679010 | PA      | $684480.26    | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5762                      | CUSIP: 36179UMK5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1503879 | PA      | $1439526.54   | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5763                      | CUSIP: 36179UML3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    460344 | PA      | $450441.40    | 0.00%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5764                      | CUSIP: 36179UMM1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1953947 | PA      | $1969688.04   | 0.01%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5766                      | CUSIP: 36179UMP4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     23982 | PA      | $24906.00     | 0.00%             | 2049-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5816                      | CUSIP: 36179UN99<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    320543 | PA      | $306426.11    | 0.00%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5875                      | CUSIP: 36179UQ47<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1987153 | PA      | $1899636.67   | 0.01%             | 2049-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5876                      | CUSIP: 36179UQ54<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    445212 | PA      | $435217.40    | 0.00%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5877                      | CUSIP: 36179UQ62<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1369975 | PA      | $1381012.01   | 0.01%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5930                      | CUSIP: 36179UST0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9070313 | PA      | $8670847.58   | 0.05%             | 2049-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5931                      | CUSIP: 36179USU7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3465257 | PA      | $3387465.02   | 0.02%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5933                      | CUSIP: 36179USW3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    801012 | PA      | $819612.89    | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5985                      | CUSIP: 36179UUJ9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1224152 | PA      | $1169856.20   | 0.01%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA5988                      | CUSIP: 36179UUM2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    194789 | PA      | $199129.63    | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6038                      | CUSIP: 36179UV74<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3110892 | PA      | $2873385.51   | 0.02%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6040                      | CUSIP: 36179UV90<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    966560 | PA      | $944861.86    | 0.01%             | 2049-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6089                      | CUSIP: 36179UXS6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  10375977 | PA      | $9567592.55   | 0.06%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6090                      | CUSIP: 36179UXT4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    927578 | PA      | $885856.68    | 0.01%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6153                      | CUSIP: 36179UZS4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  11459954 | PA      | $10567118.17  | 0.06%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6154                      | CUSIP: 36179UZT2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    968929 | PA      | $925347.64    | 0.01%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7135                      | CUSIP: 36179V4U1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  42803943 | PA      | $36285167.46  | 0.21%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7136                      | CUSIP: 36179V4V9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  11598363 | PA      | $10256193.29  | 0.06%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7137                      | CUSIP: 36179V4W7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2543580 | PA      | $2336668.38   | 0.01%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7138                      | CUSIP: 36179V4X5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1978415 | PA      | $1886337.21   | 0.01%             | 2051-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7191                      | CUSIP: 36179V7C8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    352467 | PA      | $286368.80    | 0.00%             | 2051-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7192                      | CUSIP: 36179V7D6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  21534993 | PA      | $18249459.31  | 0.11%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6337                      | CUSIP: 36179VBE9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     10489 | PA      | $9304.55      | 0.00%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6338                      | CUSIP: 36179VBF6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   7329063 | PA      | $6744319.24   | 0.04%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6339                      | CUSIP: 36179VBG4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3638549 | PA      | $3474892.62   | 0.02%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6410                      | CUSIP: 36179VDP2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3029860 | PA      | $2893580.99   | 0.02%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6411                      | CUSIP: 36179VDQ0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3317304 | PA      | $3242833.83   | 0.02%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6474                      | CUSIP: 36179VFP0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  15798558 | PA      | $14538082.92  | 0.09%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6475                      | CUSIP: 36179VFQ8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3302778 | PA      | $3154224.32   | 0.02%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6541                      | CUSIP: 36179VHS2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5056849 | PA      | $4651812.01   | 0.03%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6542                      | CUSIP: 36179VHT0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6347322 | PA      | $6061828.73   | 0.04%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6598                      | CUSIP: 36179VKK5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  10438404 | PA      | $9243514.07   | 0.05%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6599                      | CUSIP: 36179VKL3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9046011 | PA      | $8321455.00   | 0.05%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6684                      | CUSIP: 36179VM98<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    156379 | PA      | $152515.41    | 0.00%             | 2035-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6656                      | CUSIP: 36179VMD9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4105806 | PA      | $3773095.07   | 0.02%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6657                      | CUSIP: 36179VME7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4088259 | PA      | $3901819.95   | 0.02%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6658                      | CUSIP: 36179VMF4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    241667 | PA      | $236241.39    | 0.00%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6709                      | CUSIP: 36179VN22<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6926401 | PA      | $6133531.66   | 0.04%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6710                      | CUSIP: 36179VN30<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  19341415 | PA      | $17774099.00  | 0.11%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6711                      | CUSIP: 36179VN48<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1814492 | PA      | $1731745.11   | 0.01%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6765                      | CUSIP: 36179VQS2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    973177 | PA      | $861776.59    | 0.01%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6766                      | CUSIP: 36179VQT0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  13067178 | PA      | $12008289.95  | 0.07%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6767                      | CUSIP: 36179VQU7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    522498 | PA      | $498670.43    | 0.00%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6818                      | CUSIP: 36179VSF8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2193950 | PA      | $1863938.67   | 0.01%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6819                      | CUSIP: 36179VSG6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  24064324 | PA      | $21287105.82  | 0.13%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6820                      | CUSIP: 36179VSH4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   7671551 | PA      | $7049893.34   | 0.04%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6822                      | CUSIP: 36179VSK7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3028053 | PA      | $2960076.59   | 0.02%             | 2050-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6864                      | CUSIP: 36179VTV2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  12573599 | PA      | $10682292.95  | 0.06%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6865                      | CUSIP: 36179VTW0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  16263238 | PA      | $14401575.80  | 0.09%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6867                      | CUSIP: 36179VTY6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1915056 | PA      | $1827722.80   | 0.01%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6906                      | CUSIP: 36179VU73<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    243631 | PA      | $235925.35    | 0.00%             | 2035-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6933                      | CUSIP: 36179VV23<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    343120 | PA      | $327687.45    | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6930                      | CUSIP: 36179VVX5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  25357465 | PA      | $21490925.36  | 0.13%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6931                      | CUSIP: 36179VVY3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5525035 | PA      | $4885675.05   | 0.03%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6994                      | CUSIP: 36179VXX3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  41470579 | PA      | $35154866.88  | 0.21%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA6996                      | CUSIP: 36179VXZ8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5105940 | PA      | $4692184.10   | 0.03%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7051                      | CUSIP: 36179VZQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  28147519 | PA      | $23854228.55  | 0.14%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7052                      | CUSIP: 36179VZR4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  25728963 | PA      | $22731492.30  | 0.13%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7054                      | CUSIP: 36179VZT0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3899642 | PA      | $3718149.07   | 0.02%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7986                      | CUSIP: 36179W2T4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2663425 | PA      | $2257801.55   | 0.01%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7987                      | CUSIP: 36179W2U1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9674522 | PA      | $8540619.40   | 0.05%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7988                      | CUSIP: 36179W2V9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9753886 | PA      | $8949771.41   | 0.05%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7989                      | CUSIP: 36179W2W7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  14801452 | PA      | $14030475.19  | 0.08%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7990                      | CUSIP: 36179W2X5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  20372270 | PA      | $19813071.25  | 0.12%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8042                      | CUSIP: 36179W5B0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1115503 | PA      | $984760.90    | 0.01%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8043                      | CUSIP: 36179W5C8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  22918154 | PA      | $21028771.86  | 0.12%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8044                      | CUSIP: 36179W5D6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  16516374 | PA      | $15656071.24  | 0.09%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8045                      | CUSIP: 36179W5E4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3994126 | PA      | $3878250.59   | 0.02%             | 2052-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8097                      | CUSIP: 36179W7J1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6980475 | PA      | $6164509.58   | 0.04%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8099                      | CUSIP: 36179W7L6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   8968556 | PA      | $8501402.93   | 0.05%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8100                      | CUSIP: 36179W7M4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  13230540 | PA      | $12842567.60  | 0.08%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7253                      | CUSIP: 36179WBW7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2186774 | PA      | $1776687.77   | 0.01%             | 2051-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7254                      | CUSIP: 36179WBX5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  29518956 | PA      | $25023402.05  | 0.15%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7255                      | CUSIP: 36179WBY3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   8063456 | PA      | $7117748.97   | 0.04%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7256                      | CUSIP: 36179WBZ0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9011806 | PA      | $8278725.23   | 0.05%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7310                      | CUSIP: 36179WDP0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5038296 | PA      | $4093462.26   | 0.02%             | 2051-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7311                      | CUSIP: 36179WDQ8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  45177187 | PA      | $38282863.75  | 0.23%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7312                      | CUSIP: 36179WDR6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  25792731 | PA      | $22767679.78  | 0.13%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7366                      | CUSIP: 36179WFF0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  12616353 | PA      | $10691018.39  | 0.06%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7367                      | CUSIP: 36179WFG8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  22169699 | PA      | $19569567.58  | 0.12%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7368                      | CUSIP: 36179WFH6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2802532 | PA      | $2572103.19   | 0.02%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7369                      | CUSIP: 36179WFJ2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1603863 | PA      | $1526711.14   | 0.01%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7417                      | CUSIP: 36179WG28<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  23560215 | PA      | $19964777.58  | 0.12%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7418                      | CUSIP: 36179WG36<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  29411352 | PA      | $25961897.04  | 0.15%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7419                      | CUSIP: 36179WG44<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3169848 | PA      | $2909515.00   | 0.02%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7420                      | CUSIP: 36179WG51<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4502423 | PA      | $4285840.84   | 0.03%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7421                      | CUSIP: 36179WG69<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1857820 | PA      | $1816114.10   | 0.01%             | 2051-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7416                      | CUSIP: 36179WGZ5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1399934 | PA      | $1137403.94   | 0.01%             | 2051-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7471                      | CUSIP: 36179WJQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  35609468 | PA      | $30175239.04  | 0.18%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7472                      | CUSIP: 36179WJR0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  24518996 | PA      | $21643332.36  | 0.13%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7473                      | CUSIP: 36179WJS8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   7966049 | PA      | $7315548.04   | 0.04%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7474                      | CUSIP: 36179WJT6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2469429 | PA      | $2350641.18   | 0.01%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7475                      | CUSIP: 36179WJU3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2191295 | PA      | $2142102.86   | 0.01%             | 2051-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7532                      | CUSIP: 36179WLM8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    701103 | PA      | $569625.08    | 0.00%             | 2051-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7533                      | CUSIP: 36179WLN6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  26715803 | PA      | $22638803.54  | 0.13%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7534                      | CUSIP: 36179WLP1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  25368915 | PA      | $22393569.65  | 0.13%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7535                      | CUSIP: 36179WLQ9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  17328349 | PA      | $15897084.24  | 0.09%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7536                      | CUSIP: 36179WLR7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5021005 | PA      | $4779476.92   | 0.03%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7589                      | CUSIP: 36179WNE4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  29427623 | PA      | $25976260.35  | 0.15%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7590                      | CUSIP: 36179WNF1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  12450047 | PA      | $11421714.18  | 0.07%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7591                      | CUSIP: 36179WNG9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2805995 | PA      | $2666632.41   | 0.02%             | 2051-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7648                      | CUSIP: 36179WP93<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  19858762 | PA      | $16828189.92  | 0.10%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7649                      | CUSIP: 36179WQA9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  27738352 | PA      | $24485111.65  | 0.14%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7650                      | CUSIP: 36179WQB7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  13456702 | PA      | $12345222.47  | 0.07%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7705                      | CUSIP: 36179WR26<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  20834470 | PA      | $18390938.47  | 0.11%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7706                      | CUSIP: 36179WR34<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  15353183 | PA      | $14085060.44  | 0.08%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7707                      | CUSIP: 36179WR42<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2878985 | PA      | $2735997.00   | 0.02%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7704                      | CUSIP: 36179WRZ3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  26532394 | PA      | $22483383.32  | 0.13%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7769                      | CUSIP: 36179WT24<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1433133 | PA      | $1361955.11   | 0.01%             | 2051-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7765                      | CUSIP: 36179WTW8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2100337 | PA      | $1706459.88   | 0.01%             | 2051-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7767                      | CUSIP: 36179WTY4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  29493614 | PA      | $26034511.36  | 0.15%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7768                      | CUSIP: 36179WTZ1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  16166988 | PA      | $14831647.77  | 0.09%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7826                      | CUSIP: 36179WVT2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  41559467 | PA      | $35217230.83  | 0.21%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7827                      | CUSIP: 36179WVU9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  25145965 | PA      | $22196768.59  | 0.13%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7828                      | CUSIP: 36179WVV7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  19779085 | PA      | $18145397.92  | 0.11%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7829                      | CUSIP: 36179WVW5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3783245 | PA      | $3584705.62   | 0.02%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7880                      | CUSIP: 36179WXH6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  15635038 | PA      | $13249032.34  | 0.08%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7881                      | CUSIP: 36179WXJ2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  21043422 | PA      | $18575384.28  | 0.11%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7883                      | CUSIP: 36179WXL7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1731987 | PA      | $1641095.19   | 0.01%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7935                      | CUSIP: 36179WY85<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9196699 | PA      | $7796098.71   | 0.05%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7936                      | CUSIP: 36179WY93<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  15759828 | PA      | $13912697.08  | 0.08%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7937                      | CUSIP: 36179WZA9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  16735878 | PA      | $15356165.28  | 0.09%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA7938                      | CUSIP: 36179WZB7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5776530 | PA      | $5477447.43   | 0.03%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8874                      | CUSIP: 36179X2F2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    666638 | PA      | $615950.48    | 0.00%             | 2053-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8875                      | CUSIP: 36179X2G0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   8952288 | PA      | $8481087.40   | 0.05%             | 2053-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8877                      | CUSIP: 36179X2J4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  11182555 | PA      | $11118882.21  | 0.07%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8878                      | CUSIP: 36179X2K1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3264466 | PA      | $3295387.16   | 0.02%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8879                      | CUSIP: 36179X2L9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  16492377 | PA      | $16830495.17  | 0.10%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8880                      | CUSIP: 36179X2M7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   8197622 | PA      | $8418470.38   | 0.05%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8944                      | CUSIP: 36179X5D4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    846121 | PA      | $804229.86    | 0.00%             | 2053-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8946                      | CUSIP: 36179X5F9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4286274 | PA      | $4261868.15   | 0.03%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8947                      | CUSIP: 36179X5G7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  11987878 | PA      | $12101425.91  | 0.07%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8948                      | CUSIP: 36179X5H5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  16515074 | PA      | $16853657.82  | 0.10%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8949                      | CUSIP: 36179X5J1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1440721 | PA      | $1479084.96   | 0.01%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8147                      | CUSIP: 36179XBQ8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  10924051 | PA      | $9647111.25   | 0.06%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8148                      | CUSIP: 36179XBR6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    752919 | PA      | $691083.36    | 0.00%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8149                      | CUSIP: 36179XBS4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3778100 | PA      | $3583668.11   | 0.02%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8151                      | CUSIP: 36179XBU9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  12265118 | PA      | $12233610.49  | 0.07%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8198                      | CUSIP: 36179XDB9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5200573 | PA      | $4781587.04   | 0.03%             | 2052-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8199                      | CUSIP: 36179XDC7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6409561 | PA      | $6075700.01   | 0.04%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8201                      | CUSIP: 36179XDE3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  25377786 | PA      | $25312593.50  | 0.15%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8202                      | CUSIP: 36179XDF0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  17173593 | PA      | $17384560.72  | 0.10%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8265                      | CUSIP: 36179XFE1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4669621 | PA      | $4302166.90   | 0.03%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8266                      | CUSIP: 36179XFF8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4912127 | PA      | $4656264.66   | 0.03%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8267                      | CUSIP: 36179XFG6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  33414607 | PA      | $32403431.22  | 0.19%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8268                      | CUSIP: 36179XFH4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  22164338 | PA      | $22107400.50  | 0.13%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8269                      | CUSIP: 36179XFJ0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  19038645 | PA      | $19260624.68  | 0.11%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8349                      | CUSIP: 36179XH25<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9935402 | PA      | $10152287.90  | 0.06%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8345                      | CUSIP: 36179XHW9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1013947 | PA      | $961132.18    | 0.01%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8346                      | CUSIP: 36179XHX7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  26792417 | PA      | $25981638.53  | 0.15%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8347                      | CUSIP: 36179XHY5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  39512527 | PA      | $39386327.79  | 0.23%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8348                      | CUSIP: 36179XHZ2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  14417110 | PA      | $14585204.64  | 0.09%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8426                      | CUSIP: 36179XLF1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  14484639 | PA      | $14050838.48  | 0.08%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8427                      | CUSIP: 36179XLG9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  22449853 | PA      | $22350088.38  | 0.13%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8428                      | CUSIP: 36179XLH7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  18266155 | PA      | $18479127.41  | 0.11%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8429                      | CUSIP: 36179XLJ3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  11047513 | PA      | $11281771.31  | 0.07%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8432                      | CUSIP: 36179XLM6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    383959 | PA      | $399708.73    | 0.00%             | 2052-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8487                      | CUSIP: 36179XNC6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2489998 | PA      | $2359521.31   | 0.01%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8491                      | CUSIP: 36179XNG7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   7101233 | PA      | $7251811.38   | 0.04%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8492                      | CUSIP: 36179XNH5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   8574375 | PA      | $8816091.36   | 0.05%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8493                      | CUSIP: 36179XNJ1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4335766 | PA      | $4524995.50   | 0.03%             | 2052-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8494                      | CUSIP: 36179XNK8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    301373 | PA      | $313547.36    | 0.00%             | 2052-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8566                      | CUSIP: 36179XQT6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6750015 | PA      | $6390511.23   | 0.04%             | 2053-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8569                      | CUSIP: 36179XQW9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5547019 | PA      | $5606493.11   | 0.03%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8570                      | CUSIP: 36179XQX7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9450108 | PA      | $9646802.51   | 0.06%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8571                      | CUSIP: 36179XQY5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9225674 | PA      | $9479985.75   | 0.06%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8572                      | CUSIP: 36179XQZ2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2188955 | PA      | $2284318.42   | 0.01%             | 2053-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8643                      | CUSIP: 36179XS80<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1184276 | PA      | $1093305.72   | 0.01%             | 2053-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8645                      | CUSIP: 36179XTA4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1000816 | PA      | $971155.16    | 0.01%             | 2053-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8647                      | CUSIP: 36179XTC0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  12443548 | PA      | $12576966.13  | 0.07%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8648                      | CUSIP: 36179XTD8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   7750243 | PA      | $7910951.12   | 0.05%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8650                      | CUSIP: 36179XTF3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    556386 | PA      | $580582.06    | 0.00%             | 2053-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8651                      | CUSIP: 36179XTG1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    360365 | PA      | $374978.66    | 0.00%             | 2053-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8727                      | CUSIP: 36179XVU7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4077301 | PA      | $4188419.82   | 0.02%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8798                      | CUSIP: 36179XX35<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4557737 | PA      | $4418744.34   | 0.03%             | 2053-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8799                      | CUSIP: 36179XX43<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  20336944 | PA      | $20233858.02  | 0.12%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8800                      | CUSIP: 36179XX50<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  16152026 | PA      | $16310064.10  | 0.10%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8801                      | CUSIP: 36179XX68<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  17673757 | PA      | $18036095.18  | 0.11%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8802                      | CUSIP: 36179XX76<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   8659694 | PA      | $8892990.94   | 0.05%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA8795                      | CUSIP: 36179XXY7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2755988 | PA      | $2443953.32   | 0.01%             | 2053-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9777                      | CUSIP: 36179Y2J2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2141088 | PA      | $2120198.73   | 0.01%             | 2054-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9778                      | CUSIP: 36179Y2K9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   8915391 | PA      | $8974761.98   | 0.05%             | 2054-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9779                      | CUSIP: 36179Y2L7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  19116113 | PA      | $19451271.88  | 0.11%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9780                      | CUSIP: 36179Y2M5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  24716987 | PA      | $25299845.88  | 0.15%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9849                      | CUSIP: 36179Y5J9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   7747681 | PA      | $7672091.99   | 0.05%             | 2054-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9851                      | CUSIP: 36179Y5L4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  23333491 | PA      | $23742592.13  | 0.14%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9852                      | CUSIP: 36179Y5M2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  15845010 | PA      | $16216179.31  | 0.10%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9853                      | CUSIP: 36179Y5N0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6972823 | PA      | $7262979.87   | 0.04%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9015                      | CUSIP: 36179YAQ7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9525008 | PA      | $9470773.60   | 0.06%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9016                      | CUSIP: 36179YAR5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  20457399 | PA      | $20651169.38  | 0.12%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9017                      | CUSIP: 36179YAS3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  11054149 | PA      | $11270412.45  | 0.07%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9018                      | CUSIP: 36179YAT1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  10676111 | PA      | $10959561.29  | 0.06%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9105                      | CUSIP: 36179YDJ0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  20307847 | PA      | $20500200.97  | 0.12%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9106                      | CUSIP: 36179YDK7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9964438 | PA      | $10159382.22  | 0.06%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9107                      | CUSIP: 36179YDL5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  10320900 | PA      | $10595726.07  | 0.06%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9171                      | CUSIP: 36179YFL3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  21561311 | PA      | $21976398.73  | 0.13%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9172                      | CUSIP: 36179YFM1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4407440 | PA      | $4524457.53   | 0.03%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9174                      | CUSIP: 36179YFP4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    325276 | PA      | $338543.03    | 0.00%             | 2053-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9240                      | CUSIP: 36179YHR8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  21365402 | PA      | $21554419.20  | 0.13%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9241                      | CUSIP: 36179YHS6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  19406005 | PA      | $19779600.01  | 0.12%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9244                      | CUSIP: 36179YHV9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1853816 | PA      | $1928700.86   | 0.01%             | 2053-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9305                      | CUSIP: 36179YKS2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   7530320 | PA      | $7672936.39   | 0.05%             | 2053-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9306                      | CUSIP: 36179YKT0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  12178156 | PA      | $12509097.88  | 0.07%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9308                      | CUSIP: 36179YKV5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2544913 | PA      | $2648310.72   | 0.02%             | 2053-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9363                      | CUSIP: 36179YML5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   8210170 | PA      | $8433281.74   | 0.05%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9364                      | CUSIP: 36179YMM3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6768279 | PA      | $7057855.77   | 0.04%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9365                      | CUSIP: 36179YMN1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2837037 | PA      | $2951859.85   | 0.02%             | 2053-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9422                      | CUSIP: 36179YPF5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4133414 | PA      | $4169981.88   | 0.02%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9425                      | CUSIP: 36179YPJ7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  10732115 | PA      | $11191282.12  | 0.07%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9426                      | CUSIP: 36179YPK4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1420513 | PA      | $1477672.33   | 0.01%             | 2054-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9427                      | CUSIP: 36179YPL2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    446671 | PA      | $462128.08    | 0.00%             | 2054-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9486                      | CUSIP: 36179YRF3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4331084 | PA      | $4291535.17   | 0.03%             | 2054-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9487                      | CUSIP: 36179YRG1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  16491233 | PA      | $16637129.16  | 0.10%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9488                      | CUSIP: 36179YRH9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   8584497 | PA      | $8746408.83   | 0.05%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9489                      | CUSIP: 36179YRJ5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9411917 | PA      | $9645626.83   | 0.06%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9490                      | CUSIP: 36179YRK2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   8216158 | PA      | $8575384.50   | 0.05%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9491                      | CUSIP: 36179YRL0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1185479 | PA      | $1233088.17   | 0.01%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9492                      | CUSIP: 36179YRM8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    716655 | PA      | $741454.84    | 0.00%             | 2054-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9540                      | CUSIP: 36179YS54<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  10656530 | PA      | $10740817.14  | 0.06%             | 2054-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9541                      | CUSIP: 36179YS62<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5981812 | PA      | $6089026.15   | 0.04%             | 2054-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9542                      | CUSIP: 36179YS70<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5732071 | PA      | $5874405.85   | 0.03%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9602                      | CUSIP: 36179YU36<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    707399 | PA      | $683560.16    | 0.00%             | 2054-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9603                      | CUSIP: 36179YU44<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4630348 | PA      | $4585172.75   | 0.03%             | 2054-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9604                      | CUSIP: 36179YU51<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     16546 | PA      | $16671.66     | 0.00%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9605                      | CUSIP: 36179YU69<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  27691548 | PA      | $28187874.97  | 0.17%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9606                      | CUSIP: 36179YU77<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4947888 | PA      | $5069204.59   | 0.03%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9607                      | CUSIP: 36179YU85<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4488216 | PA      | $4684098.38   | 0.03%             | 2054-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9608                      | CUSIP: 36179YU93<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1034457 | PA      | $1079557.66   | 0.01%             | 2054-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9667                      | CUSIP: 36179YW42<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  12697580 | PA      | $12794042.19  | 0.08%             | 2054-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9668                      | CUSIP: 36179YW59<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5068694 | PA      | $5159146.78   | 0.03%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9670                      | CUSIP: 36179YW75<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1666456 | PA      | $1739186.59   | 0.01%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9722                      | CUSIP: 36179YYT5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4783709 | PA      | $4620634.27   | 0.03%             | 2054-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9723                      | CUSIP: 36179YYU2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   8996540 | PA      | $8908766.30   | 0.05%             | 2054-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9724                      | CUSIP: 36179YYV0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  11632927 | PA      | $11717666.30  | 0.07%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9725                      | CUSIP: 36179YYW8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  15708719 | PA      | $15989045.46  | 0.09%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9726                      | CUSIP: 36179YYX6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  10082760 | PA      | $10323675.23  | 0.06%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9727                      | CUSIP: 36179YYY4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   7076737 | PA      | $7383380.77   | 0.04%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN BA0938                      | CUSIP: 3617ADBF4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    147368 | PA      | $148233.33    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN BC8968                      | CUSIP: 3617BC6D6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    533968 | PA      | $535268.71    | 0.00%             | 2047-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN BK5546                      | CUSIP: 3617J6ET7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    193837 | PA      | $183742.48    | 0.00%             | 2049-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN BL3846                      | CUSIP: 3617JGHX3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    254864 | PA      | $254768.32    | 0.00%             | 2049-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 BM3956                      | CUSIP: 3617JUMD0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    265431 | PA      | $275746.39    | 0.00%             | 2049-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN BN3897                      | CUSIP: 3617K7KJ8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    167181 | PA      | $161966.13    | 0.00%             | 2049-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN BN9283                      | CUSIP: 3617KDJ40<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     42377 | PA      | $42321.26     | 0.00%             | 2049-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN BO3004                      | CUSIP: 3617KJKR4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    326853 | PA      | $309832.03    | 0.00%             | 2049-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN BP1022                      | CUSIP: 3617L7D30<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    441400 | PA      | $418413.83    | 0.00%             | 2049-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 BX8557                      | CUSIP: 3617QDQJ3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    107374 | PA      | $94177.25     | 0.00%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 BZ5517                      | CUSIP: 3617U1DW9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    112981 | PA      | $99094.44     | 0.00%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 BZ5664                      | CUSIP: 3617U1JH6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    118975 | PA      | $104351.71    | 0.00%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 CA2286                      | CUSIP: 3617U9RF4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    591219 | PA      | $498408.61    | 0.00%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9903                      | CUSIP: 36180AAC7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9595138 | PA      | $9253051.05   | 0.05%             | 2054-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9905                      | CUSIP: 36180AAE3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  12228334 | PA      | $12298303.62  | 0.07%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9906                      | CUSIP: 36180AAF0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  14637796 | PA      | $14871566.39  | 0.09%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9907                      | CUSIP: 36180AAG8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  13341220 | PA      | $13652695.73  | 0.08%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9908                      | CUSIP: 36180AAH6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   7298865 | PA      | $7595746.52   | 0.04%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9909                      | CUSIP: 36180AAJ2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2500479 | PA      | $2608126.81   | 0.02%             | 2054-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9962                      | CUSIP: 36180AB77<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3497887 | PA      | $3373179.61   | 0.02%             | 2054-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9963                      | CUSIP: 36180AB85<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   7397715 | PA      | $7325539.97   | 0.04%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9964                      | CUSIP: 36180AB93<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  11898609 | PA      | $11962973.23  | 0.07%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9965                      | CUSIP: 36180ACA9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  19769215 | PA      | $20072579.99  | 0.12%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MA9966                      | CUSIP: 36180ACB7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4784617 | PA      | $4896322.70   | 0.03%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD1699                      | CUSIP: 36180C3G2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    168034 | PA      | $157319.85    | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD1716                      | CUSIP: 36180C3Z0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     48713 | PA      | $45562.34     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD8781                      | CUSIP: 36180MXJ1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    393951 | PA      | $369323.25    | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AD9110                      | CUSIP: 36180NDP7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    351713 | PA      | $328745.68    | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AE7714                      | CUSIP: 36181BSB7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    175598 | PA      | $163810.58    | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AF1078                      | CUSIP: 36181GFT1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1257286 | PA      | $1174799.82   | 0.01%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AF1079                      | CUSIP: 36181GFU8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    275916 | PA      | $257730.02    | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AJ1886                      | CUSIP: 36182WCX9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     21435 | PA      | $20996.29     | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AL5908                      | CUSIP: 36184CR56<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    163157 | PA      | $154707.87    | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AM8935                      | CUSIP: 36185B4U7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     50702 | PA      | $49533.84     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AN3040                      | CUSIP: 36185SLV9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     58019 | PA      | $56656.64     | 0.00%             | 2045-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 AQ6652                      | CUSIP: 36189XL93<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    384199 | PA      | $363660.33    | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0810                      | CUSIP: 3618N53U1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5373521 | PA      | $5043668.97   | 0.03%             | 2055-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0811                      | CUSIP: 3618N53V9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4482143 | PA      | $4313590.23   | 0.03%             | 2055-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0813                      | CUSIP: 3618N53X5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4481326 | PA      | $4502766.31   | 0.03%             | 2055-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0814                      | CUSIP: 3618N53Y3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  11335320 | PA      | $11513691.15  | 0.07%             | 2055-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0815                      | CUSIP: 3618N53Z0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6324081 | PA      | $6476669.07   | 0.04%             | 2055-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0868                      | CUSIP: 3618N56E4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4157576 | PA      | $3902363.98   | 0.02%             | 2056-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0870                      | CUSIP: 3618N56G9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  10022726 | PA      | $9909280.24   | 0.06%             | 2056-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0872                      | CUSIP: 3618N56J3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  23812366 | PA      | $24214980.38  | 0.14%             | 2056-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0024                      | CUSIP: 3618N5A25<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  32992910 | PA      | $32665864.51  | 0.19%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0025                      | CUSIP: 3618N5A33<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  46449697 | PA      | $46671931.05  | 0.28%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0026                      | CUSIP: 3618N5A41<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  19751221 | PA      | $20048137.44  | 0.12%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0089                      | CUSIP: 3618N5C31<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3745732 | PA      | $3607506.88   | 0.02%             | 2054-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0090                      | CUSIP: 3618N5C49<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  18822003 | PA      | $18626604.01  | 0.11%             | 2054-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0091                      | CUSIP: 3618N5C56<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  28614540 | PA      | $28751443.87  | 0.17%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0092                      | CUSIP: 3618N5C64<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  26846178 | PA      | $27249751.12  | 0.16%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0095                      | CUSIP: 3618N5C98<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5028526 | PA      | $5206902.89   | 0.03%             | 2054-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0145                      | CUSIP: 3618N5ET2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5962046 | PA      | $5900151.78   | 0.03%             | 2055-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0146                      | CUSIP: 3618N5EU9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  28604953 | PA      | $28741810.39  | 0.17%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0147                      | CUSIP: 3618N5EV7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  24783093 | PA      | $25140162.72  | 0.15%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0148                      | CUSIP: 3618N5EW5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  21880535 | PA      | $22381119.80  | 0.13%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0149                      | CUSIP: 3618N5EX3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2100383 | PA      | $2183190.10   | 0.01%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0201                      | CUSIP: 3618N5GK9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  15210174 | PA      | $14278877.70  | 0.08%             | 2055-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0203                      | CUSIP: 3618N5GM5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6361385 | PA      | $6289381.30   | 0.04%             | 2055-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0204                      | CUSIP: 3618N5GN3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  24742957 | PA      | $24861337.64  | 0.15%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0205                      | CUSIP: 3618N5GP8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  13645360 | PA      | $13837695.62  | 0.08%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0206                      | CUSIP: 3618N5GQ6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9977482 | PA      | $10192496.60  | 0.06%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0207                      | CUSIP: 3618N5GR4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6003176 | PA      | $6234223.47   | 0.04%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0257                      | CUSIP: 3618N5JB6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  14864236 | PA      | $14695988.80  | 0.09%             | 2055-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0258                      | CUSIP: 3618N5JC4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6301909 | PA      | $6332059.41   | 0.04%             | 2055-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0259                      | CUSIP: 3618N5JD2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9988394 | PA      | $10129183.27  | 0.06%             | 2055-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0260                      | CUSIP: 3618N5JE0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   8318159 | PA      | $8491566.51   | 0.05%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0261                      | CUSIP: 3618N5JF7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4671214 | PA      | $4852091.82   | 0.03%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0305                      | CUSIP: 3618N5KT5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4348996 | PA      | $4185450.62   | 0.02%             | 2055-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0307                      | CUSIP: 3618N5KV0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1992801 | PA      | $2001712.48   | 0.01%             | 2055-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0308                      | CUSIP: 3618N5KW8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  18502896 | PA      | $18756471.26  | 0.11%             | 2055-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0309                      | CUSIP: 3618N5KX6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6743040 | PA      | $6880450.06   | 0.04%             | 2055-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0363                      | CUSIP: 3618N5MM8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3772581 | PA      | $3630712.18   | 0.02%             | 2055-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0365                      | CUSIP: 3618N5MP1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  27229260 | PA      | $27351026.84  | 0.16%             | 2055-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0366                      | CUSIP: 3618N5MQ9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  14465295 | PA      | $14662406.23  | 0.09%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0367                      | CUSIP: 3618N5MR7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  13296734 | PA      | $13562502.24  | 0.08%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0368                      | CUSIP: 3618N5MS5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5991542 | PA      | $6215588.69   | 0.04%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0422                      | CUSIP: 3618N5PG8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9342125 | PA      | $9236382.44   | 0.05%             | 2055-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0424                      | CUSIP: 3618N5PJ2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  23880981 | PA      | $24193334.44  | 0.14%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0425                      | CUSIP: 3618N5PK9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  24685679 | PA      | $25136656.31  | 0.15%             | 2055-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0426                      | CUSIP: 3618N5PL7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   7061647 | PA      | $7295365.22   | 0.04%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0485                      | CUSIP: 3618N5RF8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  31454691 | PA      | $31888225.09  | 0.19%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0486                      | CUSIP: 3618N5RG6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  16006151 | PA      | $16328575.66  | 0.10%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0556                      | CUSIP: 3618N5TN9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  22476428 | PA      | $22791482.67  | 0.13%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0557                      | CUSIP: 3618N5TP4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6990765 | PA      | $7141416.36   | 0.04%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0558                      | CUSIP: 3618N5TQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  10057795 | PA      | $10459038.59  | 0.06%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0623                      | CUSIP: 3618N5VR7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  16816837 | PA      | $17064385.96  | 0.10%             | 2055-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0624                      | CUSIP: 3618N5VS5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  37109260 | PA      | $37940856.26  | 0.22%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0683                      | CUSIP: 3618N5XM6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    637122 | PA      | $613162.71    | 0.00%             | 2055-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0686                      | CUSIP: 3618N5XQ7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  23830351 | PA      | $24188588.14  | 0.14%             | 2055-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0687                      | CUSIP: 3618N5XR5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  13350237 | PA      | $13654622.75  | 0.08%             | 2055-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0743                      | CUSIP: 3618N5ZH5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3999603 | PA      | $3849197.08   | 0.02%             | 2055-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0744                      | CUSIP: 3618N5ZJ1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   7970869 | PA      | $7880647.50   | 0.05%             | 2055-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0746                      | CUSIP: 3618N5ZL6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  19217484 | PA      | $19512382.13  | 0.12%             | 2055-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0747                      | CUSIP: 3618N5ZM4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6314470 | PA      | $6462386.43   | 0.04%             | 2055-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0933                      | CUSIP: 3618N6BB2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5482051 | PA      | $5145536.94   | 0.03%             | 2056-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0934                      | CUSIP: 3618N6BC0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    462769 | PA      | $445366.43    | 0.00%             | 2056-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 MB0936                      | CUSIP: 3618N6BE6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  49080000 | PA      | $49314818.35  | 0.29%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 AV8890                      | CUSIP: 36195K2X1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    835130 | PA      | $816120.87    | 0.00%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 AZ0988                      | CUSIP: 36197DCZ9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    392551 | PA      | $375385.62    | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 AZ1002                      | CUSIP: 36197DDF2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    298851 | PA      | $286343.00    | 0.00%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN AI8460                      | CUSIP: 36198VMH7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     88581 | PA      | $86693.60     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 604548                      | CUSIP: 36200MTD5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     79019 | PA      | $79795.01     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 2658                        | CUSIP: 36202C5T6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     13471 | PA      | $14005.76     | 0.00%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 3053                        | CUSIP: 36202DMA6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      1015 | PA      | $1054.97      | 0.00%             | 2031-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 3107                        | CUSIP: 36202DNY3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     13187 | PA      | $13737.00     | 0.00%             | 2031-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4397                        | CUSIP: 36202E3E7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    142969 | PA      | $144637.49    | 0.00%             | 2039-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4424                        | CUSIP: 36202E4H9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    415537 | PA      | $427468.99    | 0.00%             | 2039-04-20      | 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        |    564188 | PA      | $570774.82    | 0.00%             | 2039-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4447                        | CUSIP: 36202E5G0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     90549 | PA      | $93154.76     | 0.00%             | 2039-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4468                        | CUSIP: 36202E6D6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    179892 | PA      | $181993.57    | 0.00%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4469                        | CUSIP: 36202E6E4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    314298 | PA      | $323357.85    | 0.00%             | 2039-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4495                        | CUSIP: 36202E7G8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    320729 | PA      | $324478.39    | 0.00%             | 2039-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4496                        | CUSIP: 36202E7H6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    430842 | PA      | $443202.72    | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 3713                        | CUSIP: 36202EDS5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     20233 | PA      | $21444.42     | 0.00%             | 2035-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 3853                        | CUSIP: 36202EH69<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      6635 | PA      | $7059.18      | 0.00%             | 2036-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4018                        | CUSIP: 36202EPB9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      6497 | PA      | $6917.58      | 0.00%             | 2037-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4040                        | CUSIP: 36202EPZ6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     29813 | PA      | $31760.02     | 0.00%             | 2037-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4117                        | CUSIP: 36202ESE0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |       443 | PA      | $463.53       | 0.00%             | 2038-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4224                        | CUSIP: 36202EVR7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      1074 | PA      | $1150.44      | 0.00%             | 2038-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4269                        | CUSIP: 36202EW62<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     88679 | PA      | $94689.05     | 0.00%             | 2038-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4270                        | CUSIP: 36202EW70<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     11732 | PA      | $12569.83     | 0.00%             | 2038-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4292                        | CUSIP: 36202EXV6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     13700 | PA      | $14629.20     | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4293                        | CUSIP: 36202EXW4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      6776 | PA      | $7255.92      | 0.00%             | 2038-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4368                        | CUSIP: 36202EZ93<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    443065 | PA      | $448230.35    | 0.00%             | 2039-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5279                        | CUSIP: 36202F2L9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2070836 | PA      | $1995608.22   | 0.01%             | 2042-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5280                        | CUSIP: 36202F2M7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1633921 | PA      | $1611329.18   | 0.01%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5281                        | CUSIP: 36202F2N5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     67857 | PA      | $68655.40     | 0.00%             | 2042-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5282                        | CUSIP: 36202F2P0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    263440 | PA      | $271231.56    | 0.00%             | 2042-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5284                        | CUSIP: 36202F2R6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     12790 | PA      | $12040.54     | 0.00%             | 2042-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5304                        | CUSIP: 36202F3M6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    374407 | PA      | $360734.20    | 0.00%             | 2042-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5305                        | CUSIP: 36202F3N4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    173040 | PA      | $170627.23    | 0.00%             | 2042-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5312                        | CUSIP: 36202F3V6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    139508 | PA      | $131443.08    | 0.00%             | 2042-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5330                        | CUSIP: 36202F4P8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    189276 | PA      | $178224.51    | 0.00%             | 2042-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5331                        | CUSIP: 36202F4Q6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    554136 | PA      | $533799.50    | 0.00%             | 2042-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5332                        | CUSIP: 36202F4R4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    519682 | PA      | $512315.71    | 0.00%             | 2042-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4518                        | CUSIP: 36202FAT3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    103570 | PA      | $102398.39    | 0.00%             | 2039-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4519                        | CUSIP: 36202FAU0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     95315 | PA      | $96428.86     | 0.00%             | 2039-08-20      | 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        |    296771 | PA      | $300245.32    | 0.00%             | 2039-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4559                        | CUSIP: 36202FB47<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    566762 | PA      | $583229.05    | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4540                        | CUSIP: 36202FBH8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     68938 | PA      | $69745.18     | 0.00%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4541                        | CUSIP: 36202FBJ4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3438033 | PA      | $3537932.49   | 0.02%             | 2039-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4577                        | CUSIP: 36202FCN4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    488145 | PA      | $493865.35    | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4578                        | CUSIP: 36202FCP9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    144601 | PA      | $148809.97    | 0.00%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4599                        | CUSIP: 36202FDC7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    206665 | PA      | $212693.77    | 0.00%             | 2039-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4617                        | CUSIP: 36202FDW3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2150889 | PA      | $2176114.92   | 0.01%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4618                        | CUSIP: 36202FDX1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    208202 | PA      | $214288.37    | 0.00%             | 2040-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4636                        | CUSIP: 36202FEH5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1339636 | PA      | $1355353.37   | 0.01%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4637                        | CUSIP: 36202FEJ1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    544077 | PA      | $560016.45    | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4678                        | CUSIP: 36202FFT8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    230066 | PA      | $232767.19    | 0.00%             | 2040-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4679                        | CUSIP: 36202FFU5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    150421 | PA      | $154846.80    | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4696                        | CUSIP: 36202FGD2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    451432 | PA      | $456732.78    | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4697                        | CUSIP: 36202FGE0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    475103 | PA      | $489111.21    | 0.00%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4713                        | CUSIP: 36202FGW0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    399492 | PA      | $404185.45    | 0.00%             | 2040-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4715                        | CUSIP: 36202FGY6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    274966 | PA      | $283091.00    | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4746                        | CUSIP: 36202FHX7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    528054 | PA      | $534259.75    | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4747                        | CUSIP: 36202FHY5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1978560 | PA      | $2037017.51   | 0.01%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4770                        | CUSIP: 36202FJP2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    168002 | PA      | $165914.29    | 0.00%             | 2040-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4771                        | CUSIP: 36202FJQ0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    812315 | PA      | $821860.63    | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4772                        | CUSIP: 36202FJR8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1244448 | PA      | $1281366.69   | 0.01%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4800                        | CUSIP: 36202FKM7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    292644 | PA      | $288958.63    | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4801                        | CUSIP: 36202FKN5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    714681 | PA      | $723082.51    | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4802                        | CUSIP: 36202FKP0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    136014 | PA      | $140049.45    | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4805                        | CUSIP: 36202FKS4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      5834 | PA      | $6178.94      | 0.00%             | 2040-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4833                        | CUSIP: 36202FLN4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    615588 | PA      | $607849.76    | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4834                        | CUSIP: 36202FLP9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    700257 | PA      | $708488.34    | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4881                        | CUSIP: 36202FM60<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    204679 | PA      | $197704.63    | 0.00%             | 2040-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4882                        | CUSIP: 36202FM78<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2332082 | PA      | $2302621.89   | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4883                        | CUSIP: 36202FM86<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    353977 | PA      | $358139.89    | 0.00%             | 2040-12-20      | 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        |    623707 | PA      | $615820.16    | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4854                        | CUSIP: 36202FMB9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    457345 | PA      | $462722.18    | 0.00%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4855                        | CUSIP: 36202FMC7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     80616 | PA      | $82978.88     | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4945                        | CUSIP: 36202FP67<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    826390 | PA      | $815802.73    | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4946                        | CUSIP: 36202FP75<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     13585 | PA      | $13744.95     | 0.00%             | 2041-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4947                        | CUSIP: 36202FP83<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    171783 | PA      | $176909.99    | 0.00%             | 2041-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4922                        | CUSIP: 36202FPF7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1183198 | PA      | $1168150.34   | 0.01%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4923                        | CUSIP: 36202FPG5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    459556 | PA      | $464959.69    | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4977                        | CUSIP: 36202FQ66<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    343928 | PA      | $339516.41    | 0.00%             | 2041-03-20      | 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        |   1557448 | PA      | $1575764.89   | 0.01%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 4979                        | CUSIP: 36202FQ82<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    452372 | PA      | $465949.35    | 0.00%             | 2041-03-20      | 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        |   1906428 | PA      | $1928850.85   | 0.01%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5018                        | CUSIP: 36202FSF4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    149148 | PA      | $153616.78    | 0.00%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5054                        | CUSIP: 36202FTK2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    178385 | PA      | $176041.83    | 0.00%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5055                        | CUSIP: 36202FTL0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    331002 | PA      | $334895.26    | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5081                        | CUSIP: 36202FUE4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    176097 | PA      | $173768.20    | 0.00%             | 2041-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5082                        | CUSIP: 36202FUF1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    382191 | PA      | $386685.71    | 0.00%             | 2041-06-20      | 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        |    933388 | PA      | $944364.14    | 0.01%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5114                        | CUSIP: 36202FVF0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    238292 | PA      | $235105.36    | 0.00%             | 2041-07-20      | 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        |   1570142 | PA      | $1588607.46   | 0.01%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5122                        | CUSIP: 36202FVP8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      2364 | PA      | $2357.56      | 0.00%             | 2026-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5144                        | CUSIP: 36202FWD4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     73218 | PA      | $70746.06     | 0.00%             | 2041-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5199                        | CUSIP: 36202FX43<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      7706 | PA      | $7680.67      | 0.00%             | 2026-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5202                        | CUSIP: 36202FX76<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    767793 | PA      | $739950.23    | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5203                        | CUSIP: 36202FX84<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4117666 | PA      | $4062024.16   | 0.02%             | 2041-10-20      | 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        |    236932 | PA      | $239717.62    | 0.00%             | 2041-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5174                        | CUSIP: 36202FXB7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1148461 | PA      | $1132914.50   | 0.01%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5175                        | CUSIP: 36202FXC5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    674911 | PA      | $682847.46    | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5232                        | CUSIP: 36202FY59<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    304189 | PA      | $293191.67    | 0.00%             | 2041-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5233                        | CUSIP: 36202FY67<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1708802 | PA      | $1685366.68   | 0.01%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5234                        | CUSIP: 36202FY75<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    131029 | PA      | $132570.40    | 0.00%             | 2041-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5235                        | CUSIP: 36202FY83<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     88274 | PA      | $90905.06     | 0.00%             | 2041-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5205                        | CUSIP: 36202FYA8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     27164 | PA      | $27967.34     | 0.00%             | 2041-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5228                        | CUSIP: 36202FYZ3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      3753 | PA      | $3740.12      | 0.00%             | 2026-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5258                        | CUSIP: 36202FZX7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1551430 | PA      | $1495357.03   | 0.01%             | 2041-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5259                        | CUSIP: 36202FZY5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    405902 | PA      | $400288.63    | 0.00%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 5260                        | CUSIP: 36202FZZ2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    217202 | PA      | $219755.70    | 0.00%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 366983                      | CUSIP: 36204DUG2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     21279 | PA      | $20921.58     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 428124                      | CUSIP: 36207CSM1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     46421 | PA      | $48055.64     | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 436717                      | CUSIP: 36207NDW1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    131434 | PA      | $136036.99    | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 479494                      | CUSIP: 36209RUT8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     65996 | PA      | $64846.53     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 719232                      | CUSIP: 3620A5A90<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1664664 | PA      | $1685262.54   | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 719256                      | CUSIP: 3620A5BZ1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     14509 | PA      | $14688.42     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 720161                      | CUSIP: 3620A6B63<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    175182 | PA      | $177341.78    | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 720209                      | CUSIP: 3620A6DN4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    244633 | PA      | $247657.67    | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 721749                      | CUSIP: 3620A7ZN8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     18630 | PA      | $18860.62     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 723234                      | CUSIP: 3620A9PT2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    160467 | PA      | $162446.62    | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 723240                      | CUSIP: 3620A9PZ8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    129514 | PA      | $134085.69    | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 723344                      | CUSIP: 3620A9S93<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    226294 | PA      | $223002.16    | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 723434                      | CUSIP: 3620A9V32<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     48886 | PA      | $50619.73     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 723430                      | CUSIP: 3620A9VX6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    323820 | PA      | $327811.60    | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 723517                      | CUSIP: 3620A9YN5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     46176 | PA      | $46745.42     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 723526                      | CUSIP: 3620A9YX3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     50103 | PA      | $50720.73     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 723538                      | CUSIP: 3620A9ZB0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     20665 | PA      | $20919.72     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 724273                      | CUSIP: 3620AAT65<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     74377 | PA      | $77015.17     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 724275                      | CUSIP: 3620AAT81<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    153827 | PA      | $159297.50    | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 726323                      | CUSIP: 3620AC4G6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     68387 | PA      | $70794.10     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 726398                      | CUSIP: 3620AC7K4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      4824 | PA      | $4993.89      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 726414                      | CUSIP: 3620ADAP7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     54744 | PA      | $55418.48     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 726468                      | CUSIP: 3620ADCD2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      5177 | PA      | $5361.16      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 729037                      | CUSIP: 3620AF4W4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    242742 | PA      | $251457.96    | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 731110                      | CUSIP: 3620AJGT0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     21879 | PA      | $21521.12     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 733746                      | CUSIP: 3620AMET5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     18992 | PA      | $19227.24     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 733933                      | CUSIP: 3620AMLN0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    138735 | PA      | $136336.17    | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737191                      | CUSIP: 3620AQ7C1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     48817 | PA      | $50573.92     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 736520                      | CUSIP: 3620AQG56<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    330106 | PA      | $334190.28    | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 736570                      | CUSIP: 3620AQJP9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    635514 | PA      | $643372.24    | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737036                      | CUSIP: 3620AQY98<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      2596 | PA      | $2689.35      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738009                      | CUSIP: 3620AR3S8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     36271 | PA      | $35684.47     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738017                      | CUSIP: 3620AR4A6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     75898 | PA      | $74678.08     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737269                      | CUSIP: 3620ARCE9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     62663 | PA      | $63437.10     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737271                      | CUSIP: 3620ARCG4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     31327 | PA      | $31713.56     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737286                      | CUSIP: 3620ARCX7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     43601 | PA      | $44138.99     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737424                      | CUSIP: 3620ARG96<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    111440 | PA      | $109693.56    | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737660                      | CUSIP: 3620ARQM6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     59257 | PA      | $58328.90     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 737689                      | CUSIP: 3620ARRJ2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     71951 | PA      | $70823.96     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738882                      | CUSIP: 3620AS2P3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    150967 | PA      | $148450.93    | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738902                      | CUSIP: 3620AS3K3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     92169 | PA      | $90641.87     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738313                      | CUSIP: 3620ASGW3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    334159 | PA      | $338296.15    | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738419                      | CUSIP: 3620ASK81<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    149776 | PA      | $151630.45    | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738546                      | CUSIP: 3620ASP78<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     95157 | PA      | $93590.15     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738535                      | CUSIP: 3620ASPU7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    175344 | PA      | $172596.63    | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738538                      | CUSIP: 3620ASPX1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    475675 | PA      | $467888.65    | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 738711                      | CUSIP: 3620ASVC0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     22354 | PA      | $21988.10     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 741372                      | CUSIP: 3620AVT51<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     22461 | PA      | $22738.73     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 744386                      | CUSIP: 3620AY6X9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      9926 | PA      | $9765.25      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 745230                      | CUSIP: 3620C04P0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    126522 | PA      | $124552.65    | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 745311                      | CUSIP: 3620C1AL0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    173122 | PA      | $170462.19    | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 745793                      | CUSIP: 3620C1RN8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     35994 | PA      | $36439.03     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 748486                      | CUSIP: 3620C4RF9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    338243 | PA      | $342429.33    | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 486598                      | CUSIP: 36210ART6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |       917 | PA      | $953.89       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 487821                      | CUSIP: 36210B4E2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    212596 | PA      | $220060.93    | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 487825                      | CUSIP: 36210B4J1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     93464 | PA      | $94614.64     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 780651                      | CUSIP: 36225AWL0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |       195 | PA      | $196.83       | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781496                      | CUSIP: 36225BUV8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     19933 | PA      | $20879.23     | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781594                      | CUSIP: 36225BXX1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      6167 | PA      | $6476.11      | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 82669                       | CUSIP: 36225E6F4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     29988 | PA      | $30708.87     | 0.00%             | 2040-11-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 82678                       | CUSIP: 36225E6Q0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      1720 | PA      | $1764.57      | 0.00%             | 2040-11-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 82714                       | CUSIP: 36225FAQ2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      3011 | PA      | $3079.77      | 0.00%             | 2041-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 82736                       | CUSIP: 36225FBE8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     62289 | PA      | $63717.33     | 0.00%             | 2041-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 82797                       | CUSIP: 36225FDB2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      1274 | PA      | $1305.58      | 0.00%             | 2041-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 82840                       | CUSIP: 36225FEN5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |       610 | PA      | $625.76       | 0.00%             | 2041-05-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 82888                       | CUSIP: 36225FF61<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     17253 | PA      | $17694.28     | 0.00%             | 2041-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 82907                       | CUSIP: 36225FGR4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      4337 | PA      | $4448.21      | 0.00%             | 2041-08-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 82980                       | CUSIP: 36225FJ26<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      4196 | PA      | $4298.96      | 0.00%             | 2041-11-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 82959                       | CUSIP: 36225FJD2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     38646 | PA      | $39597.29     | 0.00%             | 2041-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 784443                      | CUSIP: 3622A25C2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    909988 | PA      | $921204.44    | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 784457                      | CUSIP: 3622A25S7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    529327 | PA      | $520873.73    | 0.00%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783613                      | CUSIP: 3622A2AN2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    159504 | PA      | $161467.38    | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783672                      | CUSIP: 3622A2CH3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    158156 | PA      | $148269.23    | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783707                      | CUSIP: 3622A2DL3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      5371 | PA      | $5314.55      | 0.00%             | 2028-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783718                      | CUSIP: 3622A2DX7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    368397 | PA      | $362366.03    | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 784035                      | CUSIP: 3622A2PU0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    227484 | PA      | $222295.02    | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 784106                      | CUSIP: 3622A2R38<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3826015 | PA      | $3650257.17   | 0.02%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 784101                      | CUSIP: 3622A2RW4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2323258 | PA      | $2223440.18   | 0.01%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 784114                      | CUSIP: 3622A2SB9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1840172 | PA      | $1755312.70   | 0.01%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 784297                      | CUSIP: 3622A2X23<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    231071 | PA      | $225747.43    | 0.00%             | 2046-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 784353                      | CUSIP: 3622A2ZS4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    476061 | PA      | $464825.24    | 0.00%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 784605                      | CUSIP: 3622AAAE4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    943495 | PA      | $955165.38    | 0.01%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 784703                      | CUSIP: 3622AADG6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    892465 | PA      | $852968.57    | 0.01%             | 2043-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 785016                      | CUSIP: 3622AAN91<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    686516 | PA      | $684491.92    | 0.00%             | 2034-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 785023                      | CUSIP: 3622AAPG3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    330874 | PA      | $324927.41    | 0.00%             | 2034-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 785056                      | CUSIP: 3622AAQH0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    293348 | PA      | $286623.14    | 0.00%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 785098                      | CUSIP: 3622AART3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4736030 | PA      | $4529503.47   | 0.03%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 785191                      | CUSIP: 3622AAUQ5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2313224 | PA      | $2038307.34   | 0.01%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 785192                      | CUSIP: 3622AAUR3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     88765 | PA      | $86106.43     | 0.00%             | 2050-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 785223                      | CUSIP: 3622AAVQ4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1968174 | PA      | $1734265.06   | 0.01%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 785311                      | CUSIP: 3622AAYG3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1633042 | PA      | $1439472.35   | 0.01%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 785312                      | CUSIP: 3622AAYH1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    433315 | PA      | $381817.34    | 0.00%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 785313                      | CUSIP: 3622AAYJ7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    115162 | PA      | $101367.62    | 0.00%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786317                      | CUSIP: 3622AB4A7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2858426 | PA      | $2893540.37   | 0.02%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786358                      | CUSIP: 3622AB5T5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9620442 | PA      | $9577689.76   | 0.06%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786371                      | CUSIP: 3622AB6G2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4022419 | PA      | $4071832.07   | 0.02%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 785843                      | CUSIP: 3622ABLY6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |  15483430 | PA      | $13498134.92  | 0.08%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786091                      | CUSIP: 3622ABUQ3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4203843 | PA      | $4034466.33   | 0.02%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 787172                      | CUSIP: 3622AC2D1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   1499460 | PA      | $1586105.78   | 0.01%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786545                      | CUSIP: 3622ACES5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3402461 | PA      | $3442131.19   | 0.02%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786577                      | CUSIP: 3622ACFS4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4279934 | PA      | $4329835.87   | 0.03%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786578                      | CUSIP: 3622ACFT2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4894349 | PA      | $4948355.33   | 0.03%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786597                      | CUSIP: 3622ACGE4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4344751 | PA      | $4386541.34   | 0.03%             | 2051-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786649                      | CUSIP: 3622ACH29<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4884468 | PA      | $5065666.29   | 0.03%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786630                      | CUSIP: 3622ACHF0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2498403 | PA      | $2577535.48   | 0.02%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786642                      | CUSIP: 3622ACHT0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4287135 | PA      | $4442155.56   | 0.03%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786681                      | CUSIP: 3622ACJ27<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2313648 | PA      | $2364515.27   | 0.01%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786659                      | CUSIP: 3622ACJC5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   9441338 | PA      | $9536666.06   | 0.06%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786679                      | CUSIP: 3622ACJY7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2980245 | PA      | $3043905.46   | 0.02%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786714                      | CUSIP: 3622ACK33<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   8542480 | PA      | $8810380.37   | 0.05%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786699                      | CUSIP: 3622ACKL3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   4099598 | PA      | $3993474.18   | 0.02%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786757                      | CUSIP: 3622ACME7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3564325 | PA      | $3676105.47   | 0.02%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786788                      | CUSIP: 3622ACND8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6175156 | PA      | $6417743.36   | 0.04%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786826                      | CUSIP: 3622ACPK0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5618052 | PA      | $5804772.99   | 0.03%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786858                      | CUSIP: 3622ACQK9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2562635 | PA      | $2659302.97   | 0.02%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786862                      | CUSIP: 3622ACQP8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   7133871 | PA      | $6515655.49   | 0.04%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786914                      | CUSIP: 3622ACSB7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    964080 | PA      | $1000145.26   | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786927                      | CUSIP: 3622ACSQ4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   3334167 | PA      | $3463063.88   | 0.02%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 786931                      | CUSIP: 3622ACSU5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2196907 | PA      | $2279091.82   | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 787108                      | CUSIP: 3622ACYD6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   6697254 | PA      | $7082158.35   | 0.04%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 787109                      | CUSIP: 3622ACYE4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   2418098 | PA      | $2563871.99   | 0.02%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 787145                      | CUSIP: 3622ACZJ2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |   5303153 | PA      | $5622850.39   | 0.03%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 757030                      | CUSIP: 36230RY34<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    143257 | PA      | $140954.38    | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 759087                      | CUSIP: 36230UCY3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    397036 | PA      | $390655.12    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 759100                      | CUSIP: 36230UDD8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    298437 | PA      | $286340.60    | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 759137                      | CUSIP: 36230UEJ4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    367481 | PA      | $361539.12    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782623                      | CUSIP: 36241K4G0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    145787 | PA      | $143787.26    | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782628                      | CUSIP: 36241K4M7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    369080 | PA      | $363901.00    | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782654                      | CUSIP: 36241K5P9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    388179 | PA      | $401844.18    | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782665                      | CUSIP: 36241K6A1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    354388 | PA      | $366797.77    | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782696                      | CUSIP: 36241K7H5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    120255 | PA      | $124477.81    | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 781840                      | CUSIP: 36241KBH0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    147096 | PA      | $148555.76    | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782373                      | CUSIP: 36241KT65<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      1170 | PA      | $1248.77      | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783473                      | CUSIP: 36241L2E5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    169798 | PA      | $162504.42    | 0.00%             | 2041-11-15      | 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        |     96658 | PA      | $94999.19     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782734                      | CUSIP: 36241LBB1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    204111 | PA      | $211277.63    | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782818                      | CUSIP: 36241LDX1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    157866 | PA      | $159810.12    | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782949                      | CUSIP: 36241LH25<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    310215 | PA      | $321136.16    | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782956                      | CUSIP: 36241LH90<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    153750 | PA      | $155646.61    | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782974                      | CUSIP: 36241LJT4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    161202 | PA      | $167016.07    | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782979                      | CUSIP: 36241LJY3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     67289 | PA      | $69725.02     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 782998                      | CUSIP: 36241LKK1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     68674 | PA      | $71122.14     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783046                      | CUSIP: 36241LL38<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    502605 | PA      | $494780.87    | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783024                      | CUSIP: 36241LLD6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    138386 | PA      | $143343.19    | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783035                      | CUSIP: 36241LLQ7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    173075 | PA      | $175208.32    | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 783069                      | CUSIP: 36241LMS2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    439102 | PA      | $451884.78    | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783121                      | CUSIP: 36241LPE0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    854445 | PA      | $841057.31    | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783177                      | CUSIP: 36241LQ66<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    314066 | PA      | $317940.80    | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783217                      | CUSIP: 36241LSE7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    140992 | PA      | $145993.33    | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783276                      | CUSIP: 36241LT97<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    280654 | PA      | $284125.65    | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783261                      | CUSIP: 36241LTS5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    214859 | PA      | $217516.46    | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783262                      | CUSIP: 36241LTT3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    191572 | PA      | $193939.94    | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783308                      | CUSIP: 36241LU95<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |       374 | PA      | $372.95       | 0.00%             | 2026-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 783278                      | CUSIP: 36241LUB0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      8234 | PA      | $8478.74      | 0.00%             | 2041-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783289                      | CUSIP: 36241LUN4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    881179 | PA      | $892078.32    | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783314                      | CUSIP: 36241LVF0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     35526 | PA      | $36779.89     | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 783366                      | CUSIP: 36241LW36<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    165705 | PA      | $170612.83    | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783353                      | CUSIP: 36241LWN2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     53948 | PA      | $55862.30     | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783403                      | CUSIP: 36241LX84<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    736673 | PA      | $706498.06    | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783382                      | CUSIP: 36241LXK7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    108465 | PA      | $109806.27    | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783390                      | CUSIP: 36241LXT8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    238332 | PA      | $234359.51    | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783406                      | CUSIP: 36241LYB6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     41387 | PA      | $42848.17     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783409                      | CUSIP: 36241LYE0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     42811 | PA      | $42092.24     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 783417                      | CUSIP: 36241LYN0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    209149 | PA      | $211044.58    | 0.00%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 783418                      | CUSIP: 36241LYP5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    289410 | PA      | $297062.08    | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 783467                      | CUSIP: 36241LZ82<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    122143 | PA      | $120107.05    | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                | G2 783449                      | CUSIP: 36241LZN9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     10121 | PA      | $10422.81     | 0.00%             | 2041-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 615447                      | CUSIP: 36290RWG4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      1462 | PA      | $1477.31      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 620472                      | CUSIP: 36290XJR2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     59052 | PA      | $59638.25     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 646729                      | CUSIP: 36292EPN4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    106072 | PA      | $109871.23    | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 677292                      | CUSIP: 36295QNH9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     49912 | PA      | $51708.70     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 698375                      | CUSIP: 36296Q2G3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    453552 | PA      | $459125.18    | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 698386                      | CUSIP: 36296Q2T5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     55187 | PA      | $55865.50     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 698392                      | CUSIP: 36296Q2Z1<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    166533 | PA      | $164231.03    | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 698396                      | CUSIP: 36296Q3D9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     28715 | PA      | $29067.87     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 698402                      | CUSIP: 36296Q3K3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     83889 | PA      | $84919.36     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 698474                      | CUSIP: 36296Q6K0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    548583 | PA      | $555328.49    | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 698479                      | CUSIP: 36296Q6Q7<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     76723 | PA      | $75654.12     | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 698481                      | CUSIP: 36296Q6S3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    210818 | PA      | $213417.09    | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 698089                      | CUSIP: 36296QRJ0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    179481 | PA      | $177111.65    | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 698091                      | CUSIP: 36296QRL5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     59086 | PA      | $59808.66     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 698094                      | CUSIP: 36296QRP6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    139183 | PA      | $140892.46    | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 698199                      | CUSIP: 36296QUY3<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    183289 | PA      | $185539.63    | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 701993                      | CUSIP: 36296U3A6<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     52511 | PA      | $53157.56     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 701603                      | CUSIP: 36296UNU0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     45310 | PA      | $46892.66     | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 701734                      | CUSIP: 36296USX9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     49215 | PA      | $49816.78     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 701857                      | CUSIP: 36296UWS5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    108988 | PA      | $110328.10    | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 704480                      | CUSIP: 36296XUD4<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |    175726 | PA      | $181944.38    | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 705142                      | CUSIP: 36296YLX8<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     46831 | PA      | $46092.23     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 705753                      | CUSIP: 36297ABW2<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      2751 | PA      | $2946.12      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 710977                      | CUSIP: 36297F2J0<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      3822 | PA      | $3768.79      | 0.00%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 711076                      | CUSIP: 36297F6M9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     17286 | PA      | $17499.46     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 710846                      | CUSIP: 36297FWF5<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |     58488 | PA      | $59206.67     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                 | GN 713877                      | CUSIP: 36297KCN9<br>LEI: N/A            | Long             | ABS-MBS          | USGA              | US        |      2572 | PA      | $2535.37      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-27

**Name of Applicant:** VANGUARD SCOTTSDALE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer